1. “Price Movements in Speculative Markets: Trends or Random Walks,”;Alexander;Industrial Management Review,1961
2. “Price Movements in Speculative Markets: Trends or Random Walks, number 2,”;Alexander;Industrial Management Review,1964
3. Allen F. Karjalainen R. , 1993, “Using Genetic Algorithms to Find Technical Trading Rules,” working paper, University of Pennsylvania.
4. Asness C. , 1994, “The Power of Past Stock Returns to Explain Future Stock Returns,” working paper, University of Chicago.
5. Problems in measuring portfolio performance An application to contrarian investment strategies