Construct · 1 fields · 1 citations

momentum life cycle hypothesis: a standalone construct

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Asset pricing

the hypothesis that stocks move through phases of investor favor and neglect, so trading volume predicts the magnitude and persistence of price momentum.

In asset pricing, momentum life cycle hypothesis refers to the hypothesis that stocks move through phases of investor favor and neglect, so trading volume predicts the magnitude and persistence of price momentum. This meaning comes from Lee (2000) in The Journal of Finance.[1]

Unit
Recovery means
Measured by

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Nearby constructs

asset2 fields · 2 citationsjingle · one word, two constructs cycle4 fields · 4 citationsjingle · one word, four constructs hypothesis2 fields · 2 citationsjingle · one word, two constructs

References

Lee, C. M. C., & Swaminathan, B. (2000). Price Momentum and Trading Volume. The Journal of Finance, 55(5), 2017-2069. https://doi.org/10.1111/0022-1082.00280

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