A neoclassical interpretation of momentum

A-Tier
Journal: Journal of Monetary Economics
Year: 2014
Volume: 67
Issue: C
Pages: 109-128

Authors (2)

Liu, Laura Xiaolei (not in RePEc) Zhang, Lu (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

The neoclassical theory of investment implies that expected stock returns are tied with the expected marginal benefit of investment divided by the marginal cost of investment. Winners have higher expected growth and expected marginal productivity (two major components of the marginal benefit of investment), and earn higher expected stock returns than losers. The investment model succeeds in capturing average momentum profits, reversal of momentum in long horizons, long-run risks in momentum, and the interaction of momentum with several firm characteristics. However, the model fails to reproduce the procyclicality of momentum as well as its negative interaction with book-to-market equity.

Technical Details

RePEc Handle
repec:eee:moneco:v:67:y:2014:i:c:p:109-128
Journal Field
Macro
Author Count
2
Added to Database
2026-01-29