Stock and bond market interaction: Does momentum spill over?

Journal of Financial Economics

Volumn 75, Issue 3, 2005, Pages 651-690

  Gebhardt, William R ^a   Hvidkjaer, Soeren ^b   Swaminathan, Bhaskaran ^c  

^a Entergy Koch Trading Ltd   (United Kingdom)

^b UNIVERSITY OF MARYLAND   (United States)

^c Dyson School of Applied Economics and Management   (United States)

Author keywords

Corporate bond returns; Momentum strategies; Return predictability

Indexed keywords

EID: 13844255430     PISSN: 0304405X     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jfineco.2004.03.005     Document Type: Article

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