
Bad News Travels Slowly: Size, Analyst Coverage and the Profitability of Momentum Strategies
Author(s) -
Harrison Hong,
Terence Lim,
Jeremy C. Stein
Publication year - 1998
Language(s) - English
Resource type - Reports
DOI - 10.3386/w6553
Subject(s) - profitability index , momentum (technical analysis) , meteorology , econometrics , financial economics , business , economics , advertising , physics , finance