Matches in SemOpenAlex for { <https://semopenalex.org/work/W3124833605> ?p ?o ?g. }
Showing items 1 to 97 of
97
with 100 items per page.
- W3124833605 endingPage "78" @default.
- W3124833605 startingPage "29" @default.
- W3124833605 abstract "Buying recent winners and shorting recent losers guarantees time-varying factor exposures in accordance with the performance of common risk factors during the ranking period. Adjusted for this dynamic risk exposure, momentum profits are remarkably stable across subperiods of the entire post-1926 era. Factor models can explain 95% of winner or loser return variability, but cannot explain their mean returns. Momentum strategies which base winner or loser status on stock-specific return components are more profitable than those based on total returns. Neither industry effects nor cross-sectional differences in expected returns are the primary cause of the momentum phenomenon." @default.
- W3124833605 created "2021-02-01" @default.
- W3124833605 creator A5022383776 @default.
- W3124833605 creator A5059177521 @default.
- W3124833605 date "2001-01-01" @default.
- W3124833605 modified "2023-10-16" @default.
- W3124833605 title "Understanding the Nature of the Risks and the Source of the Rewards to Momentum Investing" @default.
- W3124833605 cites W1485812904 @default.
- W3124833605 cites W1509203712 @default.
- W3124833605 cites W192652876 @default.
- W3124833605 cites W1973315392 @default.
- W3124833605 cites W1998677466 @default.
- W3124833605 cites W2010891591 @default.
- W3124833605 cites W2023826935 @default.
- W3124833605 cites W2081649978 @default.
- W3124833605 cites W2116277545 @default.
- W3124833605 cites W2127744785 @default.
- W3124833605 cites W2128633294 @default.
- W3124833605 cites W3094633476 @default.
- W3124833605 cites W3121300545 @default.
- W3124833605 cites W3121465794 @default.
- W3124833605 cites W3121615409 @default.
- W3124833605 cites W3122328496 @default.
- W3124833605 cites W3122727604 @default.
- W3124833605 cites W3123758172 @default.
- W3124833605 cites W3123912718 @default.
- W3124833605 cites W4241631103 @default.
- W3124833605 cites W4244546206 @default.
- W3124833605 cites W4248283403 @default.
- W3124833605 cites W4248968880 @default.
- W3124833605 cites W4251733784 @default.
- W3124833605 cites W4254814954 @default.
- W3124833605 doi "https://doi.org/10.1093/rfs/14.1.29" @default.
- W3124833605 hasPublicationYear "2001" @default.
- W3124833605 type Work @default.
- W3124833605 sameAs 3124833605 @default.
- W3124833605 citedByCount "785" @default.
- W3124833605 countsByYear W31248336052012 @default.
- W3124833605 countsByYear W31248336052013 @default.
- W3124833605 countsByYear W31248336052014 @default.
- W3124833605 countsByYear W31248336052015 @default.
- W3124833605 countsByYear W31248336052016 @default.
- W3124833605 countsByYear W31248336052017 @default.
- W3124833605 countsByYear W31248336052018 @default.
- W3124833605 countsByYear W31248336052019 @default.
- W3124833605 countsByYear W31248336052020 @default.
- W3124833605 countsByYear W31248336052021 @default.
- W3124833605 countsByYear W31248336052022 @default.
- W3124833605 countsByYear W31248336052023 @default.
- W3124833605 crossrefType "journal-article" @default.
- W3124833605 hasAuthorship W3124833605A5022383776 @default.
- W3124833605 hasAuthorship W3124833605A5059177521 @default.
- W3124833605 hasConcept C106159729 @default.
- W3124833605 hasConcept C121332964 @default.
- W3124833605 hasConcept C127413603 @default.
- W3124833605 hasConcept C149782125 @default.
- W3124833605 hasConcept C162324750 @default.
- W3124833605 hasConcept C204036174 @default.
- W3124833605 hasConcept C2780821815 @default.
- W3124833605 hasConcept C30755413 @default.
- W3124833605 hasConcept C50335755 @default.
- W3124833605 hasConcept C60718061 @default.
- W3124833605 hasConcept C62520636 @default.
- W3124833605 hasConcept C78519656 @default.
- W3124833605 hasConceptScore W3124833605C106159729 @default.
- W3124833605 hasConceptScore W3124833605C121332964 @default.
- W3124833605 hasConceptScore W3124833605C127413603 @default.
- W3124833605 hasConceptScore W3124833605C149782125 @default.
- W3124833605 hasConceptScore W3124833605C162324750 @default.
- W3124833605 hasConceptScore W3124833605C204036174 @default.
- W3124833605 hasConceptScore W3124833605C2780821815 @default.
- W3124833605 hasConceptScore W3124833605C30755413 @default.
- W3124833605 hasConceptScore W3124833605C50335755 @default.
- W3124833605 hasConceptScore W3124833605C60718061 @default.
- W3124833605 hasConceptScore W3124833605C62520636 @default.
- W3124833605 hasConceptScore W3124833605C78519656 @default.
- W3124833605 hasIssue "1" @default.
- W3124833605 hasLocation W31248336051 @default.
- W3124833605 hasOpenAccess W3124833605 @default.
- W3124833605 hasPrimaryLocation W31248336051 @default.
- W3124833605 hasRelatedWork W2130834282 @default.
- W3124833605 hasRelatedWork W2252579905 @default.
- W3124833605 hasRelatedWork W2357367123 @default.
- W3124833605 hasRelatedWork W2385953334 @default.
- W3124833605 hasRelatedWork W2387276901 @default.
- W3124833605 hasRelatedWork W2391010541 @default.
- W3124833605 hasRelatedWork W3123192782 @default.
- W3124833605 hasRelatedWork W4300450609 @default.
- W3124833605 hasRelatedWork W4320082099 @default.
- W3124833605 hasRelatedWork W4386931570 @default.
- W3124833605 hasVolume "14" @default.
- W3124833605 isParatext "false" @default.
- W3124833605 isRetracted "false" @default.
- W3124833605 magId "3124833605" @default.
- W3124833605 workType "article" @default.