Return enhancement trading strategies for size based portfolios
Author:
Publisher
Springer Science and Business Media LLC
Subject
Finance,Accounting
Link
http://link.springer.com/content/pdf/10.1007/s11408-007-0069-z.pdf
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3. Chance, D.M., Hemler, M.L.: The performance of professional market timers: daily evidence from executed strategies. J. Financ. Econ. 62, 377–411 (2001)
4. Chen, N.-F., Roll, R., Ross, S.A.: Economic forces and the stock market. J. Bus. 59, 383–403 (1986)
5. Chordia, T., Swaminathan, B.: Trading volume and cross-autocorrelations in stock returns. J. Financ. 55, 913–935 (2000)
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