Chen, Hong-Yi; Chen, Sheng-Syan; Hsin, Chin-Wen; Lee, … - In: Journal of Banking & Finance 38 (2014) C, pp. 166-185
This paper examines the profits of revenue, earnings, and price momentum strategies in an attempt to understand … there is no dominating momentum strategy among the revenue, earnings, and price momentums, suggesting that revenue surprises … momentum driven by firm fundamental performance information (revenue or earnings) depend upon the accompanying firm market …