Factor Chasing and the Cross-Country Factor Momentum Anomaly

May 31, 2025·

Pedro Barroso

Merlin Bartel

Sebastian Stöckl

· 1 min read

Presentation at the International Conference on Macroeconomic Analysis and International Finance (ICMAIF 2025), May 29–31, 2025, Rethymno, Crete, Greece.

Working Paper: Factor Chasing and the Cross-Country Factor Momentum Anomaly

Last updated on 2026-04-23

Authors

Sebastian Stöckl

Associate Professor in Financial Economics

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