Publication: International price and earnings momentum
International price and earnings momentum
Date
Date
Date
Citations
Leippold, M., & Lohre, H. (2012). International price and earnings momentum. The European Journal of Finance, 18(6), 535–573. https://doi.org/10.1080/1351847X.2011.628683
Abstract
Abstract
Abstract
We find that price and earnings momentum are pervasive features of international equity markets even when controlling for data snooping biases. For European countries, we find that price momentum is subsumed by earnings momentum on an aggregate level. However, this rationale does not apply to each and every country. While the above explanation is confined to certain time periods in the U.S., earnings momentum nevertheless appears to be a crucial driver of the price momentum anomaly in many markets. Since we cannot establish a decent r
Metrics
Downloads
Views
Additional indexing
Creators (Authors)
- Lohre, Harald
Volume
Volume
Volume
Number
Number
Number
Page range/Item number
Page range/Item number
Page range/Item number
Page end
Page end
Page end
Item Type
Item Type
Item Type
In collections
Scope
Scope
Scope
Language
Language
Language
Publication date
Publication date
Publication date
Date available
Date available
Date available
ISSN or e-ISSN
ISSN or e-ISSN
ISSN or e-ISSN
Additional Information
Additional Information
Additional Information
OA Status
OA Status
OA Status
Publisher DOI
Other Identification Number
Other Identification Number
Other Identification Number
Metrics
Downloads
Views
Citations
Leippold, M., & Lohre, H. (2012). International price and earnings momentum. The European Journal of Finance, 18(6), 535–573. https://doi.org/10.1080/1351847X.2011.628683
