Sources of Momentum Profits: Evidence on the Irrelevance of Characteristics*

DOI10.1093/ROF/RFR036zbMath1417.91561OpenAlexW3122299223MaRDI QIDQ4963402

Pavel Bandarchuk, Jens Hilscher

Publication date: 2 November 2018

Published in: Review of Finance (Search for Journal in Brave)

Full work available at URL: http://www.brandeis.edu/economics/RePEc/brd/doc/Brandeis_WP38.pdf

zbMATH Keywords

momentum profitsextreme past returnsstock-level characteristics

Mathematics Subject Classification ID

Actuarial science and mathematical finance (91G99)

Related Items (1)

Momentum and the cross-section of stock volatility

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