The Role of Industry Effects in Simultaneous Reversal and Momentum Patterns in One-Month Stock Returns Article (Web of Science)

cited authors

  • Simpson, Marc W.; Grossman, Axel

authors

publication date

  • January 1, 2016

webpage

published in

author keyword

  • Industry Momentum
  • Overreaction Hypothesis
  • Price reversal
  • Trading strategy

category

start page

  • 309

end page

  • 320

volume

  • 17

issue

  • 4