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What can explain momentum? Evidence from decomposition
Jiaqi Guo
, Peng Li, Youwei Li
Finance
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Contribution to journal
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Article
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peer-review
41
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Dive into the research topics of 'What can explain momentum? Evidence from decomposition'. Together they form a unique fingerprint.
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Business & Economics
Decomposition
100%
Momentum
85%
Firm Characteristics
26%
Anomaly
25%
Anchoring Effect
18%
Robustness Analysis
18%
Mental Accounting
17%
Prospect Theory
14%
Crash
13%
Interaction Effects
12%
Severity
12%
Benchmark
9%
Evaluation
6%