Construct · 1 fields · 1 citations

industry momentum: a standalone construct

One name. One construct. A landmark on the map.

● anchor · a standalone construct Nearest construct by meaning·not indexed
industrymomentum1 CONSTRUCTIndustry momentumMOSKOWITZ · ASSET PRICING

A single standalone construct; nearby constructs are located against it in the Collider. Tap a field for its definition, unit, and measures.

Asset pricing

the persistence of returns at the industry level, which accounts for much of individual stock momentum.

In asset pricing, industry momentum refers to the persistence of returns at the industry level, which accounts for much of individual stock momentum. This meaning comes from Moskowitz (1999) in The Journal of Finance.[1]

Unit
Recovery means
Measured by

Next

Run it through the Collider, or take the citations with you.

See how industry momentum sits against neighbouring constructs in the Collider, or export every reference on this page in one click.

Open in ColliderExport BibTeXReport this entry

Nearby constructs

accounts1 fields · 1 citationsanchor · a standalone constructasset2 fields · 2 citationsjingle · one word, two constructsindustry1 fields · 1 citationsanchor · a standalone construct

References

  1. Moskowitz, T. J., & Grinblatt, M. (1999). Do Industries Explain Momentum? The Journal of Finance, 54(4), 1249-1290. https://doi.org/10.1111/0022-1082.00146

Cited on this page?

Confirm your construct, or correct us.

If your work is cited behind one of these entries, you know better than we do whether we captured the meaning right. Confirm it, suggest an edit, or dispute it, and your name goes on the entry as an author who has checked it, linked to your ORCID.

Claim your construct