SEARCH

SEARCH BY CITATION

Cited in:

CrossRef

This article has been cited by:

  1. 1
    Qiang Gong, Ming Liu, Qianqiu Liu, Momentum is really short-term momentum, Journal of Banking & Finance, 2015, 50, 169

    CrossRef

  2. 2
    Zhi Da, Qianqiu Liu, Ernst Schaumburg, A Closer Look at the Short-Term Return Reversal, Management Science, 2014, 60, 3, 658

    CrossRef

  3. 3
    Sangwon Suh, Wonho Song, Bong-Soo Lee, A new method for forming asset pricing factors from firm characteristics, Applied Economics, 2014, 46, 28, 3463

    CrossRef

  4. 4
    Andrew Lynch, Biljana Nikolic, Xuemin (Sterling) Yan, Han Yu, Aggregate short selling, commonality, and stock market returns, Journal of Financial Markets, 2014, 17, 199

    CrossRef

  5. 5
    Petros Messis, Achilleas Zapranis, Asset pricing with time-varying betas for stocks traded on S&P 500, Applied Economics, 2014, 46, 36, 4508

    CrossRef

  6. 6
    Scott Cederburg, Michael S. O’Doherty, Asset-pricing anomalies at the firm level, Journal of Econometrics, 2014,

    CrossRef

  7. 7
    Daniel Bradley, Xi Liu, Christos Pantzalis, Bucking the Trend: The Informativeness of Analyst Contrarian Recommendations, Financial Management, 2014, 43, 2
  8. 8
    Xiaoyan Lei, Yuegang Zhou, Xiaoneng Zhu, Capital gains and trading, Journal of International Financial Markets, Institutions and Money, 2014, 32, 167

    CrossRef

  9. 9
    Stefano Gubellini, Conditioning information and cross-sectional anomalies, Review of Quantitative Finance and Accounting, 2014, 43, 3, 529

    CrossRef

  10. 10
    P. Jylha, K. Rinne, M. Suominen, Do Hedge Funds Supply or Demand Liquidity?, Review of Finance, 2014, 18, 4, 1259

    CrossRef

  11. 11
    Asher Curtis, Neil L. Fargher, Does Short Selling Amplify Price Declines or Align Stocks with Their Fundamental Values?, Management Science, 2014, 60, 9, 2324

    CrossRef

  12. 12
    C. S. Agnes Cheng, John Daniel Eshleman, Does the market overweight imprecise information? Evidence from customer earnings announcements, Review of Accounting Studies, 2014, 19, 3, 1125

    CrossRef

  13. 13
    Mustafa Onur Caglayan, Sevan Ulutas, Emerging Market Exposures and the Predictability of Hedge Fund Returns, Financial Management, 2014, 43, 1
  14. 14
    Gilbert V. Nartea, Ji Wu, Hong Tao Liu, Extreme returns in emerging stock markets: evidence of a MAX effect in South Korea, Applied Financial Economics, 2014, 24, 6, 425

    CrossRef

  15. 15
    P. Nyberg, S. Poyry, Firm Expansion and Stock Price Momentum, Review of Finance, 2014, 18, 4, 1465

    CrossRef

  16. 16
    Tarun Chordia, Avanidhar Subrahmanyam, Qing Tong, Have capital market anomalies attenuated in the recent era of high liquidity and trading activity?, Journal of Accounting and Economics, 2014, 58, 1, 41

    CrossRef

  17. 17
    Petros Messis, Achilleas Zapranis, Herding towards higher moment CAPM, contagion of herding and macroeconomic shocks: Evidence from five major developed markets, Journal of Behavioral and Experimental Finance, 2014, 4, 1

    CrossRef

  18. 18
    Chien-Chih Lin, Feng-Teng Lin, Mei-Hua Liao, Heterogeneous Beliefs and Price Efficiency, Journal of Information and Optimization Sciences, 2014, 35, 1, 1

    CrossRef

  19. 19
    Alexander Barinov, Juan (Julie) Wu, High short interest effect and aggregate volatility risk, Journal of Financial Markets, 2014, 21, 98

    CrossRef

  20. 20
    T. G. Bali, N. Cakici, R. F. Whitelaw, Hybrid Tail Risk and Expected Stock Returns: When Does the Tail Wag the Dog?, Review of Asset Pricing Studies, 2014, 4, 2, 206

