1

An Anatomy of Trading Strategies

Year:
1998
Language:
english
File:
PDF, 549 KB
english, 1998
2

Time-Variation in Expected Returns

Year:
1988
Language:
english
File:
PDF, 340 KB
english, 1988
3

Mean Reversion in Short-Horizon Expected Returns

Year:
1989
Language:
english
File:
PDF, 496 KB
english, 1989
4

Value versus Glamour

Year:
2003
Language:
english
File:
PDF, 4.02 MB
english, 2003
5

Long-Term Market Overreaction or Biases in Computed Returns?

Year:
1993
Language:
english
File:
PDF, 3.01 MB
english, 1993
7

Asymmetric Predictability of Conditional Variances

Year:
1991
Language:
english
File:
PDF, 672 KB
english, 1991