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Intraday patterns in the cross-section of stock returns
Heston, Steven L.; Korajczyk, Robert A.; Sadka, Ronnie - In: The journal of finance : the journal of the American … 65 (2010) 4, pp. 1369-1408
Persistent link: https://www.econbiz.de/10008797919
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Are momentum profits robust to trading costs?
Korajczyk, Robert A.; Sadka, Ronnie - In: The journal of finance : the journal of the American … 59 (2004) 3, pp. 1039-1082
Persistent link: https://www.econbiz.de/10002094331
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A test for the number of factors in an approximate factor model
Connor, Gregory - In: The journal of finance : the journal of the American … 48 (1993) 4, pp. 1263-1291
Persistent link: https://www.econbiz.de/10001152158