Susan Ji

Luter School of Business, Christopher Newport University

Richard Franklin Abbitt Professor of Finance

Newport News, VA 23606

United States

SCHOLARLY PAPERS

3

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SSRN CITATIONS
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Top 10,052

in Total Papers Citations

108

CROSSREF CITATIONS

9

Scholarly Papers (3)

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

Number of pages: 46 Posted: 22 Nov 2001
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 1,960 (8,655)
Citation 107

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Momentum, Business Cycle, Portfolio Risk

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

Journal of Finance, Forthcoming
Posted: 24 Nov 2003 Last Revised: 31 Mar 2015
University of Texas at Austin - Department of Finance, Luter School of Business, Christopher Newport University and University of Melbourne - Faculty of Business and Economics

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Momentum, Business Cycle, Portfolio Risk

2.

Global Momentum Strategies: A Portfolio Perspective

Number of pages: 34 Posted: 04 Feb 2004
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 1,850 (9,704)
Citation 15

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Momentum, Portfolio Management

3.

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
Luter School of Business, Christopher Newport University, University of Melbourne - Faculty of Business and Economics and Lancaster University - Management School
Downloads 159 (210,150)

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Momentum; Macroeconomic risk; ROE; Seasonality; January effects