Affiliation:
1. Yale School of Management
Subject
Economics and Econometrics,Finance,Accounting
Reference23 articles.
1. The power of past stock returns to explain future stock returns;Asness;Working paper, Goldman Sachs Asset Management,1995
2. Parallels between the cross-sectional predictability of stock returns and country returns;Asness;Working paper, Goldman Sachs Asset Management,1996
3. Nonstationary expected returns: Implications for market efficiency and serial correlations in returns;Ball;Journal of Financial Economics,1989
4. Problems in measuring portfolio performance: An application to contrarian investment strategies;Ball;Journal of Financial Economics,1995
5. Can we implement research on stock trading rules: The case of short term contrarian strategies;Ball;Journal of Portfolio Management,1995
Cited by
1275 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献