Momentum, Rational Agents and Efficient Markets-Reference-Cited by-同舟云学术

Momentum, Rational Agents and Efficient Markets

Published:2001-12 Issue:4 Volume:2 Page:190-200
ISSN:1520-8834
Container-title:Journal of Psychology and Financial Markets
language:en
Short-container-title:Journal of Psychology and Financial Markets

Author:

Crombez John

Publisher

Informa UK Limited

Link

http://www.tandfonline.com/doi/pdf/10.1207/S15327760JPFM0204_3

Reference31 articles.

1. Barberis, N., A. Shleifer, and R. Vishny. "A Model of Investor Sentiment." Journal of Financial Economics, 49, 1998.

2. Bawa, V.S., S.J. Brown, and R.W. Klein. "Estimation Risk and Optimal Portfolio Choice." In Arnold Zellner and Joseph B. Kadane, eds., Studies in Bayesian Econometrics, Vol. 3. Amsterdam: North Holland, 1979.

3. Campbell, J.Y., A.W. Lo, and A.C. MacKinlay. The Econometrics of Financial Markets. Princeton, NJ: Princeton University Press, 1997.

4. Carhart, M.M. "On Persistence in Mutual Fund Performance." Journal of Finance, 52, 1997.

5. Cochrane, J. Asset Pricing. Princeton, NJ: Princeton University Press, 2001.

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