PDF Results for "Jegadeesh"

TIIE JOURNAI. OF FINANCE * VOI, IA1, NO 2 * 4PRII) 2001 Profitability of Momentum Strategies: An Evaluation of Alternative Explanations NARASIMHAN JEGADEESH and ...

Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency Narasimhan Jegadeesh; Sheridan Titman The Journal of Finance, Vol. 48, No. 1.

The Value of Active Mutual Fund Management: An Examination of the Stockholdings and Trades of Fund Managers Hsiu-Lang Chen; Narasimhan Jegadeesh; Russ Wermers

the jourkal of finance vol. li, no 5 . december 1996 momentum strategies louis k. c. chan, narasimhan jegadeesh, and josef lakonishok abstract

1 Risk and Expected Returns of Private Equity Investments: Evidence Based on Market Prices Narasimhan Jegadeesha,c, Roman Kräusslb and Joshua Polleta

Profitability of Momentum Strategies: An Evaluation of Alternative Explanations By Narasiman Jegadeesh and Sheridan Titman Their Choices: 1. Evaluation Period: 6 Months

Jegadeesh, N., and S. Titman, 2001, “Profitability of Momentum Strategies: An Evaluation of Alternative Explanations, ...

Jegadeesh, N. and Titman, S. “Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency.” Journal of Finance48 (1993).

Momentum Narasimhan Jegadeesh University of Illinois email: jegadees@uiuc.edu Sheridan Titman University of Texas and the NBER email: titman@mail.utexas.edu

Profitability of Momentum Strategies: An Evaluation of Alternative Explanations NARASIMHAN JEGADEESH and SHERIDAN TITMAN* ABSTRACT This paper evaluates various ...

Jegadeesh, Narasimhan, and Sheridan Titman, 2001, Profitability of momentum strategies: An evaluation of alternative explanations, Journal of Finance 56, 699–720.

3 Portfolio managers and market makers are keenly interested in understanding how er flows ord from buyers and sellers affected by observable factors such as past ...

Clifton Green, Narasimhan Jegadeesh, and Yue Tang This study concerns the relationship between gender and job performance among brokerage firm equity analysts.

Title: Phonosemantic analysis of the word Jegadeesh Author: surnameanalysis.com Subject: Phonosemantic analysis of the word Jegadeesh Keywords: surnameanalysis ...

Jegadeesh, N. and S. Titman (1991), “Short horizon return reversals and the bid-ask spread”, Working paper (UCLA). 14. Jegadeesh, N. and S. Titman (1993).

Profitability of Momentum Strategies: An Evaluation of Alternative Explanations Narasimhan Jegadeesh and Sheridan Titman NBER Working Paper No. 7159

Jegadeesh, and Lakonishok (1996) find that earnings momentum is associated with return momentum. Lee and Swaminathan (2000) report that the stocks with larger ...

Jegadeesh and Livnat (2004) also show that abnormal returns around preliminary earnings announcement dates are related to contemporaneous earnings and revenue

Jegadeesh and Titman’s (1993) finding of momentum in longer horizon returns of three to twelve months.1 The extant stylistic fact of weekly returns is that they

Price Momentum (Jegadeesh and Titman 1993) Price Momentum Jegadeesh and Titman (1993) Strategies that buy stocks that have performed well in the past and sell

The timing and value of forecast and recommendation revisions: Do analysts receive early peek at good news? Zoran Ivković and Narasimhan Jegadeesh*

ABSTRACT The paper employs Jegadeesh and Titman (1993)’s overlapping ranking period method to build winner-portfolio and loser-portfolio, and thereafter conducts ...

Jegadeesh, N., and S. Titman, 1995, “Overreaction, Delayed Reaction and Contrarian Profits, ...

and Jegadeesh and Titman (2001) exploring these links confirms an earlier finding of Jegadeesh and Titman (1993) (hereafter JT) that particular momentum sorted

Jegadeesh, Narasimhan, and Sheridan Titman, 1993, Returns to buying winners and selling losers: Implications for stock market efficiency, Journal of Finance 48, 65-91.

Jegadeesh (1990) and Lehmann (1990) find a short-term (one-week to one-month) return reverses. By contrast, Jegadeesh and Titman (1993) document that over a medium ...

Jegadeesh and Titman (2001) report momentum profits for 1990-1998 arguing that this represents an out of sample test of the original momentum results; ...

Jegadeesh and Titman (2001) note the continuing e cacy of the momentum portfolios in common stock returns from the time of the publication of their original paper.

4 More importantly, we find that Ivković and Jegadeesh’s (2004) results are largely driven by management earnings forecasts. We show that the evidence of weaker ...

One weakness in Jegadeesh and Titman (2002) is that they estimate unconditional mean returns based on the sample period that excludes the ranking and holding periods.

Profitability of Momentum Strategies: An Evaluation of Alternative Explanations Narasimhan Jegadeesh University of Illinois Sheridan Titman University of Texas and ...

Jegadeesh and Titman (2001) reexamine whether momentum strategies were still profitable during the 1990s. For example, the monthly mean return for a momentum ...

Jegadeesh and Titman (1995b) nd that most of the short-term reversal pro t is due to stock price overreaction to rm-speci c information.

Jegadeesh and Titman (2001) note the continuing e cacy of the momentum portfolios in common stock returns from the time of the publication of their original paper.

Japanese Government Bond Auctions: The U.S. Experience Yasushi Hamao Graduate School of Business Columbia University Narasimhan Jegadeesh College of Commerce and ...

jegadeesh

Jegadeesh, N., and S. Titman, 1993, Returns to buying winners and selling losers: Impli-cations for stock market e ciency," Journal of Finance, 48, 65{91.

Risk and Expected Returns of Private Equity Investments: Evidence Based on Market Prices* Narasimhan Jegadeesha, Roman Kräusslb and Joshua Polletc

Jegadeesh, N. 1990. Evidence of Predictable Behavior of Security Returns. Journal of Finance 45 , no. 3, Papers and Proceedings, Forty-Ninth Annual Meeting, American

Narasimhan Jegadeesh, 2013. (Revise and resubmit at Review of Financial Studies) “Analyst Proximity and Earnings Management,” with Jin (Ginger) Wu, 2013.

Jegadeesh@emory.edu. Joonki Noh is a Doctoral student at Emory University, ph: 734-276-3162, email: joonki.noh@emory.edu. ii Empirical Tests of Asset Pricing Models ...

Jegadeesh), Review of Financial Studies, 2002. "The Modigliani and Miller Theorem and the Integration of Financial Markets," Financial Management, 2002.

3 portfolio strategies. Similar to Jegadeesh and Titman’s (1993) analysis on momentum of stocks, we examine the extent to which long-short portfolio strategies on ...

Momentum Effect: Empirical Evidence from Karachi Stock Exchange 4 2. Literature Review Jegadeesh & Titman (1993) conducted the study by analyzing the AMEX & NYSE ...

Jegadeesh, Narasimhan, and Sheridan Titman, 1993, Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency, Journal of Finance 48, 65-91.