Momentum, Business Cycle, and Time-varyingExpected Returns-Reference-Cited by-同舟云学术

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Momentum, Business Cycle, and Time-varyingExpected Returns

Published:2002-04 Issue:2 Volume:57 Page:985-1019
ISSN:0022-1082
Container-title:The Journal of Finance
language:en
Short-container-title:The Journal of Finance

Author:

Chordia Tarun,Shivakumar Lakshmanan

Publisher

Wiley

Subject

Economics and Econometrics,Finance,Accounting

Reference36 articles.

1. A model of investor sentiment;Barberis;Journal of Financial Economics,1998

2. Optimal investment, growth options, and security returns;Berk;Journal of Finance,1999

3. Agency costs, net worth, and business fluctuations;Bernanke;American Economic Review,1989

4. The dividend price ratio and expectations of future dividends and discount factors;Campbell;Review of Financial Studies,1988

5. Momentum strategies;Chan;Journal of Finance,1996

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