Momentum Has Its Own Values
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More about this item
Keywords
Momentum; Financial Crisis; Fama-French Factors; Systemic Risk;All these keywords.
JEL classification:
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CWA-2021-03-01 (Central and Western Asia)
- NEP-FMK-2021-03-01 (Financial Markets)
- NEP-RMG-2021-03-01 (Risk Management)
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