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2. El Dinero como Indicador Líder. (2003). Lagos, Luis Felipe ; Choi-Ha, Se Kyu.
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3. El Dólar Como Activo Financiero: Teoría y Evidencia Chilena. (1999). Walker, Eduardo ; Lefort, Fernando.
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1. Value investing or investing in illiquidity? The profitability of contrarian investment strategies, revisited. (2017). Li, Huijing ; Jacoby, Gady ; Gottesman, Aron A.
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2. Asymmetries in Stock Returns: Statistical Tests and Economic Evaluation. (2013). Zhou, Guofu ; Hong, Yongmiao ; Tu, Jun .
   In: Working Papers.
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3. Herding Behavior under Markets Condition: Empirical Evidence on the European Financial Markets. (2013). El Bouri, Abdelfatteh ; Bernard, Olivero ; Ouarda, Moatemri .
   In: International Journal of Economics and Financial Issues.
   RePEc:eco:journ1:2013-01-22.

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4. The state of the market and the contrarian strategy: evidence from Chinas stock market. (2012). Chen, Qiwei ; Li, Yuan ; Jiang, Ying.
   In: Journal of Chinese Economic and Business Studies.
   RePEc:taf:jocebs:v:10:y:2012:i:1:p:89-108.

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5. Long-term reactions to large stock price declines and increases in the European stock market: a note on market efficiency. (2012). Zschoche, Moritz ; Simpson, Marc ; Schiereck, Dirk ; Himmelmann, Achim .
   In: Journal of Economics and Finance.
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6. Bias in estimating the systematic risk of extreme performers: Implications for financial analysis, the leverage effect, and long-run reversals. (2012). Yeoman, John C. ; Jones, Steven L..
   In: Journal of Corporate Finance.
   RePEc:eee:corfin:v:18:y:2012:i:1:p:1-21.

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7. Are broad market shocks anticipated by investors? Evidence from major equity and index options markets. (2011). Spyrou, Spyros.
   In: International Review of Financial Analysis.
   RePEc:eee:finana:v:20:y:2011:i:3:p:127-133.

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8. The economic profitability of pre-IPO earnings management and IPO underperformance. (2010). Xiong, Yan ; Varshney, Sanjay ; Zhou, Haiyan.
   In: Journal of Economics and Finance.
   RePEc:spr:jecfin:v:34:y:2010:i:3:p:229-256.

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9. An empirical analysis of herd behavior in global stock markets. (2010). Chiang, Thomas ; Zheng, Dazhi.
   In: Journal of Banking & Finance.
   RePEc:eee:jbfina:v:34:y:2010:i:8:p:1911-1921.

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10. Predicting systematic risk: Implications from growth options. (2010). YalIn, Atakan ; Titman, Sheridan ; Jacquier, Eric .
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:17:y:2010:i:5:p:991-1005.

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11. Stock splits, trading continuity, and the cost of equity capital. (2009). Singh, Ajai K. ; Yu, Wen ; Lin, Ji-Chai .
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:93:y:2009:i:3:p:474-489.

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12. Momentum strategies and stock returns: Chinese evidence. (2008). Naughton, Tony ; Truong, Cameron ; Veeraraghavan, Madhu.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:16:y:2008:i:4:p:476-492.

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13. Do shocks to G7 stock prices have a permanent effect?. (2008). Narayan, Paresh.
    In: Mathematics and Computers in Simulation (MATCOM).
    RePEc:eee:matcom:v:77:y:2008:i:4:p:369-373.

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14. ADRs under momentum and contrarian strategies. (2008). Parhizgari, A. M. ; Nguyen, D..
    In: Global Finance Journal.
    RePEc:eee:glofin:v:19:y:2008:i:2:p:102-122.

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15. Does the stock market underreact to going concern opinions? Evidence from the U.S. and Australia. (2007). Subramanyam, K. R. ; Ogneva, Maria .
    In: Journal of Accounting and Economics.
    RePEc:eee:jaecon:v:43:y:2007:i:2-3:p:439-452.

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16. Mean Reversion of Short-Horizon Stock Returns: Asymmetry Property. (2006). Kim, Sei-Wan ; Nam, Kiseok ; Augustine. Arize, .
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:26:y:2006:i:2:p:137-163.

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17. Economic forces and the stock market revisited. (2006). Shanken, Jay ; Weinstein, Mark I..
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:13:y:2006:i:2:p:129-144.

