共 10 条
[1]
Further evidence on investor overreaction and stock market seasonality. DeBondt,Werner F M,Richard H Thaler. The Journal of Finance . 1987
[2]
Common risk factors in the returns on stocksand bonds. Fama,Eugene F,Kenneth R French. The Journal of Finance . 1993
[3]
Liquidity and asset returns: an alternative test. Datar,Vinay,Narayan Naik et al. The Journal of Finance . 1998
[4]
Volume and autocovariancesin short -horizon individual security returns. Conrad,Jennifer S,Allaudeen Hameed,Cathy Niden. The Journal of Finance . 1994
[5]
Evidence of predictable behavior of security returns. Jegadeesh,Narasimhan. The Journal of Finance . 1990
[6]
Momentum strategies. Chan,Louis K,Narasimhan Jegadeesh,Josef Lakonishok. The Journal of Finance . 1996
[7]
Grossman, Jiang Wang.Trading volume and serial correlation in stock returns. Campbell,John Y,Sandord J. Quarterly Journal . 1993
[8]
Does the stock market overreact. De Bondt,Werner F M,Richard H Thaler. The Journal of Finance . 1985
[9]
Market statistics and technical analysis: the role of volume. Blume,Lawrence,David Easley,Maureen O’ Hara. The Journal of Finance . 1994
[10]
Returns to buying winners and selling losers: implications for stock market efficiency. Jegadeesh,Narasimhan,Sheridan Titman. The Journal of Finance . 1993