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An analysis of momentum and contrarian anomalies using an orthogonal portfolio approach

Authors: Asgharian, Hossein; Hansson, Bjorn

Source: Applied Economics Letters, Volume 16, Number 6, April 2009 , pp. 625-628(4)

Publisher: Routledge, part of the Taylor & Francis Group

Firm-specific characteristics and the cross-section of Australian stock exchange returns

Authors: van Rensburg, Paul; Janari, Emile

Source: Journal of Asset Management, Volume 9, Number 3, September 2008 , pp. 193-214(22)

Publisher: Palgrave Macmillan

Are stock returns related toshort-term and long-term past returns? Australian evidence

Authors: Gharghori, Philip; Lee, Ronald; Veeraraghavan, Madhu

Source: Applied Financial Economics Letters, Volume 4, Number 4, July 2008 , pp. 277-282(6)

Publisher: Routledge, part of the Taylor & Francis Group

Explaining the Cross-section of Stock Returns in France: Characteristics or Risk Factors?

Author: Lajili-Jarjir, Souad

Source: The European Journal of Finance, Volume 13, Number 2, February 2007 , pp. 145-158(14)

Publisher: Routledge, part of the Taylor & Francis Group

Is dynamic general equilibrium a theory of everything?

Authors: Azariadis, Costas; Kaas, Leo

Source: Economic Theory, Volume 32, Number 1, July 2007 , pp. 13-41(29)

Publisher: Springer

Asset Pricing Models and Financial Market Anomalies

Authors: Avramov, Doron; Chordia, Tarun

Source: Review of Financial Studies, Volume 19, Number 3, 1 2006 , pp. 1001-1040(40)

Publisher: Oxford University Press

The Limits of Investor Behavior

Authors: LOEWENSTEIN, MARK; WILLARD, GREGORY A.

Source: The Journal of Finance, Volume 61, Number 1, February 2006 , pp. 231-258(28)

Publisher: Blackwell Publishing

Do common variations in liquidity exhibit a U-shaped pattern across weekdays?

Author: Saad, Mohsen M.

Source: Applied Financial Economics Letters, Volume 2, Number 1, Number 1/January 2006 , pp. 65-68(4)

Publisher: Routledge, part of the Taylor & Francis Group

Asset Pricing Information in Vintage REIT Returns: An Information Subset Test

Authors: David H. Downs; Gary A. Patterson

Source: Real Estate Economics, Volume 33, Number 1, March 2005 , pp. 5-25(21)

Publisher: Blackwell Publishing

Bad Beta, Good Beta

Authors: John Y. Campbell; Tuomo Vuolteenaho

Source: The American Economic Review, Volume 94, Number 5, December 2004 , pp. 1249-1275(27)

Publisher: American Economic Association

Past Returns and Investment Trust Discounts

Author: Michael Bleaney

Source: Journal of Business Finance & Accounting, Volume 31, Numbers 9-10, November 2004 , pp. 1505-1523(19)

Publisher: Blackwell Publishing

Asset Price Anomalies under Bounded Rationality

Authors: Barucci E.; Monte R.; Renò R.

Source: Computational Economics, Volume 23, Number 3, April 2004 , pp. 255-269(15)

Publisher: Springer

Equilibrium “Anomalies”

Authors: Ferguson M.F.; Shockley R.L.

Source: The Journal of Finance, Volume 58, Number 6, December 2003 , pp. 2549-2580(32)

Publisher: Blackwell Publishing

Article
An Analysis of Covariance Risk and Pricing Anomalies

Author: Moskowitz T.J.

Source: Review of Financial Studies, Volume 16, Number 2, 2003 , pp. 417-457(41)

Publisher: Oxford University Press

A conditional multifactor analysis of return momentum

Author: Wu X.

Source: Journal of Banking and Finance, Volume 26, Number 8, August 2002 , pp. 1675-1696(22)

Publisher: Elsevier

The record on small companies: A review of the evidence

Author: Levis, M

Source: Journal of Asset Management, Volume 2, Number 4, 1 March 2002 , pp. 368-397(30)

Publisher: Palgrave Macmillan

Assessing Asset Pricing Anomalies

Author: Brennan, Michael J.

Source: Review of Financial Studies, Volume 14, Number 4, October 2001 , pp. 905-942(38)

Publisher: Oxford University Press

Anomalies in finance - What are they and what are they good for?

Authors: Frankfurter G.M.; McGoun¹ E.G.

Source: International Review of Financial Analysis, Volume 10, Number 4, Winter 2001 , pp. 407-429(23)

Publisher: Elsevier

Trading activity and expected stock returns

Authors: Chordia T.; Subrahmanyam A.; Anshuman V.R.

Source: Journal of Financial Economics, Volume 59, Number 1, January 2001 , pp. 3-32(30)

Publisher: Elsevier

Three analyses of the firm size premium

Authors: Horowitz J.L.; Loughran T.; Savin N.E.

Source: Journal of Empirical Finance, Volume 7, Number 2, August 2000 , pp. 143-153(11)

Publisher: Elsevier