CFA Institute Research and Policy Center
By isolating stock-specific momentum from earnings announcements, the study shows it predicts returns across the US, Europe, and Japan. This approach avoids factor momentum bias, supports underreaction theories, and revives interest in the post-earnings drift.
Welcome to Startups Community (Asia) Ltd, the premier hub for technology startups, investors, corporate customers and innovators across Asia. We are thrilled to have you join our dynamic and fast-growing community.
Room 3, 10/F, Kwan Chart Tower, 6 Tonnochy Road, Wanchai, Hong Kong
Sign up for a Newsletter.
