Momentum Information Propagation through Global Supply Chain Networks

Rei Yamamoto; Naoya Kawadai; Hiroki Miyahara

doi:10.3905/jpm.2021.1.264

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

Rei Yamamoto

is an associate professor in the Department of Industrial and Systems Engineering at Keio University in Yokohama, Japan

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Naoya Kawadai

is an associate councilor in the Investment Development Department at Sumitomo Mitsui DS Asset Management Company, Limited in Tokyo, Japan

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Hiroki Miyahara

is a senior product manager at FactSet Pacific Inc. in Tokyo, Japan

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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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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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