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Cited by 2,442

The DOI matches its Crossref record; 3 of the 3 references it cites were found in a registry or an index.

Profitability of Momentum Strategies: An Evaluation of Alternative Explanations

Jegadeesh, Narasimhan, Titman, Sheridan·2001·The Journal of Finance
DOI 10.1111/0022-1082.00342
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Abstract

This paper evaluates various explanations for the profitability of momentum strategies documented in Jegadeesh and Titman (1993). The evidence indicates that momentum profits have continued in the 1990s, suggesting that the original results were not a product of data snooping bias. The paper also examines the predictions of recent behavioral models that propose that momentum profits are due to delayed overreactions that are eventually reversed. Our evidence provides support for the behavioral models, but this support should be tempered with caution.

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Metadata

Authors
Jegadeesh, N., & Titman, S.
Venue
The Journal of Finance
Publisher
Wiley
Published
2001-04
Volume
56
Issue
2
Pages
699-720
ISSN
  • 0022-1082 (ISSN-L)
  • 1540-6261
DOI
10.1111/0022-1082.00342
OpenAlex
W3121302911
Cited by
2,442
References
3
FWCI
98.52
Type
journal article
Language
en
Open access
closed

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CoChat. (2026). Citation check: Profitability of Momentum Strategies: An Evaluation of Alternative Explanations. https://app.cochat.ai/papers/10.1111/0022-1082.00342
The paper
Jegadeesh, N., & Titman, S. (2001). Profitability of Momentum Strategies: An Evaluation of Alternative Explanations. The Journal of Finance. https://doi.org/10.1111/0022-1082.00342

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.