Browsing Faculty of Business by Subject "Momentum"
Now showing items 1-2 of 2
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Cash flow news, discount rate news, and momentum
(Elsevier, 2016-11)We examine the effect of aggregate cash flow news and discount rate news on momentum returns. We find that momentum profits are higher following aggregate positive cash flow news, even in down markets or low sentiment ... -
Emerging market exposures and the predictability of hedge fund returns
(Wiley, 2014)We examine emerging market and global macro hedge funds and find a significant positive relation between hedge funds' future returns and their exposure to both emerging market equities and emerging market currencies. We ...
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