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There are 3190 results for: content related to: Returns from Investing in Equity Mutual Funds 1971 to 1991

  1. The 52-Week High and Momentum Investing

    The Journal of Finance

    Volume 59, Issue 5, October 2004, Pages: 2145–2176, THOMAS J. GEORGE and CHUAN-YANG HWANG

    Version of Record online : 27 NOV 2005, DOI: 10.1111/j.1540-6261.2004.00695.x

  2. Long-Term Return Reversals: Overreaction or Taxes?

    The Journal of Finance

    Volume 62, Issue 6, December 2007, Pages: 2865–2896, THOMAS J. GEORGE and CHUAN-YANG HWANG

    Version of Record online : 28 NOV 2007, DOI: 10.1111/j.1540-6261.2007.01295.x

  3. Long-Term Market Overreaction or Biases in Computed Returns?

    The Journal of Finance

    Volume 48, Issue 1, March 1993, Pages: 39–63, JENNIFER CONRAD and GAUTAM KAUL

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1993.tb04701.x

  4. Momentum in Australian style portfolios: risk or inefficiency?

    Accounting & Finance

    Volume 56, Issue 2, June 2016, Pages: 333–361, Howard Chan and Paul Docherty

    Version of Record online : 9 MAR 2015, DOI: 10.1111/acfi.12106

  5. Performance of Foreign and Global Mutual Funds: The Role of Security Selection, Region-Shifting, and Style-Shifting Abilities

    Financial Review

    Volume 50, Issue 4, November 2015, Pages: 517–545, Hui-Ju Tsai and Yangru Wu

    Version of Record online : 23 OCT 2015, DOI: 10.1111/fire.12076

  6. Volume and Autocovariances in Short-Horizon Individual Security Returns

    The Journal of Finance

    Volume 49, Issue 4, September 1994, Pages: 1305–1329, JENNIFER S. CONRAD, ALLAUDEEN HAMEED and CATHY NIDEN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1994.tb02455.x

  7. On the Role of Intangible Information and Capital Gains Taxes in Long-Term Return Reversals

    Financial Management

    Volume 42, Issue 3, Fall 2013, Pages: 537–573, Ajay Bhootra

    Version of Record online : 11 JUN 2013, DOI: 10.1111/fima.12013

  8. The Moving Average Ratio and Momentum

    Financial Review

    Volume 45, Issue 2, May 2010, Pages: 415–447, Seung-Chan Park

    Version of Record online : 16 APR 2010, DOI: 10.1111/j.1540-6288.2010.00254.x

  9. Performance Persistence

    The Journal of Finance

    Volume 50, Issue 2, June 1995, Pages: 679–698, STEPHEN J. BROWN and WILLIAM N. GOETZMANN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1995.tb04800.x

  10. Volume for Winners and Losers: Taxation and Other Motives for Stock Trading

    The Journal of Finance

    Volume 41, Issue 4, September 1986, Pages: 951–974, JOSEF LAKONISHOK and SEYMOUR SMIDT

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1986.tb04559.x

  11. International Momentum Strategies

    The Journal of Finance

    Volume 53, Issue 1, February 1998, Pages: 267–284, K. Geert Rouwenhorst

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.95722

  12. The Post-Cost Profitability of Momentum Trading Strategies: Further Evidence from the UK

    European Financial Management

    Volume 13, Issue 4, September 2007, Pages: 776–802, Sam Agyei-Ampomah

    Version of Record online : 13 AUG 2007, DOI: 10.1111/j.1468-036X.2007.00383.x

  13. Price Momentum and Trading Volume

    The Journal of Finance

    Volume 55, Issue 5, October 2000, Pages: 2017–2069, Charles M.C. Lee and Bhaskaran Swaminathan

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00280

  14. Momentum, Business Cycle, and Time-varying Expected Returns

    The Journal of Finance

    Volume 57, Issue 2, April 2002, Pages: 985–1019, Tarun Chordia and Lakshmanan Shivakumar

    Version of Record online : 17 DEC 2002, DOI: 10.1111/1540-6261.00449

  15. Persistence and the four-factor model in the Australian funds market: a note

    Accounting & Finance

    Volume 50, Issue 1, March 2010, Pages: 103–119, Jacquelyn E. Humphrey and Michael A. O’Brien

    Version of Record online : 21 OCT 2009, DOI: 10.1111/j.1467-629X.2009.00317.x

  16. Stock Price Reactions to News and the Momentum Effect in the Korean Stock Market

    Asia-Pacific Journal of Financial Studies

    Volume 43, Issue 4, August 2014, Pages: 556–588, Dongweon Lee and Jaeho Cho

    Version of Record online : 25 AUG 2014, DOI: 10.1111/ajfs.12058

  17. THE IMPORTANCE OF LIQUIDITY AS A FACTOR IN ASSET PRICING

    Journal of Financial Research

    Volume 30, Issue 1, Spring 2007, Pages: 91–109, Marvin A. Keene and David R. Peterson

    Version of Record online : 12 FEB 2007, DOI: 10.1111/j.1475-6803.2007.00204.x

  18. Do Low-Priced Stocks Drive Long-Term Contrarian Performance on the London Stock Exchange?

    Financial Review

    Volume 47, Issue 3, August 2012, Pages: 501–530, Yuliang Wu, Youwei Li and Philip Hamill

    Version of Record online : 6 JUL 2012, DOI: 10.1111/j.1540-6288.2012.00338.x

  19. Where Did Labour's Votes Go? Valence Politics and Campaign Effects at the 2010 British General Election

    The British Journal of Politics & International Relations

    Volume 13, Issue 3, August 2011, Pages: 283–303, Ron Johnston and Charles Pattie

    Version of Record online : 17 MAR 2011, DOI: 10.1111/j.1467-856X.2011.00454.x

  20. The “Best Corporate Citizens”: Are They Good for Their Shareholders?

    Financial Review

    Volume 44, Issue 2, May 2009, Pages: 239–262, Greg Filbeck, Raymond Gorman and Xin Zhao

    Version of Record online : 21 APR 2009, DOI: 10.1111/j.1540-6288.2009.00217.x