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Can the cross-sectional variation in expected stock returns explain momentum?

Bulkley, George; Nawosah, Vivekanand - In: Journal of financial and quantitative analysis : JFQA 44 (2009) 4, pp. 777-794

Persistent link: https://www.econbiz.de/10003901176

[Rezension von: Lo, Andrew W., ..., A non-random walk down Wall Street]

Bulkley, George - In: The economic journal : the journal of the Royal … 113 (2003), pp. F668-670

Persistent link: https://www.econbiz.de/10001854316

Why does the ratio of book to market value of equity explain cross-section stock returns?

Bulkley, George; Harris, Richard D. F. - 1996

Persistent link: https://www.econbiz.de/10000943015

Excessive stock price dispersion : a regression test of cross-sectional volatility

Bulkley, George; Snell, Andy; Tonks, Ian - 1996

Persistent link: https://www.econbiz.de/10000944262

Does the precision of news affect market underreaction? : Evidence from returns following two classes of profit warnings

Bulkley, George; Herrerias, Renata - In: European financial management : the journal of the … 11 (2005) 5, pp. 603-624

Persistent link: https://www.econbiz.de/10003203817

Can the Cross-Sectional Variation in Expected Stock Returns Explain Momentum?

Bulkley, George - 2010

It has been hypothesized that momentum might be rationally explained as a consequence of the cross-sectional variation of unconditional expected returns. Stocks with relatively high unconditional expected returns will on average outperform in both the portfolio formation period and in the...

Persistent link: https://www.econbiz.de/10013134858