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Non-Technical Summaries

  • "The profitability of momentum strategies does indeed decline sharply with market capitalization." In Bad News Travels Slowly: Size,...

Published Versions

Hong, Harrison, Terence Lim and Jeremy C. Stein. "Bad News Travels Slowly: Size, Analyst Coverage, And The Profitability Of Momentum Strategies," Journal of Finance, 2000, v55(1,Feb), 265-295. citation courtesy of

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