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CAN WE IMPLEMENT RESEARCH ON STOCK TRADING RULES
被引:28
作者
:
BALL, R
论文数:
0
引用数:
0
h-index:
0
机构:
WASHINGTON UNIV,OLIN SCH BUSINESS,ST LOUIS,MO 63130
WASHINGTON UNIV,OLIN SCH BUSINESS,ST LOUIS,MO 63130
BALL, R
[
1
]
KOTHARI, SP
论文数:
0
引用数:
0
h-index:
0
机构:
WASHINGTON UNIV,OLIN SCH BUSINESS,ST LOUIS,MO 63130
WASHINGTON UNIV,OLIN SCH BUSINESS,ST LOUIS,MO 63130
KOTHARI, SP
[
1
]
WASLEY, CE
论文数:
0
引用数:
0
h-index:
0
机构:
WASHINGTON UNIV,OLIN SCH BUSINESS,ST LOUIS,MO 63130
WASHINGTON UNIV,OLIN SCH BUSINESS,ST LOUIS,MO 63130
WASLEY, CE
[
1
]
机构
:
[1]
WASHINGTON UNIV,OLIN SCH BUSINESS,ST LOUIS,MO 63130
来源
:
JOURNAL OF PORTFOLIO MANAGEMENT
|
1995年
/ 21卷
/ 02期
关键词
:
D O I
:
10.3905/jpm.1995.54
中图分类号
:
F8 [财政、金融];
学科分类号
:
0202 ;
摘要
:
引用
收藏
页码:54 / 63
页数:10
相关论文
共 22 条
[1]
ALEXANDER SS, 1961, IMR-IND MANAG REV, V2, P7
[2]
Bachelier L., 1964, RANDOM CHARACTER STO
[3]
NONSTATIONARY EXPECTED RETURNS - IMPLICATIONS FOR TESTS OF MARKET-EFFICIENCY AND SERIAL-CORRELATION IN RETURNS
BALL, R
论文数:
0
引用数:
0
h-index:
0
BALL, R
KOTHARI, SP
论文数:
0
引用数:
0
h-index:
0
KOTHARI, SP
[J].
JOURNAL OF FINANCIAL ECONOMICS,
1989,
25
(01)
: 51
-
74
[4]
BALL R, 1995, IN PRESS J FINANCIAL
[5]
BIASES IN COMPUTED RETURNS - AN APPLICATION TO THE SIZE EFFECT
BLUME, ME
论文数:
0
引用数:
0
h-index:
0
BLUME, ME
STAMBAUGH, RF
论文数:
0
引用数:
0
h-index:
0
STAMBAUGH, RF
[J].
JOURNAL OF FINANCIAL ECONOMICS,
1983,
12
(03)
: 387
-
404
[6]
MEASURING ABNORMAL PERFORMANCE - DO STOCKS OVERREACT
CHOPRA, N
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV ILLINOIS, CHAMPAIGN, IL 61820 USA
UNIV ILLINOIS, CHAMPAIGN, IL 61820 USA
CHOPRA, N
LAKONISHOK, J
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV ILLINOIS, CHAMPAIGN, IL 61820 USA
UNIV ILLINOIS, CHAMPAIGN, IL 61820 USA
LAKONISHOK, J
RITTER, JR
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV ILLINOIS, CHAMPAIGN, IL 61820 USA
UNIV ILLINOIS, CHAMPAIGN, IL 61820 USA
RITTER, JR
[J].
JOURNAL OF FINANCIAL ECONOMICS,
1992,
31
(02)
: 235
-
268
[7]
TIME-VARIATION IN EXPECTED RETURNS
论文数:
引用数:
h-index:
机构:
CONRAD, J
KAUL, G
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV MICHIGAN, ANN ARBOR, MI 48109 USA
UNIV MICHIGAN, ANN ARBOR, MI 48109 USA
KAUL, G
[J].
JOURNAL OF BUSINESS,
1988,
61
(04)
: 409
-
425
[8]
DOES THE STOCK-MARKET OVERREACT
DEBONDT, WFM
论文数:
0
引用数:
0
h-index:
0
机构:
CORNELL UNIV,ITHACA,NY 14853
CORNELL UNIV,ITHACA,NY 14853
DEBONDT, WFM
THALER, R
论文数:
0
引用数:
0
h-index:
0
机构:
CORNELL UNIV,ITHACA,NY 14853
CORNELL UNIV,ITHACA,NY 14853
THALER, R
[J].
JOURNAL OF FINANCE,
1985,
40
(03)
: 793
-
805
[9]
FURTHER EVIDENCE ON INVESTOR OVERREACTION AND STOCK-MARKET SEASONALITY
DEBONDT, WFM
论文数:
0
引用数:
0
h-index:
0
机构:
CORNELL UNIV,ITHACA,NY 14853
CORNELL UNIV,ITHACA,NY 14853
DEBONDT, WFM
THALER, RH
论文数:
0
引用数:
0
h-index:
0
机构:
CORNELL UNIV,ITHACA,NY 14853
CORNELL UNIV,ITHACA,NY 14853
THALER, RH
[J].
