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Dissecting Investment Strategies in the Cross Section and Time Series
16 references·2 citing·39 second hop
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References

  • 1976Expectations and Exchange Rate Dynamics4,704 cited
  • 1994Contrarian Investment, Extrapolation, and Risk4,198 cited
  • n.d.A model of investor sentiment /4,073 cited
  • 1999A Unified Theory of Underreaction, Momentum Trading, and Overreaction in Asset Markets4,018 cited
  • 1995Myopic Loss Aversion and the Equity Premium Puzzle2,486 cited
  • 2013Value and Momentum Everywhere2,225 cited
  • 1997The Stochastic Behavior of Commodity Prices: Implications for Valuation and Hedging2,116 cited
  • 1993Myopic Loss Aversion and the Equity Premium Puzzle1,799 cited
  • 2011Time Series Momentum1,470 cited
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  • 1939Speculation and Economic Stability913 cited
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  • 2004Robust Portfolio Rules and Asset Pricing784 cited
  • 2008Consumption Strikes Back? Measuring Long‐Run Risk753 cited
  • 1993Contrarian Investment, Extrapolation, and Risk

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