    CrossRef

  21. 21
    Klaus Grobys, Idiosyncratic volatility and global equity markets, Applied Economics Letters, 2014, 1

    CrossRef

  22. 22
    Florian Esterer, David Schröder, Implied cost of capital investment strategies: evidence from international stock markets, Annals of Finance, 2014, 10, 2, 171

    CrossRef

  23. 23
    H. Chuang, H.-C. Ho, Implied Price Risk and Momentum Strategy, Review of Finance, 2014, 18, 2, 591

    CrossRef

  24. 24
    Hyo-Jeong Lee, Hyuk Choe, Individuals’ Return Predictability in Market and Limit Trades, Asia-Pacific Journal of Financial Studies, 2014, 43, 1
  25. 25
    Russell Jame, Qing Tong, Industry-based style investing, Journal of Financial Markets, 2014, 19, 110

    CrossRef

  26. 26
    John Paul Broussard, Andrei Nikiforov, Intraday periodicity in algorithmic trading, Journal of International Financial Markets, Institutions and Money, 2014, 30, 196

    CrossRef

  27. 27
    Nadia Vozlyublennaia, Investor attention, index performance, and return predictability, Journal of Banking & Finance, 2014, 41, 17

    CrossRef

  28. 28
    Aditya R. Khanal, Ashok K. Mishra, Is the ‘buying winners and selling losers’ trading strategy profitable in the New Economy?, Applied Economics Letters, 2014, 21, 15, 1090

    CrossRef

  29. 29
    Ahmad Raza, Ben R. Marshall, Nuttawat Visaltanachoti, Is there momentum or reversal in weekly currency returns?, Journal of International Money and Finance, 2014, 45, 38

    CrossRef

  30. 30
    Xindong Zhang, Junxian Yang, Huimin Su, Shun Zhang, Liquidity premium and the Corwin-Schultz bid-ask spread estimate, China Finance Review International, 2014, 4, 2, 168

    CrossRef

  31. 31
    Terrence Hendershott, Mark S. Seasholes, Liquidity provision and stock return predictability, Journal of Banking & Finance, 2014, 45, 140

    CrossRef

  32. 32
    T. G. Bali, L. Peng, Y. Shen, Y. Tang, Liquidity Shocks and Stock Market Reactions, Review of Financial Studies, 2014, 27, 5, 1434

    CrossRef

  33. 33
    Turan G. Bali, Stephen J. Brown, Mustafa O. Caglayan, Macroeconomic risk and hedge fund returns, Journal of Financial Economics, 2014, 114, 1, 1

    CrossRef

  34. 34
    Bin Li, Steven C. H. Hoi, Online portfolio selection, ACM Computing Surveys, 2014, 46, 3, 1

    CrossRef

  35. 35
    Hui Guo, Buhui Qiu, Options-implied variance and future stock returns, Journal of Banking & Finance, 2014, 44, 93

    CrossRef

  36. 36
    Moonsoo Kang, Bong-Soo Lee, Order Flows and Stock Returns: Compensation for Market Makers with Inventory Concerns, Financial Review, 2014, 49, 3
  37. 37
    Nicolas Huck, Komivi Afawubo, Pairs trading and selection methods: is cointegration superior?, Applied Economics, 2014, 1

    CrossRef

  38. 38
    Didier Sornette, Physics and financial economics (1776–2014): puzzles, Ising and agent-based models, Reports on Progress in Physics, 2014, 77, 6, 062001

    CrossRef

  39. 39
    Yuxing Yan, Shaojun Zhang, Quality of PIN estimates and the PIN-return relationship, Journal of Banking & Finance, 2014, 43, 137

    CrossRef

  40. 40
    Jungshik Hur, Vivek Singh, Reexamining momentum profits: Underreaction or overreaction to firm-specific information?, Review of Quantitative Finance and Accounting, 2014,

    CrossRef

  41. 41
    A. M. Viale, L. Garcia-Feijoo, A. Giannetti, Safety First, Learning Under Ambiguity, and the Cross-Section of Stock Returns, Review of Asset Pricing Studies, 2014, 4, 1, 118

    CrossRef

  42. 42
    V. DeMiguel, F. J. Nogales, R. Uppal, Stock Return Serial Dependence and Out-of-Sample Portfolio Performance, Review of Financial Studies, 2014, 27, 4, 1031

