Momentum in Corporate Bond Returns

By Imrith Ramtohul. 2013

260 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/9c75d34c226e8c171586e328512a0f748937184c

Citations in the corpus

• Factor Investing in the Corporate Bond Market (2017, unknown): “We followed Jostova et al. (2013) by defining momentum as the past-six-month return using a one-month implementation lag.”