Profitability of momentum strategies
Subtitle: an evaluation of alternative explanations
By: Narasimhan Jegadeesh, Sheridan Titman.
Contributors: Titman, Sheridan.; National Bureau of Economic Research.
Series: NBER working paper series -- working paper 7159; Working paper series (National Bureau of Economic Research) -- working paper no. 7159.
Publisher: National Bureau of Economic Research
Published: 1999
Place of publication: Cambridge, MA
Language: eng
Number of pages: 37
Subjects: Stocks -- Prices -- Econometric models.; Investments -- Econometric models.; Profit -- Econometric models.; Portfolio management -- Econometric models.
Notes: "June 1999."

JEL no. G12.

Includes bibliographical references (p. 22-23).

Electronic access limited to Binghamton University faculty, staff and students for instructional and research purposes only.

Electronic version available via the Internet at the NBER world wide web site (www.nber.org).