    CrossRef

  43. 43
    Abdelaziz Chazi, Ashraf Khallaf, Yi Liu, Zaher Zantout, Technology transactions, announcement effect, and reversal: Dissecting an anomaly, The Quarterly Review of Economics and Finance, 2014, 54, 3, 371

    CrossRef

  44. 44
    S. G. Hanson, A. Sunderam, The Growth and Limits of Arbitrage: Evidence from Short Interest, Review of Financial Studies, 2014, 27, 4, 1238

    CrossRef

  45. 45
    BYEONG-JE AN, ANDREW ANG, TURAN G. BALI, NUSRET CAKICI, The Joint Cross Section of Stocks and Options, The Journal of Finance, 2014, 69, 5
  46. 46
    Christian Walkshäusl, The MAX effect: European evidence, Journal of Banking & Finance, 2014, 42, 1

    CrossRef

  47. 47
    Wilhelm Berghorn, Trend momentum, Quantitative Finance, 2014, 1

    CrossRef

  48. 48
    Alexander Barinov, Turnover: Liquidity or Uncertainty?, Management Science, 2014, 60, 10, 2478

    CrossRef

  49. 49
    Sebastian Lobe, Christian Walkshäusl, Vice versus virtue investing around the world, Review of Managerial Science, 2014,

    CrossRef

  50. 50
    Kathryn M. Kaminski, Andrew W. Lo, When do stop-loss rules stop losses?, Journal of Financial Markets, 2014, 18, 234

    CrossRef

  51. 51
    Antonina Waszczuk, A risk-based explanation of return patterns—Evidence from the Polish stock market, Emerging Markets Review, 2013, 15, 186

    CrossRef

  52. 52
    Jeffrey L. Callen, Mozaffar Khan, Hai Lu, Accounting Quality, Stock Price Delay, and Future Stock Returns, Contemporary Accounting Research, 2013, 30, 1
  53. 53
    Stephen P. Huffman, Cliff R. Moll, An examination of the relation between asymmetric risk measures, prior returns and expected daily stock returns, Review of Financial Economics, 2013, 22, 1, 8

    CrossRef

  54. 54
    Jan Annaert, Marc De Ceuster, Kurt Verstegen, Are extreme returns priced in the stock market? European evidence, Journal of Banking & Finance, 2013, 37, 9, 3401

    CrossRef

  55. 55
    Chiao-Yi Chang, Daily momentum profits with firm characteristics and investors’ optimism in the Taiwan market, Journal of Economics and Finance, 2013, 37, 2, 253

    CrossRef

  56. 56
    Fei Wu, Do Stock Prices Underreact to Information Conveyed by Investors' Trades? Evidence from China, Asia-Pacific Journal of Financial Studies, 2013, 42, 3
  57. 57
    Gilbert V. Nartea, Ji Wu, Zhentao Liu, Does idiosyncratic volatility matter in emerging markets? Evidence from China, Journal of International Financial Markets, Institutions and Money, 2013, 27, 137

    CrossRef

  58. 58
    Stefan Nagel, Empirical Cross-Sectional Asset Pricing, Annual Review of Financial Economics, 2013, 5, 1, 167

    CrossRef

  59. 59
    Gilbert V. Nartea, Ji Wu, Is there a volatility effect in the Hong Kong stock market?, Pacific-Basin Finance Journal, 2013, 25, 119

    CrossRef

  60. 60
    Valentina Galvani, Stefano Gubellini, Mean–variance dominant trading strategies, Finance Research Letters, 2013, 10, 3, 142

    CrossRef

  61. 61
    L. Cohen, K. Diether, C. Malloy, Misvaluing Innovation, Review of Financial Studies, 2013, 26, 3, 635

    CrossRef

  62. 62
    Stephan Kessler, Bernd Scherer, Momentum and macroeconomic state variables, Financial Markets and Portfolio Management, 2013, 27, 4, 335

    CrossRef

  63. 63
    Unyong (Howard) Pyo, Yong Jae Shin, Momentum profits and idiosyncratic volatility: the Korean evidence, Review of Accounting and Finance, 2013, 12, 2, 180

    CrossRef

  64. 64
    ELENA ASPAROUHOVA, HENDRIK BESSEMBINDER, IVALINA KALCHEVA, Noisy Prices and Inference Regarding Returns, The Journal of Finance, 2013, 68, 2
  65. 65
    Massimiliano Caporin, Angelo Ranaldo, Paolo Santucci de Magistris, On the predictability of stock prices: A case for high and low prices, Journal of Banking & Finance, 2013, 37, 12, 5132

