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Rational information choice in financial market equilibrium
Muendler, Marc-Andreas, (2005)
The Information in Book-to-Market Profits for Momentum
McKeon, Ryan, (2009)
Momentum, information, and herding
Lin, Zhilu, (2023)
Profitability of momentum strategies : an evaluation of alternative explanations
Jegadeesh, Narasimhan, (1999)
Short-horizon return reversals and the bid-ask spread
Jegadeesh, Narasimhan, (1995)
Overreaction, delayed reaction, and contrarian profits