Earnings momentum meets short-term return reversal
This paper evaluates the effectiveness of a joint strategy that exploits fundamental-based momentum and return-based reversal anomalies. This joint strategy is motivated by two considerations. First, reversal can serve as a natural hedge to momentum. Second, both fundamental and price-related inform...
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| المؤلفون الرئيسيون: | , , , |
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| التنسيق: | text |
| اللغة: | English |
| منشور في: |
Institutional Knowledge at Singapore Management University
2021
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| الموضوعات: | |
| الوصول للمادة أونلاين: | https://ink.library.smu.edu.sg/lkcsb_research/6867 https://ink.library.smu.edu.sg/context/lkcsb_research/article/7866/viewcontent/Accounting___Finance___2020___Zhu___Earnings_momentum_meets_short_term_return_reversal.pdf |
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| المؤسسة: | Singapore Management University |
| اللغة: | English |