Momentum Trading by Institutions
Top Cited Papers
- 17 December 2002
- journal article
- research article
- Published by Wiley in The Journal of Finance
- Vol. 57 (6) , 2449-2478
- https://doi.org/10.1111/1540-6261.00502
Abstract
No abstract availableKeywords
This publication has 25 references indexed in Scilit:
- Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic RiskThe Journal of Finance, 2001
- Herding and Feedback Trading by Institutional and Individual InvestorsThe Journal of Finance, 1999
- The distorting effect of the prudent-man laws on institutional equity investmentsPublished by Elsevier ,1999
- The Determinants of the Flow of Funds of Managed Portfolios: Mutual Funds versus Pension FundsSSRN Electronic Journal, 1999
- Costly Search and Mutual Fund FlowsThe Journal of Finance, 1998
- Return autocorrelation and institutional investorsJournal of Financial Economics, 1997
- Characteristics of Common Stock Holdings of Insurance CompaniesJournal of Risk and Insurance, 1996
- Preferences for Stock Characteristics As Revealed by Mutual Fund Portfolio HoldingsThe Journal of Finance, 1996
- Common risk factors in the returns on stocks and bondsJournal of Financial Economics, 1993
- The Structure and Performance of the Money Management IndustryBrookings Papers on Economic Activity. Microeconomics, 1992