1、Profitability of Short-Term Contrarian Strategies: Implications for Market Efficiency
作者:
Conrad, Jennifer Gultekin, Mustafa N Kaul, Gautam
杂志:
Journal of Business and Economic Statistics 1997(15)379-386
链接:
http://ideas.repec.org/a/bes/jnlbes/v15y1997i3p379-86.html
2、Mean Reversion in Short-Horizon Expected Returns
作者:
Conrad, Jennifer Kaul, Gautam
杂志:
Review of Financial Studies 1989(2)225-240
链接:
http://www.jstor.org/fcgi-bin/jstor/listjournal.fcg/08939454