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 investor reactions when facing multiple information of firm performance in various scenarios. We first offer evidence that there is no dominating momentum strategy among the revenue,...