Factor Momentum
Factor Momentum
About this item
Full title
Factor Momentum
Author / Creator
Publisher
Oxford University Press
Journal title
The Review of financial studies, 2023-08, Vol.36 (8), p.3034-3070
Language
English
Formats
Publication information
Publisher
Oxford University Press
More information
Scope and Contents
Contents
Abstract
Factors display strong cross-sectional momentum that subsumes momentum in industries and other portfolio characteristics. The profits of all these momentum strategies—based on factors, industries, and other characteristics—significantly correlate with each other and therefore likely emanate from the same source. If factors display momen...
Alternative Titles
Full title
Factor Momentum
Authors, Artists and Contributors
Author / Creator
Identifiers
Primary Identifiers
Record Identifier
TN_cdi_crossref_primary_10_1093_rfs_hhad006
Permalink
https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_crossref_primary_10_1093_rfs_hhad006
Other Identifiers
ISSN
0893-9454
E-ISSN
1465-7368
DOI
10.1093/rfs/hhad006
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