Sheridan Titman On His Seminal Paper on Momentum Investing and What He Has Learned Since

Momentum was a factor that many academics were very reluctant to embrace. Our guest this week, Sheridan Titman, helped to change that with his 1993 paper “Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency” that he co-wrote with Narasimhan Jegadeesh. In this interview, we discuss both his original work on momentum and what he has learned since. We also cover his research on combining value and momentum and the relationship between location and firm value, and what he thinks practitioners get wrong about academic research. 

We hope you enjoy the discussion. 

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Originally Posted on November 8, 2021 – Sheridan Titman On His Seminal Paper on Momentum Investing and What He Has Learned Since

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