1. Can exchange traded funds be used to exploit industry and country momentum?;Andreu;Financial Markets and Portfolio Management,2013
2. Industry momentum and reversals in stock markets;Apergis;International Journal of Finance & Economics,2020
3. Noisy Prices and Inference Regarding Returns;Asparouhova;Journal of Finance,2013
4. Have capital market anomalies attenuated in the recent era of high liquidity and trading activity?;Auer;Journal of Economics and Business,2019
5. Profitability of momentum strategies in Latin America;Berggrun;International Review of Financial Analysis,2020