Fieberg, ChristianChristianFiebergMetko, DanielDanielMetkoZaremba, AdamAdamZaremba2025-01-102025-01-10202401651765https://media.suub.uni-bremen.de/handle/elib/8604We study a new class of the momentum effect: cross-country factor momentum. We document a persistent international pattern: factors in winning countries consistently outperform those in losing countries. The effect holds across most anomalies and is robust to many considerations.enAlle Rechte vorbehaltenFactor momentumEquity anomaliesReturn predictabilityFactor timingInternational stock markets300 Sozialwissenschaften::330 WirtschaftText::Zeitschrift::Wissenschaftlicher Artikel