    CrossRef

  66. 66
    Ajay Bhootra, On the Role of Intangible Information and Capital Gains Taxes in Long-Term Return Reversals, Financial Management, 2013, 42, 3
  67. 67
    Kartick Gupta, Stuart Locke, Frank Scrimgeour, Profitability of momentum returns under alternative approaches, International Journal of Managerial Finance, 2013, 9, 3, 219

    CrossRef

  68. 68
    Jing Yao, Duan Li, Prospect theory and trading patterns, Journal of Banking & Finance, 2013, 37, 8, 2793

    CrossRef

  69. 69
    Jing-Zhi Huang, Zhijian Huang, Real-Time Profitability of Published Anomalies: An Out-of-Sample Test, Quarterly Journal of Finance, 2013, 03, 03n04, 1350016

    CrossRef

  70. 70
    Nusret Cakici, Kudret Topyan, Return Predictability of Turkish Stocks: An Empirical Investigation, Emerging Markets Finance and Trade, 2013, 49, 5, 99

    CrossRef

  71. 71
    Ginette McManus, Rajneesh Sharma, Ahmet Tezel, Reversals in Wine Auction Prices, Journal of Wine Economics, 2013, 8, 02, 189

    CrossRef

  72. 72
    David Blitz, Joop Huij, Simon Lansdorp, Marno Verbeek, Short-term residual reversal, Journal of Financial Markets, 2013, 16, 3, 477

    CrossRef

  73. 73
    P. Bandarchuk, J. Hilscher, Sources of Momentum Profits: Evidence on the Irrelevance of Characteristics, Review of Finance, 2013, 17, 2, 809

    CrossRef

  74. 74
    Bing Han, Alok Kumar, Speculative Retail Trading and Asset Prices, Journal of Financial and Quantitative Analysis, 2013, 48, 02, 377

    CrossRef

  75. 75
    Andrey Kudryavtsev, Stock price reversals following end-of-the-day price moves, Economics Letters, 2013, 118, 1, 203

    CrossRef

  76. 76
    MICHAEL FIRTH, CHEN LIN, PING LIU, YUHAI XUAN, The Client Is King: Do Mutual Fund Relationships Bias Analyst Recommendations?, Journal of Accounting Research, 2013, 51, 1
  77. 77
    Samuel M. Hartzmark, David H. Solomon, The dividend month premium, Journal of Financial Economics, 2013, 109, 3, 640

    CrossRef

  78. 78
    Zhijuan Chen, William T. Lin, Changfeng Ma, Zhenlong Zheng, The Impact of Individual Investor Trading on Stock Returns, Emerging Markets Finance and Trade, 2013, 49, s3, 62

    CrossRef

  79. 79
    Saravanan Kesavan, Vidya Mani, The Relationship Between Abnormal Inventory Growth and Future Earnings for U.S. Public Retailers, Manufacturing & Service Operations Management, 2013, 15, 1, 6

    CrossRef

  80. 80
    Jeremiah Green, John R. M. Hand, X. Frank Zhang, The supraview of return predictive signals, Review of Accounting Studies, 2013, 18, 3, 692

    CrossRef

  81. 81
    Ajay Bhootra, Jungshik Hur, The timing of 52-week high price and momentum, Journal of Banking & Finance, 2013, 37, 10, 3773

    CrossRef

  82. 82
    Sukwon Thomas Kim, The Timing of Opening Trades and Pricing Errors, Financial Management, 2013, 42, 3
  83. 83
    Debasish Majumder, Towards an efficient stock market: Empirical evidence from the Indian market, Journal of Policy Modeling, 2013, 35, 4, 572

    CrossRef

  84. 84
    CLIFFORD S. ASNESS, TOBIAS J. MOSKOWITZ, LASSE HEJE PEDERSEN, Value and Momentum Everywhere, The Journal of Finance, 2013, 68, 3
  85. 85
    Li Pan, Ya Tang, Jianguo Xu, Weekly momentum by return interval ranking, Pacific-Basin Finance Journal, 2013, 21, 1, 1191

    CrossRef

  86. 86
    Performance Evaluation and Attribution of Security Portfolios, 2013,

    CrossRef

  87. 87
    Bernd R. Fischer, Russ Wermers, Performance Evaluation and Attribution of Security Portfolios, 2013,

