Momentum Strategies
收藏NBER1995-12-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w5375
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资源简介：
We relate the predictability of future returns from past returns to the market's underreaction to information, focusing on past earnings news. Past return and past earnings surprise each predict large drifts in future returns after controlling for the other. There is little evidence of subsequent
提供机构：
美国国家经济研究局
创建时间：
1995-12-01
