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Industry momentum and common factors
Ding Du, Karen Denning
Business, The W.A. Franke College of (CoB)
Research output
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Contribution to journal
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Article
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peer-review
21
Scopus citations
Overview
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Keyphrases
Delayed Reaction
100%
Industry Momentum
100%
Industry Commons
100%
Common Risks
66%
Reaction Model
66%
Finance Journals
33%
Industry Portfolios
33%
Risky Driving
33%
Common Information
33%
Factor Model
33%
Stock Market
33%
Fama-French Factors
33%
Idiosyncratic Risk
33%
Paper Reject
33%
Portfolio Returns
33%
Economics, Econometrics and Finance
Finance
100%
Industry
100%
Industry Momentum
100%
Factor Model
100%