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Financial markets / Investment / Mathematical finance / Behavioral finance / Momentum / Fama–French three-factor model / Capital asset pricing model / Asset allocation / Beta / Financial economics / Finance / Economics


December 4, 2011 Comments Welcome Momentum Crashes Kent Daniel and Tobias Moskowitz∗
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Document Date: 2013-01-06 01:05:43

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City

Santos / /

Company

Kepos Capital / AMEX / NASDAQ / /

Continent

Europe / /

Country

Japan / United States / Columbia / United Kingdom / /

Currency

USD / /

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Facility

NBER Asset Pricing Summer Institute / Columbia University / University of Chicago / /

IndustryTerm

finance literature / /

Movie

UP and DOWN / /

Organization

Columbia University / Booth School of Business / Rutgers / Graduate School / NBER Asset Pricing Summer Institute / University of Chicago / NBER / /

Person

Sheridan Titman / Carlson / Gur Huberman / Tobias Moskowitz / Mike Johannes / Paul Tetlock / Crashes Kent Daniel / Pierre Collin-Dufresne / Ken French / /

Position

Fisher / /

RadioStation

WWII / /

Technology

alpha / /

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