articleJournal of Financial EconomicsNov 29, 2014Closed access

Momentum has its moments

PBPedro BarrosoPSPedro Santa‐Clara

UNSW Sydney · Centre for Economic Policy Research · +1 more institution

Indexed incrossref

Abstract

No abstract available for this paper.

Citation impact

691
total citations
FWCI
59.77
Percentile
100%
References
36
Citations per year

Authors

2

Topics & keywords

Topics
Keywords
  • Sharpe ratio
  • Momentum (technical analysis)
  • Skewness
  • Kurtosis
  • Economics
  • Econometrics
  • Financial economics
  • Physics
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