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.

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Title Price and earnings momentum: an explanation using return decomposition
Author(s) Mao, Mike QinghaoORCID iD for Mao, Mike Qinghao
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.
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Document type: Journal Article
Collections: Faculty of Business and Law
Department of Finance
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