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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)
Trading time effects in financial and commodity futures markets
Ferris, Stephen P., (1987)
A transaction data study of stock returns and trading activity during option expiration periods
Ferris, Stephen P., (1991)
Mutual fund distribution fees : an empirical analysis of the impact of deregulation
Chance, Don M., (1991)