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Volumn 58, Issue 2, 2002, Pages 96-105

European Price Momentum and Analyst Behavior

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EID: 0346111529     PISSN: 0015198X     EISSN: None     Source Type: Journal    
DOI: 10.2469/faj.v58.n2.2526     Document Type: Article
Times cited : (16)

References (16)
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  • 3
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  • 5
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    • June
    • Fama, E.F., and K.R. French. 1992. "The Cross-Section of Expected Stock Returns." Journal of Finance, vol. 47, no. 2 (June):427-466.
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  • 6
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    • Common Risk Factors in the Returns on Stock and Bonds
    • February
    • _. 1993. "Common Risk Factors in the Returns on Stock and Bonds." Journal of Financial Economics, vol. 33, no. 1 (February):3-56.
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  • 7
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    • Jacobs, B.I.1
  • 8
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    • Returns to Buying Winners and Selling Losers: Implications for Stock Market Inefficiency
    • March
    • Jegadeesh, N., and S. Titman. 1993. "Returns to Buying Winners and Selling Losers: Implications for Stock Market Inefficiency." Journal of Finance, vol. 48, no. 1 (March):65-91.
    • (1993) Journal of Finance , vol.48 , Issue.1 , pp. 65-91
    • Jegadeesh, N.1    Titman, S.2
  • 9
    • 0041075295 scopus 로고    scopus 로고
    • Profitability of Momentum Strategies: An Evaluation of Alternative Explanations
    • April
    • _. 2001. "Profitability of Momentum Strategies: An Evaluation of Alternative Explanations." Journal of Finance, vol. 56, no. 2 (April):699-720.
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  • 10
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    • Quarterly Earnings Reports and Intermediate Stock Price Trends
    • March
    • Jones, C., and R. Litzenberger. 1970. "Quarterly Earnings Reports and Intermediate Stock Price Trends." Journal of Finance, vol. 24, no. 1 (March):143-148.
    • (1970) Journal of Finance , vol.24 , Issue.1 , pp. 143-148
    • Jones, C.1    Litzenberger, R.2
  • 11
    • 38249018660 scopus 로고
    • A Direct Test of the Cognitive Bias of Share Price Reversals
    • July
    • Klein, A. 1990. "A Direct Test of the Cognitive Bias of Share Price Reversals." Journal of Accounting and Economics, vol. 13, no. 2 (July):155-166.
    • (1990) Journal of Accounting and Economics , vol.13 , Issue.2 , pp. 155-166
    • Klein, A.1
  • 12
    • 0007741128 scopus 로고    scopus 로고
    • The Time-Series Relations among Expected Return, Risk, and Book-to-Market
    • October
    • Lewellen, J. 1999. "The Time-Series Relations among Expected Return, Risk, and Book-to-Market." Journal of Financial Economics, vol. 54, no. 1 (October):5-43.
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  • 13
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    • March
    • Rosenberg, B. 1974. "Extra Market Components of Covariance in Security Returns." Journal of Financial and Quantitative Analysis, vol. 9, no. 2 (March):263-273.
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  • 15
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    • February
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    • (1998) Journal of Finance , vol.53 , Issue.1 , pp. 267-284
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    • Local Return Factors and Turnover in Emerging Stock Markets
    • August
    • _. 1999. "Local Return Factors and Turnover in Emerging Stock Markets." Journal of Finance, vol. 54, no. 4 (August):1439-64.
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