Tarun Gupta

INVESCO Global Asset Management, N.A.

Atlanta, GA 30309

United States

SCHOLARLY PAPERS

3

DOWNLOADS
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Top 16,761

in Total Papers Downloads

4,513

SSRN CITATIONS
Rank 40,506

SSRN RANKINGS

Top 40,506

in Total Papers Citations

13

CROSSREF CITATIONS

5

Scholarly Papers (3)

1.

Factor Momentum Everywhere

Yale ICF Working Paper No. 2018-23
Number of pages: 31 Posted: 31 Dec 2018 Last Revised: 02 Aug 2019
Tarun Gupta and Bryan T. Kelly
INVESCO Global Asset Management, N.A. and Yale SOM
Downloads 4,363 (3,314)
Citation 18

Abstract:

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factor momentum, time series momentum, stock price momentum

2.

Online Appendix: Consumer Spending and the Cross-Section of Stock Returns

Number of pages: 17 Posted: 08 Feb 2022
Tarun Gupta, Edward Leung and Viorel Roscovan
INVESCO Global Asset Management, N.A., Invesco and Invesco
Downloads 150 (284,838)

Abstract:

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D12, G14, H31

3.

Consumer Spending and The Cross-Section of Stock Returns

Journal of Portfolio Management, 48 (7), 117-137
Posted: 08 Feb 2022 Last Revised: 11 Jul 2022
Tarun Gupta, Edward Leung and Viorel Roscovan
INVESCO Global Asset Management, N.A., Invesco and Invesco

Abstract:

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Consumer spending, consumer transactions, credit cards, debit cards, return predictability