@article{oai:iuj.repo.nii.ac.jp:00000959,
 author = {Hongwei, Chuang and Hongwei, Chuang},
 journal = {Economics & Management Series, Economics & Management Series},
 month = {Feb},
 note = {We find high momentum stocks with preserving substantial \fundamental value" are more likely to rebound after unexpected financial shocks. The portfolio test show that our proposed investment strategy can inherit more portfolio downside risk, especially the momentum crash during turbulent times.},
 title = {Momentum Has Its Own Values},
 year = {2021}
}