    CrossRef

  88. 88
    Bernd R. Fischer, Russ Wermers, Performance Evaluation and Attribution of Security Portfolios, 2013,

    CrossRef

  89. 89
    Bernd R. Fischer, Russ Wermers, Performance Evaluation and Attribution of Security Portfolios, 2013,

    CrossRef

  90. 90
    Jae-Pil Ryu, Hyun-Joon Shin, A Methodology for Efficient Portfolio Management Using Inventory Control Technique, IE interfaces, 2012, 25, 2, 163

    CrossRef

  91. 91
    Lauren Cohen, Dong Lou, Complicated firms, Journal of Financial Economics, 2012, 104, 2, 383

    CrossRef

  92. 92
    Melih Madanoglu, Murat Kizildag, Ersem Karadag, Estimating Cost of Equity in the Restaurant Industry: What IS Your Required Rate of Return?, The Journal of Hospitality Financial Management, 2012, 20, 1, 57

    CrossRef

  93. 93
    Pai-Lung Chou, Chiung-Wen Kang, Yun-Ching Mao, Investing in America’s High-Tech Industry: Contrarian versus Momentum, Journal of Information and Optimization Sciences, 2012, 33, 2-3, 211

    CrossRef

  94. 94
    Mark Grinblatt, Matti Keloharju, Juhani T. Linnainmaa, IQ, trading behavior, and performance, Journal of Financial Economics, 2012, 104, 2, 339

    CrossRef

  95. 95
    Robert Novy-Marx, Is momentum really momentum?, Journal of Financial Economics, 2012, 103, 3, 429

    CrossRef

  96. 96
    Ding Du, Momentum and behavioral finance, Managerial Finance, 2012, 38, 4, 364

    CrossRef

  97. 97
    Yaqiong Yao, Momentum, contrarian, and the January seasonality, Journal of Banking & Finance, 2012, 36, 10, 2757

    CrossRef

  98. 98
    Dallin M. Alldredge, Benjamin M. Blau, Tyler J. Brough, Short selling after hours, Journal of Economics and Business, 2012, 64, 6, 439

    CrossRef

  99. 99
    Pavel G. Savor, Stock returns after major price shocks: The impact of information, Journal of Financial Economics, 2012, 106, 3, 635

    CrossRef

  100. 100
    Turan G. Bali, Stephen J. Brown, Mustafa Onur Caglayan, Systematic risk and the cross section of hedge fund returns, Journal of Financial Economics, 2012, 106, 1, 114

    CrossRef

  101. 101
    Pierre Bajgrowicz, Olivier Scaillet, Technical trading revisited: False discoveries, persistence tests, and transaction costs, Journal of Financial Economics, 2012, 106, 3, 473

    CrossRef

  102. 102
    Travis L. Johnson, Eric C. So, The option to stock volume ratio and future returns, Journal of Financial Economics, 2012, 106, 2, 262

    CrossRef

  103. 103
    Maria Correia, Scott Richardson, İrem Tuna, Value investing in credit markets, Review of Accounting Studies, 2012, 17, 3, 572

    CrossRef

  104. 104
    Pai-Lung Chou, Chin-Chia Chang, Jia-Jun Lin, A note on momentum and contrarian strategies across price limit regimes: Evidence from China's A-share market, Journal of Information and Optimization Sciences, 2011, 32, 5, 1185

    CrossRef

  105. 105
    Stephen Foerster, Double then Nothing: Why Stock Investments Relying on Simple Heuristics May Disappoint, Review of Behavioural Finance, 2011, 3, 2, 115

    CrossRef

  106. 106
    Isabel Abínzano, Luis Muga, Rafael Santamaría, Esther B. del Brío González, ¿Es el efectomomentumexclusivo de empresas insolventes?, Spanish Journal of Finance and Accounting / Revista Española de Financiación y Contabilidad, 2010, 39, 147, 445

    CrossRef

  107. 107
    Massimiliano Kaucic, Investment using evolutionary learning methods and technical rules, European Journal of Operational Research, 2010, 207, 3, 1717

    CrossRef

  108. 108
    SIMON KEEL, FLORIAN HERZOG, HANS P. GEERING, LORENZ M. SCHUMANN, OPTIMAL PORTFOLIO CONSTRUCTION UNDER PARTIAL INFORMATION FOR A BALANCED FUND, International Journal of Theoretical and Applied Finance, 2007, 10, 06, 1015

