-
1
-
-
0034391441
-
Do the portfolios of small investors reflect positive feedback trading?
-
Bange M.M. Do the portfolios of small investors reflect positive feedback trading? Journal of Financial and Quantitative Analysis 35 2000 229-259
-
(2000)
Journal of Financial and Quantitative Analysis
, vol.35
, pp. 229-259
-
-
Bange, M.M.1
-
2
-
-
3342997698
-
Return momentum and global portfolio allocations
-
(doi:10.1016/j.jempfin.2004.02.002)
-
Bange M.M. Miller T.W. Return momentum and global portfolio allocations Journal of Empirical Finance 11 4 2004 429-459 (doi:10.1016/j.jempfin.2004.02.002)
-
(2004)
Journal of Empirical Finance
, vol.11
, Issue.4
, pp. 429-459
-
-
Bange, M.M.1
Miller, T.W.2
-
5
-
-
3342987418
-
Style momentum within the S & P-500 Index
-
(doi:10.1016/j.jempfin.2004.04.005)
-
Chen H.-L. De Bondt W.F.M. Style momentum within the S & P-500 Index Journal of Empirical Finance 11 4 2004 483-507 (doi:10.1016/j.jempfin.2004.04.005)
-
(2004)
Journal of Empirical Finance
, vol.11
, Issue.4
, pp. 483-507
-
-
Chen, H.-L.1
De Bondt, W.F.M.2
-
7
-
-
3342975458
-
Are forecasts of corporate profits rational? A note and further evidence
-
(doi:10.1016/j.jempfin.2004.04.004)
-
El-Galfy A.M. Forbes W.P. Are forecasts of corporate profits rational? A note and further evidence Journal of Empirical Finance 11 4 2004 617-626 (doi:10.1016/j.jempfin.2004.04.004)
-
(2004)
Journal of Empirical Finance
, vol.11
, Issue.4
, pp. 617-626
-
-
El-Galfy, A.M.1
Forbes, W.P.2
-
8
-
-
0039084784
-
Stock return variances: The arrival of information and the reaction of traders
-
French K.R. Roll R. Stock return variances: the arrival of information and the reaction of traders Journal of Financial Economics 17 1986 5-26
-
(1986)
Journal of Financial Economics
, vol.17
, pp. 5-26
-
-
French, K.R.1
Roll, R.2
-
9
-
-
3342916492
-
Mean reversion of industry stock returns in the U.S., 1926-1998
-
(doi:10.1016/j.jempfin.2004.04.002)
-
Gropp J. Mean reversion of industry stock returns in the U.S., 1926-1998 Journal of Empirical Finance 11 4 2004 527-551 (doi:10.1016/j.jempfin.2004.04.002)
-
(2004)
Journal of Empirical Finance
, vol.11
, Issue.4
, pp. 527-551
-
-
Gropp, J.1
-
10
-
-
3342920052
-
Market stress and herding
-
(doi:10.1016/j.jempfin.2004.04.003)
-
Hwang S. Salmon M. Market stress and herding Journal of Empirical Finance 2004 (doi:10.1016/j.jempfin.2004.04.003)
-
(2004)
Journal of Empirical Finance
-
-
Hwang, S.1
Salmon, M.2
-
12
-
-
84993907227
-
Returns to buying winners and selling losers: Implications for stock market efficiency
-
Jegadeesh N. Titman S. Returns to buying winners and selling losers: implications for stock market efficiency Journal of Finance 48 1993 65-91
-
(1993)
Journal of Finance
, vol.48
, pp. 65-91
-
-
Jegadeesh, N.1
Titman, S.2
-
13
-
-
0041075295
-
Profitability of momentum strategies: An evaluation of alternative explanations
-
Jegadeesh N. Titman S. Profitability of momentum strategies: an evaluation of alternative explanations Journal of Finance 56 2001 699-720
-
(2001)
Journal of Finance
, vol.56
, pp. 699-720
-
-
Jegadeesh, N.1
Titman, S.2
-
15
-
-
3342973776
-
Momentum strategies: Some boodstrap tests
-
(doi:10.1016/j.jempfin.2004.02.004)
-
Karolyi G.A. Kho B.-C. Momentum strategies: some boodstrap tests Journal of Empirical Finance 11 4 2004 509-536 (doi:10.1016/j.jempfin.2004.02.004)
-
(2004)
Journal of Empirical Finance
, vol.11
, Issue.4
, pp. 509-536
-
-
Karolyi, G.A.1
Kho, B.-C.2
-
16
-
-
0001660451
-
Are financial analysts' forecasts of corporate profits rational?
-
Keane M.P. Runkle D.E. Are financial analysts' forecasts of corporate profits rational? Journal of Political Economy 106 1998 768-805
-
(1998)
Journal of Political Economy
, vol.106
, pp. 768-805
-
-
Keane, M.P.1
Runkle, D.E.2
-
17
-
-
0001320179
-
Behavioral rationality in finance: The case of dividends
-
Miller M.H. Behavioral rationality in finance: the case of dividends Journal of Business 59 1986 267-284
-
(1986)
Journal of Business
, vol.59
, pp. 267-284
-
-
Miller, M.H.1
-
19
-
-
3343018335
-
Do countries or industries explain momentum in Europe?
-
(doi:10.1016/j.jempfin.2004.02.001)
-
Nijman T. Swinkels L. Verbeek M. Do countries or industries explain momentum in Europe? Journal of Empirical Finance 11 4 2004 461-481 (doi:10.1016/j.jempfin.2004.02.001)
-
(2004)
Journal of Empirical Finance
, vol.11
, Issue.4
, pp. 461-481
-
-
Nijman, T.1
Swinkels, L.2
Verbeek, M.3
-
20
-
-
3342911362
-
Predictability of short-horizon returns in international equity markets
-
(doi:10.1016/j.jempfin.2004.02.003)
-
Patro D.K. Wu Y. Predictability of short-horizon returns in international equity markets Journal of Empirical Finance 11 4 2004 553-584 (doi:10.1016/j.jempfin.2004.02.003)
-
(2004)
Journal of Empirical Finance
, vol.11
, Issue.4
, pp. 553-584
-
-
Patro, D.K.1
Wu, Y.2
|