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Growth vs value investing: Persistence and time trend before and after COVID-19
16 references·0 citing·37 second hopsampled
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References

  • 1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root26,976 cited
  • 1988Testing for a Unit Root in Time Series Regression19,420 cited
  • 1992The Cross-Section of Expected Stock Returns17,320 cited
  • 1992Testing the null hypothesis of stationarity against the alternative of a unit root12,637 cited
  • 1996Efficient Tests for an Autoregressive Unit Root5,637 cited
  • 1995Likelihood-Based Inference in Cointegrated Vector Autoregressive Models5,336 cited
  • 1994Contrarian Investment, Extrapolation, and Risk4,515 cited
  • 2001LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power3,944 cited
  • 1983THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS2,936 cited
  • 1987Time Series Regression with a Unit Root2,821 cited
  • 1998Market efficiency, long-term returns, and behavioral finance1The comments of Brad Barber, David Hirshleifer, S.P. Kothari, Owen Lamont, Mark Mitchell, Hersh Shefrin, Robert Shiller, Rex Sinquefield, Richard Thaler, Theo Vermaelen, Robert Vishny, Ivo Welch, and a referee have been helpful. Kenneth French and Jay Ritter get special thanks.12,780 cited
  • 1985Persuasive evidence of market inefficiency1,951 cited
  • 2003Chapter 18 A survey of behavioral finance1,699 cited
  • 2008Detrended Cross-Correlation Analysis: A New Method for Analyzing Two Nonstationary Time Series

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1,498 cited
  • 1995Gaussian Semiparametric Estimation of Long Range Dependence1,476 cited
  • 2020Stock markets’ reaction to COVID-19: Cases or fatalities?1,358 cited
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