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The profitability, seasonality and source of industry momentum
Ji, Xiuqing, (2010)
Momentum strategy and institutional investing in Taiwan stock market
Wang, Ching-ping, (2010)
The influence of time, seasonality and market state on momentum : insights from the Australian stock market
Phua, Victor, (2010)
Determinants of winner-loser effects in national stock markets
Pan, Ming-Shiun, (2008)
Permanent and transitory components of earnings, dividends, and stock prices
Pan, Ming-Shiun, (2007)
Mean and volatility spillover effects in the US and Pacific-Basin stock markets
Liu, Y. Angela, (1997)