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Tax loss selling and the contrarian investment strategy
Johnston, Ken, (1997)
Risk aversion, market segmentation, and the firm size effect : some empirical evidence
Chen, Carl R., (1998)
Realized stock volatility
Ebens, Heiko, (1999)
Momentum strategies
Chan, Louis K. C., (1995)
Issues in evaluating the performance of value versus glamour stocks : selection bias, risk adjustment and data snooping
Chan, Louis K. C., (1994)