    CrossRef

  109. 109
    A. SABUR MOLLAH, TESTING WEAK-FORM MARKET EFFICIENCY IN EMERGING MARKET: EVIDENCE FROM BOTSWANA STOCK EXCHANGE, International Journal of Theoretical and Applied Finance, 2007, 10, 06, 1077

    CrossRef

  110. 110
    Wayne Ferson, Forecasting Expected Returns in the Financial Markets, 2007,

    CrossRef

  111. 111
    L. Muga, R. Santamaría, Momentum:características y estabilidad temporal. Resultados para la bolsa españolan, Spanish Journal of Finance and Accounting / Revista Española de Financiación y Contabilidad, 2006, 35, 130, 597

    CrossRef

  112. 112
    Muhannad A. Atmeh, Ian M. Dobbs, Technical analysis and the stochastic properties of the Jordanian stock market index return, Studies in Economics and Finance, 2006, 23, 2, 119

    CrossRef

  113. 113
    Kathryn A. Wilkens, Jean L. Heck, Steven J. Cochran, The effects of mean reversion on alternative investment strategies, Managerial Finance, 2006, 32, 1, 14

    CrossRef

  114. 114
    Carlos Forner Rodríguez, Joaquín Marhuenda Fructuoso, ¿Existe en el Mercado Español un Efecto Sobre-Reacción?, Spanish Journal of Finance and Accounting / Revista Española de Financiación y Contabilidad, 2001, 30, 107, 39

    CrossRef

  115. 115
    Bing Liang, PORTFOLIO FORMATION, MEASUREMENT ERRORS, AND BETA SHIFTS: A RANDOM SAMPLING APPROACH, Journal of Financial Research, 2000, 23, 3
  116. You have free access to this content116
    Kent Daniel, David Hirshleifer, Avanidhar Subrahmanyam, Investor Psychology and Security Market Under- and Overreactions, The Journal of Finance, 1998, 53, 6
  117. 117
    KENT DANIEL, MARK GRINBLATT, SHERIDAN TITMAN, RUSS WERMERS, Measuring Mutual Fund Performance with Characteristic-Based Benchmarks, The Journal of Finance, 1997, 52, 3
  118. 118
    GRANT MCQUEEN, MICHAEL PINEGAR, STEVEN THORLEY, Delayed Reaction to Good News and the Cross-Autocorrelation of Portfolio Returns, The Journal of Finance, 1996, 51, 3
  119. 119
    LOUIS K. C. CHAN, NARASIMHAN JEGADEESH, JOSEF LAKONISHOK, Momentum Strategies, The Journal of Finance, 1996, 51, 5
  120. 120
    Gautam Kaul, Statistical Methods in Finance, 1996,

    CrossRef

  121. 121
    Book Reviews, The Journal of Finance, 1995, 50, 4
  122. 122
    ANDREW W. LO, JIANG WANG, Implementing Option Pricing Models When Asset Returns Are Predictable, The Journal of Finance, 1995, 50, 1
  123. 123
    Gabriel Hawawini, Donald B. Keim, Finance, 1995,

    CrossRef

  124. 124
    Werner F.M. De Bondt, Richard H. Thaler, Finance, 1995,

    CrossRef

  125. 125
    DARRYLL HENDRICKS, JAYENDU PATEL, RICHARD ZECKHAUSER, Hot Hands in Mutual Funds: Short-Run Persistence of Relative Performance, 1974–1988, The Journal of Finance, 1993, 48, 1
  126. You have free access to this content126
    NARASIMHAN JEGADEESH, SHERIDAN TITMAN, Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency, The Journal of Finance, 1993, 48, 1
  127. 127
    WILLIAM BROCK, JOSEF LAKONISHOK, BLAKE LeBARON, Simple Technical Trading Rules and the Stochastic Properties of Stock Returns, The Journal of Finance, 1992, 47, 5
  128. 128
    JEFFERY S. ABARBANELL, VICTOR L. BERNARD, Tests of Analysts' Overreaction/Underreaction to Earnings Information as an Explanation for Anomalous Stock Price Behavior, The Journal of Finance, 1992, 47, 3
  129. You have free access to this content129
    EUGENE F. FAMA, Efficient Capital Markets: II, The Journal of Finance, 1991, 46, 5
  130. 130
    Parvez Ahmed, Stock Market Efficiency and Market Microstructure in Emerging Markets,