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Our use of a growth-related macroeconomic variable to study momentum is also motivated by the theoretical work of Johnson (2002) and Sagi andSeasholes (2006).
This paper is related to Johnson (2002), Sagi and Seasholes (2006) and Zhang (2006). These existing papers also propose that convexity is an important determinant of ...
... NBER discussant), Shingo Goto, Jennifer Huang, Timothy Johnson, Hong Liu (CICF discussant), Dmitry Livdan, Alexander Philipov (FEA discussant), Eric Powers, Jacob Sagi, ...
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