Author Page for Susan Ji

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Global Momentum Strategies: A Portfolio Perspective

Number of pages: 34 Posted: 04 Feb 2004

John M. Griffin, Susan Ji and J. Spencer Martin

University of Texas at Austin - Department of Finance, Luter School of Business, Christopher Newport University and University of Melbourne - Faculty of Business and Economics

Downloads 2,197 (10,769)

Citation 15

Abstract:

Momentum Investing and Business Cycle Risk: Evidence from Pole to Pole

Downloads 2,049 (12,059)

Citation 111

Momentum Investing and Business Cycle Risk: Evidence from Pole to Pole

Number of pages: 46 Posted: 22 Nov 2001

John M. Griffin, J. Spencer Martin and Susan Ji

University of Texas at Austin - Department of Finance, University of Melbourne - Faculty of Business and Economics and Luter School of Business, Christopher Newport University

Downloads 2,049 (11,818)

Citation 111

Abstract:

Momentum Investing and Business Cycle Risk: Evidence from Pole to Pole

Journal of Finance, Forthcoming

Posted: 24 Nov 2003 Last Revised: 31 Mar 2015

John M. Griffin, Susan Ji and J. Spencer Martin

University of Texas at Austin - Department of Finance, Luter School of Business, Christopher Newport University and University of Melbourne - Faculty of Business and Economics

Abstract:

Macroeconomic Risk and Seasonality in Momentum Profits

Journal of Financial Markets, Forthcoming

Number of pages: 41 Posted: 01 Oct 2012 Last Revised: 16 Dec 2017

Susan Ji, J. Spencer Martin and Chelsea Yaqiong Yao

Luter School of Business, Christopher Newport University, University of Melbourne - Faculty of Business and Economics and Lancaster University - Lancaster University Management School

Downloads 167 (272,926)

Susan Ji

Luter School of Business, Christopher Newport University

Richard Franklin Abbitt Professor of Finance

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Scholarly Papers (3)

Global Momentum Strategies: A Portfolio Perspective

Abstract:

Momentum Investing and Business Cycle Risk: Evidence from Pole to Pole

Momentum Investing and Business Cycle Risk: Evidence from Pole to Pole

Abstract:

Momentum Investing and Business Cycle Risk: Evidence from Pole to Pole

Abstract:

Macroeconomic Risk and Seasonality in Momentum Profits

Abstract: