Sales order backlogs and momentum profits

B-Tier
Journal: Journal of Banking & Finance
Year: 2010
Volume: 34
Issue: 7
Pages: 1564-1575

Authors (2)

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

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

Abstract

Winner stocks have higher changes in sales order backlogs and a sales order backlog factor is significant in explaining various winner minus loser returns and often reduces the [alpha]s by big margins. We argue that this factor is a proxy for innovation in demand in the economy and it is likely to relate to expected growth risks and future business conditions.

Technical Details

RePEc Handle
repec:eee:jbfina:v:34:y:2010:i:7:p:1564-1575
Journal Field
Finance
Author Count
2
Added to Database
2026-02-02