Momentum in real economy and industry stock returns
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DOI: 10.1016/j.jbef.2021.100576
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References listed on IDEAS
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Cited by:
- Cai, Xing & Xia, Wei & Huang, Weihua & Yang, Haijun, 2024. "Dynamics of momentum in financial markets based on the information diffusion in complex social networks," Journal of Behavioral and Experimental Finance, Elsevier, vol. 41(C).
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More about this item
Keywords
Momentum; Investments; Market returns; Size; Factor investing; Real sectors; Economic sectors;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
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