Construct · 1 fields · 1 citations

momentum crash: a standalone construct

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

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Asset pricing

the tendency of momentum strategies to suffer rare, severe losses in market rebounds after downturns, when past losers rally sharply.

In asset pricing, momentum crash refers to the tendency of momentum strategies to suffer rare, severe losses in market rebounds after downturns, when past losers rally sharply. This meaning comes from Daniel (2016) in Journal of Financial Economics.[1]

Unit
Recovery means
Measured by

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Nearby constructs

asset2 fields · 2 citationsjingle · one word, two constructs crash3 fields · 4 citationsjingle · one word, three constructs market3 fields · 5 citationsjingle · one word, three constructs

References

Daniel, K., & Moskowitz, T. J. (2016). Momentum crashes. Journal of Financial Economics, 122(2), 221-247. https://doi.org/10.1016/j.jfineco.2015.12.002

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