The DOI matches its Crossref record; 49 of the 49 references it cites were found in a registry or an index.
Firm-specific attributes and the cross-section of momentum☆
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Citations
Cites
The Cross‐Section of Expected Stock Returns
FAMA, E. F., & FRENCH, K. R. (1992) · The Journal of Finance · doi:10.1111/j.1540-6261.1992.tb04398.x · Cited by 17,261
Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency
JEGADEESH, N., & TITMAN, S. (1993) · The Journal of Finance · doi:10.1111/j.1540-6261.1993.tb04702.x · Cited by 11,584
The arbitrage theory of capital asset pricing
Ross, S. A. (1976) · Journal of Economic Theory · doi:10.1016/0022-0531(76)90046-6 · Cited by 7,009
Investor Psychology and Security Market Under‐ and Overreactions
Daniel, K., Hirshleifer, D., & Subrahmanyam, A. (1998) · The Journal of Finance · doi:10.1111/0022-1082.00077 · Cited by 5,682
A model of investor sentiment /
Barberis, N., Vishny, R. W., Shleifer, A., & Research., N. B. O. E. (1997) · University of Michigan Library Repository · Cited by 4,013
A Unified Theory of Underreaction, Momentum Trading, and Overreaction in Asset Markets
Hong, H., & Stein, J. C. (1999) · The Journal of Finance · doi:10.1111/0022-1082.00184 · Cited by 4,001
Corporate Debt Value, Bond Covenants, and Optimal Capital Structure
LELAND, H. E. (1994) · The Journal of Finance · doi:10.1111/j.1540-6261.1994.tb02452.x · Cited by 2,729
Bad News Travels Slowly: Size, Analyst Coverage, and the Profitability of Momentum Strategies
Hong, H., Lim, T., & Stein, J. C. (2000) · The Journal of Finance · doi:10.1111/0022-1082.00206 · Cited by 2,611
Profitability of Momentum Strategies: An Evaluation of Alternative Explanations
Jegadeesh, N., & Titman, S. (2001) · The Journal of Finance · doi:10.1111/0022-1082.00342 · Cited by 2,442
Evaluating Natural Resource Investments
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Cited by
Moskowitz, T. J., Ooi, Y. H., & Pedersen, L. H. (2012) · Journal of Financial Economics · doi:10.1016/j.jfineco.2011.11.003 · Cited by 1,431
Individualism and Momentum around the World
CHUI, A. C. W., TITMAN, S., & WEI, K. C. J. (2010) · The Journal of Finance · doi:10.1111/j.1540-6261.2009.01532.x · Cited by 1,306
Menkhoff, L., Sarno, L., Schmeling, M., & Schrimpf, A. (2012) · Journal of Financial Economics · doi:10.1016/j.jfineco.2012.06.009 · Cited by 518
Novy-Marx, R. (2012) · Journal of Financial Economics · doi:10.1016/j.jfineco.2011.05.003 · Cited by 469
Unpacking leverage and lagged effects: do digitally mature and complex firms outpace their rivals?
Daruwala, Z., Khan, F., & Ullah Jan, S. (2025) · Cogent Economics & Finance · doi:10.1080/23322039.2025.2577909 · Cited by 1
Metadata
- Authors
- SAGI, J., & SEASHOLES, M.
- Venue
- Journal of Financial Economics
- Publisher
- Elsevier BV
- Published
- 2007-05
- Volume
- 84
- Issue
- 2
- Pages
- 389-434
- ISSN
- 0304-405X (ISSN-L)
- OpenAlex
- W2085859523
- Cited by
- 379
- References
- 49
- FWCI
- 21.26
- Type
- journal article
- Language
- en
- Open access
- closed
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- SAGI, J., & SEASHOLES, M. (2007). Firm-specific attributes and the cross-section of momentum☆. Journal of Financial Economics. https://doi.org/10.1016/j.jfineco.2006.02.002
Data sources
Bibliographic data: Semantic Scholar, OpenAlex, Crossref.
Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.