Terence Lim

Massachusetts Institute of Technology (MIT) - Sloan School of Management

100 Main Street

E62-416

Cambridge, MA 02142

United States

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Bad News Travels Slowly: Size, Analyst Coverage and the Profitability of Momentum Strategies

NBER Working Paper No. w6553
Number of pages: 59 Posted: 13 Jul 2000 Last Revised: 30 May 2021
Columbia University, Graduate School of Arts and Sciences, Department of Economics, Massachusetts Institute of Technology (MIT) - Sloan School of Management and Harvard University - Department of Economics
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Abstract:

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