PublicationNews, Not Trading Volume, Builds MomentumNews,NotTradingVolume,BuildsMomentumBy Margaret S. Stumpp — Mar 27, 200310 minsShareMailLinkedInTwitterCopy URLDownload PDFShareInvestigates price momentum and trading volume, which often appear to predict stock returns. Finds that the underreaction of investors to earnings news is more critical. Download PDFBy Margaret S. StumppSenior Advisor, PGIM Quantitative Solutions