Concepedia

Combining Value and Momentum

Gregg S. Fisher, Ronnie Shah, Sheridan Titman

SSRN Electronic Journal · 2014 · 17 citations · 12 references

DOIFull text

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Concepts

References

12

Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency

Narasimhan Jegadeesh, Sheridan Titman · The Journal of Finance · 1993 · 11.5K citations

, , +17

The Cross-Section of Expected Stock Returns

Eugene F. Fama, Kenneth R. French · The Journal of Finance · 1992 · 5.5K citations

, , +12

Profitability of Momentum Strategies: An Evaluation of Alternative Explanations

Narasimhan Jegadeesh, Sheridan Titman · The Journal of Finance · 2001 · 2.6K citations

, , +12

Value and Momentum Everywhere

Clifford S. Asness, Tobias J. Moskowitz, Lasse Heje Pedersen · The Journal of Finance · 2013 · 2.2K citations · Full text

, , +17

Size, value, and momentum in international stock returns

Eugene F. Fama, Kenneth R. French · Journal of Financial Economics · 2012 · 1.8K citations

, , +17