Concept links and return momentum

Unlike traditional asset categories (e.g., industry classifications) that are generally defined clearly, some groups of stocks are tied to certain loosely defined “concepts” (e.g., e-commerce). When investors find it difficult to analyze ambiguous concept-oriented information, information diffuses s...

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Bibliographic Details
Main Authors: DU, Qianqian, LIANG, Dawei, CHEN, Zilin, TU, Jun
Format: text
Language:English
Published: Institutional Knowledge at Singapore Management University 2022
Subjects:
Online Access:https://ink.library.smu.edu.sg/lkcsb_research/6827
https://ink.library.smu.edu.sg/context/lkcsb_research/article/7826/viewcontent/ConceptLinksRetureMomentum_av.pdf
https://ink.library.smu.edu.sg/context/lkcsb_research/article/7826/filename/0/type/additional/viewcontent/ConceptLinksRetureMomentum_suppl.pdf
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Institution: Singapore Management University
Language: English

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