Momentum Investment Strategies, Portfolio Performance, and Herding: A Study of Mutual Fund Behavior.

S-Tier
Journal: American Economic Review
Year: 1995
Volume: 85
Issue: 5
Pages: 1088-1105

Score contribution per author:

2.681 = (α=2.01 / 3 authors) × 4.0x S-tier

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

Abstract

This study analyzes the extent to which mutual funds purchase stocks based on their past returns as well as their tendency to exhibit 'herding' behavior (i.e., buying and selling the same stocks at the same time). The authors find that 77 percent of the mutual funds were 'momentum investors,' buying stocks that were past winners; however, most did not systematically sell past losers. On average, funds that invested on momentum realized significantly better performance than other funds. The authors also find relatively weak evidence that funds tended to buy and sell the same stocks at the same time. Copyright 1995 by American Economic Association.

Technical Details

RePEc Handle
repec:aea:aecrev:v:85:y:1995:i:5:p:1088-1105
Journal Field
General
Author Count
3
Added to Database
2026-01-25