Momentum and crash sensitivity

C-Tier
Journal: Economics Letters
Year: 2018
Volume: 165
Issue: C
Pages: 77-81

Authors (2)

Ruenzi, Stefan (Universität Mannheim) Weigert, Florian (not in RePEc)

Score contribution per author:

0.503 = (α=2.01 / 2 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

We suggest a risk-based explanation of the momentum anomaly. Controlling for the exposure to systematic crash risk reduces the momentum effect from a significant 11.94% p.a. to an insignificant 1.84% p.a. Similar results are obtained in a broad sample of international equity markets.

Technical Details

RePEc Handle
repec:eee:ecolet:v:165:y:2018:i:c:p:77-81
Journal Field
General
Author Count
2
Added to Database
2026-01-29