Value and momentum from investors’ perspective: Evidence from professionals’ risk-ratings☆
Under a Creative Commons license
open access
JEL classification
D84
G11
G12
G40
Keywords
Value
Momentum
Risk factor
Anomaly
Financial analysts
Cited by (0)
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We are grateful to the CFA Society Germany, the DVFA Germany, and TIAS School for Business and Society for allowing us to survey their members and students. In particular, we thank Mirka Kučerová, Frans de Joon, Charlotte Langhein, Sebastian Seitz, and Susan Spinner. For comments and discussions, we thank Martin Brown, Heiko Jacobs, Zwetelina Iliewa, Peter Joos, Markku Kaustia, Sebastian Müller, Burak Saltoglu, participants of the 2016 Experimental Finance, the EAA Annual Congress 2018, and seminar participants in Frankfurt, Heilbronn, Mannheim, St. Gallen, and Utrecht. Support from the Danish Finance Institute (DFI) is gratefully acknowledged.
© 2021 The Authors. Published by Elsevier B.V.