Simon Huang

University of Massachusetts Amherst - Isenberg School of Management

Amherst, MA 01003-4910

United States

SCHOLARLY PAPERS

2

DOWNLOADS

1,963

SSRN CITATIONS

10

CROSSREF CITATIONS

9

Scholarly Papers (2)

1.

The Momentum Gap and Return Predictability

WFA 2015 Seattle Meetings Paper
Number of pages: 53 Posted: 17 Aug 2014 Last Revised: 02 Mar 2019
Simon Huang
University of Massachusetts Amherst - Isenberg School of Management
Downloads 1,323 (15,449)
Citation 5

Abstract:

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

2.
Downloads 640 ( 43,652)
Citation 7

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 626 (44,302)

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
William N. Goetzmann and Simon Huang
Yale School of Management - International Center for Finance and University of Massachusetts Amherst - Isenberg School of Management
Downloads 14 (617,998)
Citation 4

Abstract:

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