Author:
French Kenneth R.,Roll Richard
Subject
Strategy and Management,Economics and Econometrics,Finance,Accounting
Reference10 articles.
1. A monthly effect in stock returns;Ariel;Journal of Financial Economics,1986
2. Friction in the trading process and the estimation of systematic risk;Cohen;Journal of Financial Economics,1983
3. The behavior of stock market prices;Fama;Journal of Business,1965
4. Stock returns and the weekend effect;French;Journal of Financial Economics,1980
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