Momentum Information Propagation through Global Supply Chain Networks

Rei Yamamoto, Naoya Kawadai and Hiroki Miyahara
The Journal of Portfolio Management August 2021, 47 (8) 197-211; DOI: https://doi.org/10.3905/jpm.2021.1.264

Article Information

vol. 47 no. 8 197-211
DOI 
https://doi.org/10.3905/jpm.2021.1.264
Published By 
Pageant Media Ltd
Print ISSN 
0095-4918
Online ISSN 
2168-8656
History 
  • Published online August 2, 2021.

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© 2021 Pageant Media Ltd

Author Information

  1. Rei Yamamoto
    1. is an associate professor in the Department of Industrial and Systems Engineering at Keio University in Yokohama, Japan. (rei.yamamoto{at}ae.keio.ac.jp)
  2. Naoya Kawadai
    1. is an associate councilor in the Investment Development Department at Sumitomo Mitsui DS Asset Management Company, Limited in Tokyo, Japan. (naoya_kawadai{at}smd-am.co.jp)
  3. Hiroki Miyahara
    1. is a senior product manager at FactSet Pacific Inc. in Tokyo, Japan. (hmiyahara{at}factset.com)
  1. To order reprints of this article, please contact David Rowe at d.rowe{at}pageantmedia.com or 646-891-2157.
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Momentum Information Propagation through Global Supply Chain Networks
Rei Yamamoto, Naoya Kawadai, Hiroki Miyahara
The Journal of Portfolio Management Jul 2021, 47 (8) 197-211; DOI: 10.3905/jpm.2021.1.264
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