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Risk adjustment and trading strategies
Ahn, Dong-Hyun; Conrad, Jennifer S.; Dittmar, Robert F. - In: The review of financial studies 16 (2003) 2, pp. 459-485
Persistent link: https://www.econbiz.de/10001764236
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Profitability of short-term contrarian strategies : implications for market efficiency
Conrad, Jennifer S. - In: Journal of business & economic statistics : JBES ; a … 15 (1997) 3, pp. 379-386
Persistent link: https://www.econbiz.de/10001222707
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An anatomy of trading strategies
Conrad, Jennifer S. - In: The review of financial studies 11 (1998) 3, pp. 489-519
Persistent link: https://www.econbiz.de/10001249773