Profitability of Momentum Strategies: An Evaluation of Alternative Explanations
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This paper evaluates various explanations for the profitability of momentum strategies documented in Jegadeesh and Titman (1993). The evidence indicates that momentum profits have continued in the 1990's suggesting that the original results were not a product of data snooping bias. The paper also
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美国国家经济研究局创建时间：
1999-06-01
