Simon Huang

University of Massachusetts Amherst - Isenberg School of Management

Amherst, MA 01003-4910

United States

SCHOLARLY PAPERS

2

DOWNLOADS

2,161

SSRN CITATIONS

17

CROSSREF CITATIONS

10

Scholarly Papers (2)

1.

The Momentum Gap and Return Predictability

Review of Financial Studies, Forthcoming
Number of pages: 57 Posted: 17 Aug 2014 Last Revised: 13 Sep 2021
Simon Huang
University of Massachusetts Amherst - Isenberg School of Management
Downloads 1,453 (16,201)
Citation 7

Abstract:

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Momentum, return predictability, market efficiency, behavioral finance, asset pricing anomaly

2.
Downloads 708 ( 45,296)
Citation 10

Momentum in Imperial Russia

Journal of Financial Economics, Forthcoming
Number of pages: 38 Posted: 23 Sep 2015 Last Revised: 09 Aug 2018
William N. Goetzmann and Simon Huang
Yale School of Management - International Center for Finance and University of Massachusetts Amherst - Isenberg School of Management
Downloads 689 (46,398)

Abstract:

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Momentum, behavioral finance, capital flows, return predictability

Momentum in Imperial Russia

NBER Working Paper No. w21700
Number of pages: 40 Posted: 09 Nov 2015 Last Revised: 18 Apr 2021
William N. Goetzmann and Simon Huang
Yale School of Management - International Center for Finance and University of Massachusetts Amherst - Isenberg School of Management
Downloads 19 (665,633)
Citation 7

Abstract:

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