Momentum in Imperial Russia

A-Tier
Journal: Journal of Financial Economics
Year: 2018
Volume: 130
Issue: 3
Pages: 579-591

Authors (2)

Goetzmann, William N. (Yale University) Huang, Simon (not in RePEc)

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

Some of the leading theories of momentum have different empirical predictions that depend on market composition and structure. The institutional theory predicts lower momentum profits in markets with less agency. Behavioral theories predict lower profits in markets with more sophisticated investors. In this paper, we use a dataset from a major 19th century equity market to test these predictions. We find no evidence to support the institutional theory due to the lack of delegated management. We exploit a regulatory change in the middle of our sample period to test behavioral theories. We find evidence consistent with overreaction theories of momentum.

Technical Details

RePEc Handle
repec:eee:jfinec:v:130:y:2018:i:3:p:579-591
Journal Field
Finance
Author Count
2
Added to Database
2026-01-25