Susan Ji

College of Business, Governors State University

Professor of Finance

University Park, IL 60484

United States

SCHOLARLY PAPERS

3

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Scholarly Papers (3)

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

AFA 2003 Washington, DC Meetings; EFA 2002 Berlin Meetings Presented Paper
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 College of Business, Governors State University
Downloads 1,922 (7,578)
Citation 90

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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, College of Business, Governors State 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, College of Business, Governors State University and University of Melbourne - Faculty of Business and Economics
Downloads 1,737 (9,169)
Citation 12

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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
College of Business, Governors State University, University of Melbourne - Faculty of Business and Economics and Lancaster University - Management School
Downloads 152 (193,612)

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Momentum; Macroeconomic risk; ROE; Seasonality; January effects