SSRN Electronic Journal · 2004 · 10 citations · 29 references
BusinessEconomicsFinanceEconometricsFinancial EconomicsInternational FinanceAsset Return ModelingCapital FlowsCapital MarketsCross-sectional EconometricsFactor ModelsInternational Financial IntegrationCross-country ComparabilityCross-section Of Asset ReturnsCross-sectional Return VariationInternational Portfolio IntegrationPrice Momentum
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Common risk factors in the returns on stocks and bonds
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Does the Stock Market Overreact?
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On Persistence in Mutual Fund Performance
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