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The Power of Past Stock Returns to Explain Future Stock Returns
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The Power of Past Stock Returns to Explain Future Stock Returns (2016)The Power of Past Stock Returns to Explai…Stock price synchronicity, cognitive biases, and momentum (2020)Stock price synchronicity, co…Signed momentum in the Chinese stock market (2020)Signed momentum in the Chines…Sentiment-based momentum strategy (2018)Sentiment-based momentum stra…Custom v. Standardized Risk Models (2015)Custom v. Standardized Risk M…Momentum Crashes (2014)Momentum CrashesShort‐term momentum patterns in stock and sectoral returns: evidence from India (2011)Short‐term momentum patterns …Risikofaktoren und Multifaktormodelle für den Deutschen Aktienmarkt (Risk Factors and Multi-Factor Models for the German Stock Market) (2011)Risikofaktoren und Multifakto…Size, Book to Market and Momentum Effects in the Australian Stock Market (2008)Size, Book to Market and Mome…A cointegration approach to the lead–lag effect among size-sorted equity portfolios (2004)A cointegration approach to t…Market Reactions to Tangible and Intangible Information (2003)Market Reactions to Tangible …Hedge Funds versus Managed Futures as Asset Classes (1999)Hedge Funds versus Managed Fu…CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Common risk factors in the returns on stocks and bonds (1993)On Persistence in Mutual Fund Performance (1997)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)The Difficulties of Measuring the Benefits of Hedge Funds (2002)Asian Hedge Funds: Return Persistence, Style, and Fund Characteristics (2003)The role of Islamic asset classes in the diversified portfolios: Mean variance spanning test (2016)The Cross-Section of Expected Stock Returns (1992)Bounds testing approaches to the analysis of level relationships (2001)Investment Management after the Global Financial Crisis (2010)Investor Sentiment and the Cross‐Section of Stock Returns (2006)A five-factor asset pricing model (2014)Risk, Return, and Equilibrium: Empirical Tests (1973)Is it Overreaction? The Performance of Value and Momentum Strategies at Long Horizons (2001)Investor Psychology and Tests of Factor Pricing Models (2005)The valuation of R&D expenditures in Japan (2010)A Theory of Cognitive Dissonance (1957)Judgment under Uncertainty: Heuristics and Biases (1974)The way digitalization is impacting international financial markets: Stock price synchronicity (2022)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Continuing Overreaction and Stock Return Predictability (2016)Anomalies in Chinese A-Shares (2017)Institutional Investment Constraints and Stock Prices (2017)The investment value of the value premium (2012)Stock weighting and nontrading bias in estimated portfolio returns (2013)A new momentum measurement in the Chinese stock market (2022)A Search for Rational Sources of Stock Return Anomalies: Evidence from India (2012)Investor sentiment, risk factors and stock return: evidence from Indian non‐financial companies (2012)Size, Value, and Momentum Effects in Stock Returns: Evidence from India (2016)
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  • 1999Hedge Funds versus Managed Futures as Asset Classes68 cited
  • 2014Momentum Crashes56 cited
  • 2008Size, Book to Market and Momentum Effects in the Australian Stock Market42 cited
  • 2011Short‐term momentum patterns in stock and sectoral returns: evidence from India37 cited
  • 2003Market Reactions to Tangible and Intangible Information35 cited
  • 2004A cointegration approach to the lead–lag effect among size-sorted equity portfolios34 cited
  • 2020Stock price synchronicity, cognitive biases, and momentum26 cited
  • 2020Signed momentum in the Chinese stock market24 cited
  • 2011Risikofaktoren und Multifaktormodelle für den Deutschen Aktienmarkt (Risk Factors and Multi-Factor Models for the German Stock Market)20 cited
  • 2018Sentiment-based momentum strategy18 cited
  • 2015Custom v. Standardized Risk Models18 cited

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