Profitability of Momentum Strategies: An Evaluation of Alternative Explanations (1999)
by
Narasimhan Jegadeesh
,
Sheridan Titman
| Citations: | 93 - 0 self |
BibTeX
@MISC{Jegadeesh99profitabilityof,
author = {Narasimhan Jegadeesh and Sheridan Titman},
title = { Profitability of Momentum Strategies: An Evaluation of Alternative Explanations},
year = {1999}
}
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| 13 | http://links.jstor.org/sici?sici=0022-1082%28196103%2916%3A1%3C8%3ACAACST%3E2.0.CO%3B2-L Incentive Efficiency of Double Auctions Robert - URL - 1985 |
| 8 | http://links.jstor.org/sici?sici=0893-9454%281990%293%3A2%3C175%3AWACPDT%3E2.0.CO%3B2-5 The New Issues Puzzle Tim Loughran; Jay R. Ritter The - URL - 1995 |
| 3 | Narasimhan Jegadeesh; Josef Lakonishok The - Chan - 1996 |
| 1 | Average Returns: 1929 to - Characteristics, Covariances - 1997 |
