Fundamentally, Momentum is Fundamental Momentum
收藏NBER2015-03-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w20984
下载链接
链接失效反馈官方服务：
资源简介：
Momentum in firm fundamentals, i.e., earnings momentum, explains the performance of strategies based on price momentum. Earnings surprise measures subsume past performance in cross sectional regressions of returns on firm characteristics, and the time-series performance of price momentum strategies
提供机构：
美国国家经济研究局
创建时间：
2015-03-01
