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Returns to Buying Winner and Selling Losers
Returns to Buying Winner and Selling Losers
Type
Article
Link
https://onlinelibrary.wiley.com/doi/abs/10.1111/j.1540-6261.1993.tb04702.x
Cost
Free
Full Name
Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficienty
One of the first
research
publications that
show
how a
momentum
strategy works
More about Returns to Buying Winner and Selling Losers
Topics Discussed
Strategies
Momentum
Associated People
Child Publications
Notes
By: Narasimhan Jegadeesh and Sheridan Titman
Formal paper that legitimized
momentum
strategies
1993 Paper