New Economy Firms and Momentum

This article evaluates the contribution of New Economy stocks to explaining the momentum effect. The results reveal that, by virtue of their distinct characteristics, these assets are more likely to generate momentum returns, and, thus, to increase the concentration of momentum traders. It is the combination of these two factors that makes the momentum effect stronger in the New Economy than in other industries

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Year of publication:	[2011]
Authors:	Muga, Luis
Other Persons:	Santamaria, Rafael (contributor)
Publisher:	[2011]: [S.l.] : SSRN
Description of contents:	Abstract [papers.ssrn.com]

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Extent:	1 Online-Ressource
Type of publication:	Book / Working Paper
Notes:	In: Journal of Behavioral Finance, Vol. 8, No. 2, pp. 1-12, 2007 Volltext nicht verfügbar
Classification:	G12 - Asset Pricing ; G14 - Information and Market Efficiency; Event Studies ; O16 - Financial Markets; Saving and Capital Investment
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10012756861