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.enBitte wählen Sie eine Lizenz aus: (Unsere Empfehlung: CC-BY)Factor momentumEquity anomaliesReturn predictabilityFactor timingInternational stock markets330Artikel/Aufsatz