Momentum returns and information uncertainty: Evidence from China

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Momentum returns and information uncertainty: Evidence from China

A recent theory of information uncertainty (IU) postulates a negative(positive) relationship between IU and future returns (momentumreturns). We extend this theory by showing that its predictions couldbe conditioned by differences in behavioral biases induced by culture.We find that greater IU does...

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Bibliographic Details
Main Authors:	Cheema, Muhammad, Nartea, G.
Format:	Journal Article
Published:	Elsevier 2014
Online Access:	http://hdl.handle.net/20.500.11937/35918

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