What Do We Really Know About the Cross-Sectional Relation Between Past and Expected Returns?
Year of publication: |
2002-01
|
---|---|
Authors: | Grinblatt, Mark ; Moskowitz, Tobias J. |
Institutions: | National Bureau of Economic Research (NBER) |
-
Portfolio Diversification Effects of Downside Risk
Hyung, Namwon, (2005)
-
The Downside Risk of Heavy Tails induces Low Diversification
Hyung, Namwon, (2010)
-
Capitals controls and macroprudential measures: What are they good for?
Forbes, Kristin, (2013)
- More ...
-
What do we really know about the cross-sectional relation between past and expected returns?
Grinblatt, Mark, (2002)
-
Predicting stock price movements from past returns : the role of consistency and tax-loss selling
Grinblatt, Mark, (2004)
-
Do industries explain monumentum?
Moskowitz, Tobias J., (1999)
- More ...