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Idiosyncratic Risk Premia And Momentum

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  • Doina C. Chichernea
  • Steve L. Slezak

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  • Doina C. Chichernea & Steve L. Slezak, 2013. "Idiosyncratic Risk Premia And Momentum," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 36(3), pages 389-412, September.
    • Handle: RePEc:bla:jfnres:v:36:y:2013:i:3:p:389-412
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    File URL: http://hdl.handle.net/10.1111/j.1475-6803.2013.12016.x
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    References listed on IDEAS

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    Cited by:

    1. Ahmed, Mohamed S. & Alhadab, Mohammad, 2020. "Momentum, asymmetric volatility and idiosyncratic risk-momentum relation: Does technology-sector matter?," The Quarterly Review of Economics and Finance, Elsevier, vol. 78(C), pages 355-371.
    2. Fangming Xu & Huainan Zhao & Liyi Zheng, 2022. "Investment momentum: A two‐dimensional behavioural strategy," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(1), pages 1191-1207, January.
    3. Yuming Li, 2017. "Risks and rewards for momentum and reversal portfolios," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 31(3), pages 289-315, August.

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