Title:

The Role of Firm Investment in Momentum and Reversal

Author:

Sandra Mortal (U Alabama)

Journal:

Journal Of Empirical Finance

Year:

2018

Volume:

48

Pages:

255-278

JEL codes:

D21 - Firm Behavior
D92 - Intertemporal Firm Choice and Growth, Investment, or Financing
G12 - Asset Pricing; Trading volume; Bond Interest Rates
G14 - Information and Market Efficiency; Event Studies
G31 - Capital Budgeting; Fixed Investment and Inventory Studies

DOI:

10.1016/j.jempfin.2018.07.001