JOURNAL OF FINANCE,
1987,
42
(03)
: 557
-
581
[10]
FILTER RULES AND STOCK-MARKET TRADING
FAMA, EF
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CHICAGO,GRAD SCH BUSINESS,CHICAGO,IL
UNIV CHICAGO,GRAD SCH BUSINESS,CHICAGO,IL
FAMA, EF
BLUME, ME
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CHICAGO,GRAD SCH BUSINESS,CHICAGO,IL
UNIV CHICAGO,GRAD SCH BUSINESS,CHICAGO,IL
BLUME, ME
[J].
JOURNAL OF BUSINESS,
1966,
39
(01)
: 226
-
241
←
1
2
3
→
共 22 条
[1]
ALEXANDER SS, 1961, IMR-IND MANAG REV, V2, P7
[2]
Bachelier L., 1964, RANDOM CHARACTER STO
[3]
NONSTATIONARY EXPECTED RETURNS - IMPLICATIONS FOR TESTS OF MARKET-EFFICIENCY AND SERIAL-CORRELATION IN RETURNS
BALL, R
论文数:
0
引用数:
0
h-index:
0
BALL, R
KOTHARI, SP
论文数:
0
引用数:
0
h-index:
0
KOTHARI, SP
[J].
JOURNAL OF FINANCIAL ECONOMICS,
1989,
25
(01)
: 51
-
74
[4]
BALL R, 1995, IN PRESS J FINANCIAL
[5]
BIASES IN COMPUTED RETURNS - AN APPLICATION TO THE SIZE EFFECT
BLUME, ME
论文数:
0
引用数:
0
h-index:
0
BLUME, ME
STAMBAUGH, RF
论文数:
0
引用数:
0
h-index:
0
STAMBAUGH, RF
[J].
JOURNAL OF FINANCIAL ECONOMICS,
1983,
12
(03)
: 387
-
404
[6]
MEASURING ABNORMAL PERFORMANCE - DO STOCKS OVERREACT
CHOPRA, N
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV ILLINOIS, CHAMPAIGN, IL 61820 USA
UNIV ILLINOIS, CHAMPAIGN, IL 61820 USA
CHOPRA, N
LAKONISHOK, J
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV ILLINOIS, CHAMPAIGN, IL 61820 USA
UNIV ILLINOIS, CHAMPAIGN, IL 61820 USA
LAKONISHOK, J
RITTER, JR
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV ILLINOIS, CHAMPAIGN, IL 61820 USA
UNIV ILLINOIS, CHAMPAIGN, IL 61820 USA
RITTER, JR
[J].
JOURNAL OF FINANCIAL ECONOMICS,
1992,
31
(02)
: 235
-
268
[7]
TIME-VARIATION IN EXPECTED RETURNS
论文数:
引用数:
h-index:
机构:
CONRAD, J
KAUL, G
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV MICHIGAN, ANN ARBOR, MI 48109 USA
UNIV MICHIGAN, ANN ARBOR, MI 48109 USA
KAUL, G
[J].
JOURNAL OF BUSINESS,
1988,
61
(04)
: 409
-
425
[8]
DOES THE STOCK-MARKET OVERREACT
DEBONDT, WFM
论文数:
0
引用数:
0
h-index:
0
机构:
CORNELL UNIV,ITHACA,NY 14853
CORNELL UNIV,ITHACA,NY 14853
DEBONDT, WFM
THALER, R
论文数:
0
引用数:
0
h-index:
0
机构:
CORNELL UNIV,ITHACA,NY 14853
CORNELL UNIV,ITHACA,NY 14853
THALER, R
[J].
JOURNAL OF FINANCE,
1985,
40
(03)
: 793
-
805
[9]
FURTHER EVIDENCE ON INVESTOR OVERREACTION AND STOCK-MARKET SEASONALITY
DEBONDT, WFM
论文数:
0
引用数:
0
h-index:
0
机构:
CORNELL UNIV,ITHACA,NY 14853
CORNELL UNIV,ITHACA,NY 14853
DEBONDT, WFM
THALER, RH
论文数:
0
引用数:
0
h-index:
0
机构:
CORNELL UNIV,ITHACA,NY 14853
CORNELL UNIV,ITHACA,NY 14853
THALER, RH
[J].
JOURNAL OF FINANCE,
1987,
42
(03)
: 557
-
581
[10]
FILTER RULES AND STOCK-MARKET TRADING
FAMA, EF
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CHICAGO,GRAD SCH BUSINESS,CHICAGO,IL
UNIV CHICAGO,GRAD SCH BUSINESS,CHICAGO,IL
FAMA, EF
BLUME, ME
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CHICAGO,GRAD SCH BUSINESS,CHICAGO,IL
UNIV CHICAGO,GRAD SCH BUSINESS,CHICAGO,IL
BLUME, ME
[J].
JOURNAL OF BUSINESS,
1966,
39
(01)
: 226
-
241
←
1
2
3
→