Momentum investing: a systematic literature review and bibliometric analysis

被引:12
|
作者
Singh, Simarjeet [1 ]
Walia, Nidhi [1 ]
机构
[1] Punjabi Univ, Univ Sch Appl Management, Patiala, India
关键词
Momentum investing; Bibliometric analysis; Citation analysis; Content analysis; G1; G3; G12; G14; TIME-SERIES MOMENTUM; PRICE MOMENTUM; CROSS-SECTION; TRADING STRATEGIES; RESIDUAL MOMENTUM; BUSINESS-CYCLE; RANDOM-WALK; STOCK; MARKET; RETURN;
D O I
10.1007/s11301-020-00205-6
中图分类号
F [经济];
学科分类号
02 ;
摘要
This comprehensive research study aims to highlight the evolution of momentum investing research and identify the mature and emerging themes in momentum investing. This study reviews 532 research studies published between 1993 and 2019. The study uses a combination of various bibliometric and network analysis tools to identify the most influential research studies, key journals and leading authors. Bibliometric and network analysis also help in the broader classification of research studies into four major categories. Further, a rigorous investigation of these research studies identifies various loopholes and propose actionable themes for next-generation research.
引用
收藏
页码:87 / 113
页数:27
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