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Centre for Investment Research Discussion Paper Series...Jegadeesh and Titman (1993) estimate a market model, to which Chan et al. (1996) and Fama and French (1996) add the return
Related Securities and the Cross-section of Stock Return ... ANNUAL MEETIN… · fects across a range of assets (Jegadeesh and Titman, 1993, Asness, Moskowitz, and Pedersen, 2013,
Jegadeesh (1993)
Journal of Accounting and Economics - Emory UniversityJame,Markov... · ☆ We thank Phil Berger, Paul Irvine, Narasimhan Jegadeesh, Zach Kaplan, Marcus Kirk, David Lesmond, Miguel
Advertising, Breadth of Ownership, and Liquidity...Advertising, Breadth of Ownership, and Liquidity Gustavo Grullon Rice University George Kanatas Rice University James P. Weston Rice
Siganos, A. (2010) Can small investors exploit the ...eprints.gla.ac.uk/33326/1/33326.pdf · studies (Jegadeesh and Titman (1993, 2001); Hong et al. 2000) disappear after adjusting
Are analysts misleading investors? The case of going ... ANNUAL...information into stock prices (e.g., Jegadeesh et al., 2004). This serves to resolve the conundrum of why the market
Upside and Downside Risks in Momentum Returns...Since Jegadeesh and Titman (1993), the momentum anomaly has received a lot of attention. Buying past winners and selling past losers
