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https://doi.org/10.2139/ssrn.2504738

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What this work says

Outgoing claims: the papers this work cites, builds on, or argues with.

inferredcites →https://doi.org/10.1016/j.jfineco.2004.03.005openalex-extracted
Stock and bond market interaction: Does momentum spill over?
inferredcites →https://doi.org/10.1046/j.1540-6261.2003.00614.xopenalex-extracted
Momentum Investing and Business Cycle Risk: Evidence from Pole to Pole
inferredcites →https://doi.org/10.1086/260061openalex-extracted
Risk, Return, and Equilibrium: Empirical Tests
inferredcites →https://doi.org/10.1086/688176openalex-extracted
Text-Based Network Industries and Endogenous Product Differentiation
inferredcites →https://doi.org/10.1093/revfin/hhm003openalex-extracted
Industry Information Diffusion and the Lead-lag Effect in Stock Returns
inferredcites →https://doi.org/10.1093/rfs/14.1.29openalex-extracted
Understanding the Nature of the Risks and the Source of the Rewards to Momentum Investing
inferredcites →https://doi.org/10.1093/rfs/hhq053openalex-extracted
Product Market Synergies and Competition in Mergers and Acquisitions: A Text-Based Analysis
inferredcites →https://doi.org/10.1111/0022-1082.00146openalex-extracted
Do Industries Explain Momentum?
inferredcites →https://doi.org/10.1111/0022-1082.00151openalex-extracted
Local Return Factors and Turnover in Emerging Stock Markets
inferredcites →https://doi.org/10.1111/0022-1082.00209openalex-extracted
Characteristics, Covariances, and Average Returns: 1929 to 1997
inferredcites →https://doi.org/10.1111/0022-1082.00342openalex-extracted
Profitability of Momentum Strategies: An Evaluation of Alternative Explanations
inferredcites →https://doi.org/10.1111/0022-1082.00349openalex-extracted
The High‐Volume Return Premium
inferredcites →https://doi.org/10.1111/0022-1082.95722openalex-extracted
International Momentum Strategies
inferredcites →https://doi.org/10.1111/j.1540-6261.1985.tb05004.xopenalex-extracted
Does the Stock Market Overreact?
inferredcites →https://doi.org/10.1111/j.1540-6261.1993.tb04702.xopenalex-extracted
Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency
inferredcites →https://doi.org/10.1111/j.1540-6261.2008.01379.xopenalex-extracted
Economic Links and Predictable Returns
inferredcites →https://doi.org/10.1111/j.1540-6261.2010.01578.xopenalex-extracted
Market Segmentation and Cross‐predictability of Returns
inferredcites →https://doi.org/10.1111/jofi.12365openalex-extracted
Does Academic Research Destroy Stock Return Predictability?
inferredcites →https://doi.org/10.1146/annurev-financial-102710-144850openalex-extracted
Momentum
inferredcites →https://doi.org/10.2139/ssrn.115788openalex-extracted
Local Return Factors and Turnover in Emerging Stock Markets
inferredcites →https://doi.org/10.2139/ssrn.1181022openalex-extracted
Product Market Synergies and Competition in Mergers and Acquisitions: A Text-Based Analysis
inferredcites →https://doi.org/10.2139/ssrn.166840openalex-extracted
Profitability of Momentum Strategies: An Evaluation of Alternative Explanations
inferredcites →https://doi.org/10.2139/ssrn.2080900openalex-extracted
Does Academic Research Destroy Stock Return Predictability?
inferredcites →https://doi.org/10.2139/ssrn.2758776openalex-extracted
inferredcites →https://doi.org/10.2139/ssrn.291225openalex-extracted
inferredcites →https://doi.org/10.2139/ssrn.319009openalex-extracted
inferredcites →https://doi.org/10.2139/ssrn.4407openalex-extracted
International Momentum Strategies
inferredcites →https://doi.org/10.2139/ssrn.463005openalex-extracted
Industry Information Diffusion and the Lead-Lag Effect in Stock Returns
inferredcites →https://doi.org/10.2139/ssrn.94049openalex-extracted
inferredcites →https://doi.org/10.2139/ssrn.98678openalex-extracted
Characteristics, Covariances, and Average Returns: 1929-1997
inferredcites →https://doi.org/10.2307/2329112openalex-extracted
inferredcites →https://doi.org/10.3386/w5926openalex-extracted
A Model of Investor Sentiment
inferredcites →https://doi.org/10.3386/w6324openalex-extracted
A Unified Theory of Underreaction, Momentum Trading and Overreaction in Asset Markets

What points at this work

Incoming claims: where this work appears in other papers’ reference lists and arguments.

inferred← citeshttps://doi.org/10.1016/j.jbankfin.2020.105941openalex-snapshot
Does uniqueness in banking matter?
inferred← citeshttps://doi.org/10.1016/j.jfineco.2019.10.007openalex-snapshot
Shared analyst coverage: Unifying momentum spillover effects
inferred← citeshttps://doi.org/10.1080/00036846.2018.1494377openalex-snapshot
Predicting stock return correlations with brief company descriptions
Editorial review for independent work. ICSAC — the Institute for Complexity Science and Advanced Computing — runs a structured editorial panel for researchers publishing outside journals, and publishes on CiteStamp rails. Submission is free and goes through ORCID: icsacinstitute.org/submit.