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Can the Cross-Sectional Variation in Expected Stock Returns Explain Momentum?
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- Journal:
- Journal of Financial and Quantitative Analysis / Volume 44 / Issue 4 / August 2009
- Published online by Cambridge University Press:
- 01 August 2009, pp. 777-794
- Print publication:
- August 2009
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- Article
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Trading Rules and Excess Volatility
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- Journal:
- Journal of Financial and Quantitative Analysis / Volume 27 / Issue 3 / September 1992
- Published online by Cambridge University Press:
- 06 April 2009, pp. 365-382
- Print publication:
- September 1992
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- Article
- Export citation