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Understanding the Nature of the Risks and the Source of the Rewards to Momentum Investing. (1998). Martin, Spencer J. ; Grundy, Bruce D..
In: Rodney L. White Center for Financial Research Working Papers.
RePEc:fth:pennfi:13-98.

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  1. Testing International Momentum Strategies between Chinese and Australian Financial Markets. (2014). Abraham, Santosh Mon .
    In: International Journal of Financial Research.
    RePEc:jfr:ijfr11:v:5:y:2014:i:1:p:1-10.

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  2. The economic and predictive value of trading volume growth: a tale of three moments. (2007). Watkins, Boyce .
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:17:y:2007:i:18:p:1489-1509.

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  3. Momentum in the UK stock market. (2003). Tonks, Ian ; Hon, Mark.
    In: Journal of Multinational Financial Management.
    RePEc:eee:mulfin:v:13:y:2003:i:1:p:43-70.

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  4. Is the Abnormal Return Following Equity Issuances Anomalous?. (2002). Gompers, Paul ; Geczy, Christopher ; Brav, Alon.
    In: Rodney L. White Center for Financial Research Working Papers.
    RePEc:fth:pennfi:02-99.

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  5. Momentum in the UK stock market. (2002). Tonks, Ian ; Hon, Mark.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:24909.

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  6. A Moving Average Comparison of the Tel-Aviv 25 and S&P 500 Stock Indices. (2001). Shachmurove, Yochanan ; Benzion, Uri ; Klein, Paul ; Yagil, Joseph.
    In: Penn CARESS Working Papers.
    RePEc:cla:penntw:4731f3394c43bebf4d3191c81d15e9f0.

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  7. Is the Abnormal Return Following Equity Issuances Anomalous?. (1999). Gompers, Paul ; Geczy, Christopher ; Brav, Alon.
    In: Rodney L. White Center for Financial Research Working Papers.
    RePEc:fth:pennfi:2-99.

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  63. Understanding the Nature of the Risks and the Source of the Rewards to Momentum Investing. (1998). Martin, Spencer J. ; Grundy, Bruce D..
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  66. A Unified Theory of Underreaction, Momentum Trading and Overreaction in Asset Markets. (1997). Stein, Jeremy ; Hong, Harrison.
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  68. Investing in Equity Mutual Funds. (). Stambaugh, Robert ; Pastor, Lubos ; Pstor, Lubo.
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  69. Evaluating and Investing in Equity Mutual Funds. (). Stambaugh, Robert ; Pastor, Lubos.
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