1. Modelling asymmetric market volatility with univariate GARCH models: Evidence from Nasdaq-100;Aliyev;The Journal of Economic Asymmetries. Elsevier Ltd,2020
2. Sobrejustamento no mercado de capitais Português;Alves;Portuguese Journal of Management Studies,1996
3. The dynamics of institutional trading: Evidence from transaction data;Aymo;The Journal of Economic Asymmetries. Elsevier Ltd,2019
4. Momentum and mean reversion across national equity markets;Balvers;Journal of Empirical Finance,2006
5. Mean reversion across national stock markets and parametric contrarian investment strategies;Balvers;Journal of Finance,2000