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MORITA Mitsuru
Department Aoyama Gakuin University Department of International Management, Graduate School of International Management Aoyama Gakuin University Department of International Management Science, Graduate School of International Management Position Professor |
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| Language | Japanese |
| Publication Date | 2020/05 |
| Type | Academic Journal |
| Peer Review | Peer reviewed |
| Title | The customer momentum strategy : An empirical study of the Japanese stock market |
| Contribution Type | Collaboration |
| Journal | Security Analyst Journal |
| Journal Type | Japan |
| Volume, Issue, Page | 58(5),pp.63-75 |
| Details | This study tests Cohen and Frazzini’s (2008) customer momentum strategy on Japanese companies, expanding their corporate network globally at the secondary level. In some cases, network expansion was not effective in terms of returns. Therefore, further testing and theoretical research are required for practical application. However, global expansions with more significant association with returns than domestic/first-level expansions have been observed . This study consists of the main text and the appendix. The parts mentioned in the appendix have been annotated throughout the main text. |