1. One brief shining moment(um): Past momentum performance and momentum reversals;Ali,2017
2. Using stocks or portfolios in tests of factor models;Ang;Journal of Financial and Quantitative Analysis,2020
3. Factor momentum;Arnott;Review of Financial Studies,2023
4. Value and momentum everywhere;Asness;Journal of Finance,2013
5. Which alpha?;Barillas;Review of Financial Studies,2017