Doron Avramov is at the Robert H. Smith School of Business, University of Maryland; Tarun Chordia is at the Goizueta Business School, Emory University; Gergana Jostova is at the School of Business, George Washington University; and Alexander Philipov is at the School of Management, George Mason University. The authors thank Yakov Amihud, Michael Cooper, Koresh Galil, Narasimhan Jegadeesh, Sheridan Titman, Ľuboš Pástor, seminar participants at American University, Bank of Canada, Emory University, University of Maryland, McGill University, University of Southern California, the 10th Annual Finance and Accounting Conference at Tel Aviv University, Yale University, the Chicago Quantitative Alliance, the Washington Area Finance Association conference, and especially an anonymous referee and an associate editor for helpful comments. All errors are our own.
Momentum and Credit Rating
Version of Record online: 4 SEP 2007
© 2007 the American Finance Association
The Journal of Finance
Volume 62, Issue 5, pages 2503–2520, October 2007
How to Cite
AVRAMOV, D., CHORDIA, T., JOSTOVA, G. and PHILIPOV, A. (2007), Momentum and Credit Rating. The Journal of Finance, 62: 2503–2520. doi: 10.1111/j.1540-6261.2007.01282.x
- Issue online: 4 SEP 2007
- Version of Record online: 4 SEP 2007
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