Price and earnings momentum: an explanation using return decomposition Mao, Mike Qinghao and Wei, KC John 2014, Price and earnings momentum: an explanation using return decomposition, Journal of empirical finance, vol. 28, pp. 332-351, doi: 10.1016/j.jempfin.2014.04.003. Attached Files Name Description MIMEType Size Downloads Title Price and earnings momentum: an explanation using return decomposition Author(s) Mao, Mike Qinghao orcid.org/0000-0001-6334-3295 Wei, KC John Journal name Journal of empirical finance Volume number 28 Start page 332 End page 351 Total pages 20 Publisher Elsevier Place of publication Amsterdam, The Netherlands Publication date 2014-09 ISSN 0927-5398 Keyword(s) return decomposition cash flow news discount rate news price momentum earnings momentum Language eng DOI 10.1016/j.jempfin.2014.04.003 Field of Research 1502 Banking, Finance And Investment 1403 Econometrics HERDC Research category C1.1 Refereed article in a scholarly journal ERA Research output type C Journal article Copyright notice ©2014, Elsevier B.V. Persistent URL http://hdl.handle.net/10536/DRO/DU:30106364 Document type: Journal Article Collections: Faculty of Business and Law Department of Finance Related Links Link Description Connect to published version Go to link with your DU access privileges     Unless expressly stated otherwise, the copyright for items in DRO is owned by the author, with all rights reserved. Versions Version Filter Type Fri, 16 Feb 2018, 15:15:34 EST Fri, 16 Feb 2018, 15:20:41 EST Sat, 17 Feb 2018, 04:01:33 EST Sat, 17 Feb 2018, 05:04:17 EST Tue, 13 Mar 2018, 12:54:20 EST Tue, 13 Mar 2018, 12:56:01 EST Tue, 13 Mar 2018, 12:56:49 EST Sat, 19 May 2018, 02:33:26 EST Sat, 02 Jun 2018, 02:30:10 EST Filtered Full Citation counts:   Cited 4 times in TR Web of Science Cited 4 times in Scopus Search Google Scholar Access Statistics: 212 Abstract Views, 2 File Downloads  -  Detailed Statistics Created: Fri, 16 Feb 2018, 15:20:41 EST

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