2

Arbitrage risk and the turnover anomaly

Year:
2013
Language:
english
File:
PDF, 1.07 MB
english, 2013
3

Asset Growth, Style Investing, and Momentum

Year:
2018
Language:
english
File:
PDF, 965 KB
english, 2018
5

Median Momentum

Year:
2018
Language:
english
File:
PDF, 671 KB
english, 2018
8

Price limits, margin requirements, and default risk

Year:
2000
Language:
english
File:
PDF, 195 KB
english, 2000
16

Sources of contrarian profits in the Japanese stock market

Year:
2007
Language:
english
File:
PDF, 439 KB
english, 2007
22

ALTERNATIVE TESTS OF THE ZERO-BETA CAPM

Year:
2000
Language:
english
File:
PDF, 1.81 MB
english, 2000