International Momentum Strategies

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International Momentum Strategies (1998)

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by K. Geert Rouwenhorst

Venue:	Journal of Finance
Citations:	273 - 0 self

Citations

1521	Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency - Jegadeesh, Titman - 1993
1065	Multifactor explanations of asset pricing anomalies - Fama, French - 1996
736	Does the stock market overreact? - Bondt, Thaler - 1985
519	Positive Feedback Investment Strategies and Destabilizing Rational Speculation. - Long, Shleifer, et al. - 1990
462	Contrarian Investment, Extrapolation, and Risk. - Lakonishok, Shleifer, et al. - 1994
333	Momentum strategies, - Chan, Jegadeesh, et al. - 1996
314	Further evidence on investor overreaction and stock market seasonality”, - Bondt, Thaler - 1987
151	Does Industrial Structure Explain the Benefits of International Diversification - Heston, Rouwenhorst - 1994
141	Biases in Computed Returns: An Application to the Size Effect. - Blume, Stambaugh - 1983
121	Fundamentals and stock returns in Japan. - Chan, Hamao, et al. - 1991
112	Another Look at the Role of Industry Structure of Markets for International Diversification Strategies’, - Griffin, Karolyi - 1998
111	On the contrarian investment strategy, - Chan - 1988
94	Nonstationary expected returns: implications for tests of market efficiency and serial correlation in returns, - Ball, Kothari - 1989
82	Long-term market overreaction or biases in computed returns?, - Conrad, Kaul - 1993
78	Problems in measuring portfolio performance: an application to contrarian investment strategies. - Ball, Kothari, et al. - 1995
40	Fundamental determinants of national equity market returns: A perspective on conditional asset pricing - Ferson, Harvey - 1998
35	Parallels Between the Cross-Sectional Predictability of Stock and Country Retums - Asness, Liew, et al. - 1997
20	Can we implement research on stock trading rules?, - Ball, Kothari, et al. - 1995
17	The power of past stock returns to explain future stock returns, Unpublished working paper, Goldman Sachs Asset Management. - Asness - 1995
5	The Cross-Sectional Determinants of Emerging Equity Market Returns” in Peter Carman edited Quantitative Investing for the Globe Markets, Fitzroy - Bekaert, Erb, et al. - 1997
3	An anatomy of trading strategies. Working paper - Conrad, Kaul - 1996
1	Back to the Future, Canadian Investment Review 7 - Foerster, Prihar, et al. - 1995