Momentum Profits, Factor Pricing, and Macroeconomic Risk

A-Tier
Journal: The Review of Financial Studies
Year: 2008
Volume: 21
Issue: 6
Pages: 2417-2448

Authors (2)

Laura Xiaolei Liu (not in RePEc) Lu Zhang (Ohio State University)

Score contribution per author:

2.011 = (α=2.01 / 2 authors) × 2.0x A-tier

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

Abstract

Recent winners have temporarily higher loadings than recent losers on the growth rate of industrial production. The loading spread derives mostly from the positive loadings of winners. The growth rate of industrial production is a priced risk factor in standard asset pricing tests. In many specifications, this macroeconomic risk factor explains more than half of momentum profits. We conclude that risk plays an important role in driving momentum profits. The Author 2008. Published by Oxford University Press on behalf of The Society for Financial Studies. All rights reserved. For Permissions, please email: [email protected]., Oxford University Press.

Technical Details

RePEc Handle
repec:oup:rfinst:v:21:y:2008:i:6:p:2417-2448
Journal Field
Finance
Author Count
2
Added to Database
2026-01-29