1、

题目：Evidence of Predictable Behavior of Security Returns

作者：Jegadeesh, Narasimhan

期刊：journal of finance 1990.45.881-898

链接：http://links.jstor.org/sici?sici=0022-1082%28199007%2945%3A3%3C881%3AEOPBOS%3E2.0.CO%3B2-%23&origin=repec

2、

题目：Of Shepherds, Sheep, and the Cross-autocorrelations in Equity Returns

作者：Badrinath, S G Kale, Jayant R Noe, Thomas H

期刊：review of financial studies 1995,8,401-430

链接：http://www.jstor.org/fcgi-bin/jstor/listjournal.fcg/08939454

3、

题目：A Tale of Three Schools: Insights on Autocorrelations of Short-Horizon Stock Returns

作者：Boudoukh, Jacob Richardson, Matthew P Whitelaw, Robert k

期刊：review of financial studies1994,7,539-573  

链接：http://www.jstor.org/fcgi-bin/jstor/listjournal.fcg/08939454  

4、

题目：Overreaction, Delayed Reaction, and Contrarian Profits

作者：Jegadeesh, Narasimhan Titman, Sheridan

期刊：review of financial studies 1995,8,973-993

链接：http://rfs.oxfordjournals.org/cgi/content/abstract/8/4/973

5、

题目：Seasonality in Stock Price Mean Reversion: Evidence from the U.S. and the U.K

作者：Jegadeesh, Narasimhan

期刊：journal of finance 1991。46.1427-1444

链接：http://links.jstor.org/sici?sici=0022-1082%28199109%2946%3A4%3C1427%3ASISPMR%3E2.0.CO%3B2-K&origin=repec

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