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On measuring skewness and elongation in common stock return distributions : the case of the market index
Badrinath, S. G., (1988)
On the perils of security pricing by financial intermediaries : the case of open-end mutual funds
Chalmers, John M. R., (2000)
The economic value of predicting stock index returns and volatility
Marquering, Wessel A., (2000)
An anatomy of trading strategies
Conrad, Jennifer S., (1998)
Components of short-horizon individual security returns
Conrad, Jennifer S., (1991)
Long-term market overreaction or biases in computed returns?
Conrad, Jennifer S., (1993)