1. Variable selection for portfolio choice;Aït-Sahalia;Journal of Finance,2001
2. Price movement in speculative markets: trends or random walks;Alexander;Industrial Management Review,1961
3. Price movement in speculative markets: trends or random walks, number 2;Alexander;Industrial Management Review,1964
4. Predictive regressions: a reduced-bias estimation method;Amihud;Journal of Financial and Quantitative Analysis,2004
5. Multi-predictor regressions: hypothesis testing;Amihud;Review of Financial Studies,2009