Does Stock Return Momentum Explain the “Smart Money” Effect?
Article first published online: 27 NOV 2005
The Journal of Finance
Volume 59, Issue 6, pages 2605–2622, December 2004
How to Cite
SAPP, T. and TIWARI, A. (2004), Does Stock Return Momentum Explain the “Smart Money” Effect?. The Journal of Finance, 59: 2605–2622. doi: 10.1111/j.1540-6261.2004.00710.x
- Issue published online: 27 NOV 2005
- Article first published online: 27 NOV 2005
Options for accessing this content:
- If you have access to this content through a society membership, please first log in to your society website.
- If you would like institutional access to this content, please recommend the title to your librarian.
- Login via other institutional login options http://onlinelibrary.wiley.com/login-options.
- You can purchase online access to this Article for a 24-hour period (price varies by title)
- If you already have a Wiley Online Library or Wiley InterScience user account: login above and proceed to purchase the article.
- New Users: Please register, then proceed to purchase the article.
Registered Users please login:
- Access your saved publications, articles and searches
- Manage your email alerts, orders and subscriptions
- Change your contact information, including your password
Please register to:
- Save publications, articles and searches
- Get email alerts
- Get all the benefits mentioned below!