Evidence of Predictable Behavior of Security Returns
Author:
Publisher
Wiley
Subject
Economics and Econometrics,Finance,Accounting
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1540-6261.1990.tb05110.x/fullpdf
Reference21 articles.
1. The relationship between return and market value of common stocks;Banz;Journal of Financial Economics,1981
2. The total cost of transactions on the NYSE;Berkowitz;The Journal of Finance,1988
3. A tax loss trading rule;Branch;Journal of Business,1977
4. On the contrarian investment strategy;Chan;Journal of Business,1988
5. Does the stock market overreact;DeBondt;The Journal of Finance,1985
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