Keywords: Price momentum
Close
Follow your search
Access your saved searches in your account

Would you like to receive an alert when new items match your search?
Close Modal
Sort by
Journal Articles
Managerial Finance (2023) 49 (6): 1056–1074.
Published: 02 January 2023
...Steve Fan; Linda Yu; Deborah Beyer; Scott Beyer Purpose This paper jointly examines how firm size and idiosyncratic risk impact momentum returns. Design/methodology/approach Using regression analysis, the authors investigate how firm size and idiosyncratic risk impact price momentum...

or Create an Account

Close Modal
Close Modal