1、Overreaction, delayed reaction, and contrarian profits

作者：Jegadeesh, N. and S. Titman

杂志：Review of Financial Studies 1995（8）p973– 993.

链接：http://papers.ssrn.com/sol3/papers.cfm?abstract_id=7224

2、The effect of size and turnover volume on cross-autocorrelation of equity returns

作者：Desai, A. S., Tavakkol, A., 

杂志：Working Paper, Kansas State University.

链接：http://papers.ssrn.com/sol3/papers.cfm?abstract_id=534563

3、Trading Patterns, Bid-Ask Spreads and Estimated Security Returns: The Case of Common Stocks at Calendar Turning Points

作者：  Donald B. Keim

杂志：Journal of Financial Economics 1986（17）357-390

链接：http://ideas.repec.org/p/fth/pennfi/22-89.html

谢谢！

 

 

 

 

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