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Daily momentum and contrarian behavior of index fund investors
Goetzmann, William N., (2000)
Ranking mutual funds on an after-tax basis
Dickson, Joel M., (1993)
A contingent claim approach to performance evaluation
Glosten, Lawrence R., (1988)
Glosten, Lawrence R., (1993)
On the relation between the expected value and the volatility of the nominal excess return on stocks