popular candidate invests more in the campaign and thereby increases her lead in expectation: polls create momentum. When …

momentum strategies generate significantexcess returns in emerging markets. We confirm these results and extend them in …

basis of small stocks. Empirically, we show that (i) small-stock components of traditional value and momentum factors … benchmark models in finance; (iii) global small-stock value and momentum components are priced but regional models lead to more …