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18. Individual Analysts’ Earnings Forecasts: Evidence for Overreaction in the UK Stock Market. (2005). Kenourgios, Dimitris ; Pavlidis, Nikolaos.
    In: Finance.
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19. Investment-Based Underperformance Following Seasoned Equity Offerings. (2005). Zhang, Lu.
    In: NBER Working Papers.
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20. Mutual Fund Performance: Skill Or Luck?. (2005). Nitzsche, Dirk ; O'Sullivan, Niall ; Cuthbertson, Keith.
    In: Money Macro and Finance (MMF) Research Group Conference 2005.
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21. UK Mutual Fund Performance: Genuine Stock-Picking Ability or Luck. (2004). O'Sullivan, Niall ; Nitzsche, Dirk ; Cuthbertson, Keith.
    In: Money Macro and Finance (MMF) Research Group Conference 2004.
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22. Behavioral finance: How matters stand. (2004). van der Sar, Nico L..
    In: Journal of Economic Psychology.
    RePEc:eee:joepsy:v:25:y:2004:i:3:p:425-444.

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23. On market price of risk in Asian capital markets around the Asian flu. (2003). Girard, Eric ; Zaher, Tarek ; Rahman, Hamid .
    In: International Review of Financial Analysis.
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24. Measuring and modeling systematic risk in factor pricing models using high-frequency data. (2003). Bollerslev, Tim ; Zhang, Benjamin Y. B., .
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:10:y:2003:i:5:p:533-558.

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25. Winner-Loser-Effekte am deutschen Aktienmarkt. (2002). Daske, Stefan .
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26. Mommentum in the UK stock market. (2002). Tonks, Ian ; Hon, Mark T..
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:24909.

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27. Contrarian and momentum strategies in the China stock market: 1993-2000. (2002). Liu, Ming-Hua ; Kang, Joseph ; Ni, Sophie Xiaoyan.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:10:y:2002:i:3:p:243-265.

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28. Asymmetric correlations of equity portfolios. (2002). Ang, Andrew ; Andrew, Ang ; Joseph, Chen.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:63:y:2002:i:3:p:443-494.

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29. A conditional multifactor analysis of return momentum. (2002). Wu, Xueping.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:26:y:2002:i:8:p:1675-1696.

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30. Asymmetric mean-reversion and contrarian profits: ANST-GARCH approach. (2002). Arize, Augustine C. ; Nam, Kiseok ; Pyun, Chong Soo .
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:9:y:2002:i:5:p:563-588.

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31. Asymmetric reverting behavior of short-horizon stock returns: An evidence of stock market overreaction. (2001). Pyun, Chong Soo ; Avard, Stephen L. ; Nam, Kiseok.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:25:y:2001:i:4:p:807-824.

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32. The specification of conditional expectations. (2001). Harvey, Campbell.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:8:y:2001:i:5:p:573-637.

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33. Overreaction in the Australian equity market: 1974-1997. (2000). Gaunt, Clive .
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:8:y:2000:i:3-4:p:375-398.

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34. Time-Varying Betas and Asymmetric Effect of News: Empirical Analysis of Blue Chip Stocks. (1999). Engle, Robert ; Cho, Young-Hye.
    In: NBER Working Papers.
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35. The Cross Section of Common Stock Returns: A Review of the Evidence and Some New Findings. (1999). Keim, Donald ; hawawini, gabriel.
    In: Rodney L. White Center for Financial Research Working Papers.
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36. Do markets overreact: International evidence. (1999). Baytas, Ahmet ; Cakici, Nusret.
    In: Journal of Banking & Finance.
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37. Optimal Investment, Growth Options, and Security Returns. (1998). Green, Richard ; Berk, Jonathan ; Naik, Vasant.
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38. Mercado Accionario y Crecimiento Económico en Chile. (1998). Walker, Eduardo.
    In: Latin American Journal of Economics-formerly Cuadernos de Economía.
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39. Changes in earnings-price ratios and excess returns: A case of investor over-reaction. (1998). Bartholdy, Jan.
    In: International Review of Financial Analysis.
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40. Systematic Patterns Before and After Large Price Changes: Evidence from High Frequency Data from the Paris Bourse. (1998). Foort, HAMELINK.
    In: HEC Research Papers Series.
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41. Using nonlinear dynamics to test for market efficiency among the major U.S. stock exchanges. (1997). Kohers, Gerald ; Pandey, Vivek.
    In: The Quarterly Review of Economics and Finance.
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42. Measuring long-horizon security price performance. (1997). Kothari S. P., ; Warner Jerold B., .
    In: Journal of Financial Economics.
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43. Return reversals in the Tokyo Stock Exchange: A test of stock market overreaction. (1997). Gunaratne, P. S. M., ; Yonesawa, Y..
    In: Japan and the World Economy.
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44. Investor Reaction to Salient News in Closed-End Country Funds. (1996). Lamont, Owen ; Wizman, Thierry A. ; Klibanoff, Peter.
    In: NBER Working Papers.
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45. Are stock price reversals really asymmetric? A note. (1996). Dissanaike, Gishan.
    In: Journal of Banking & Finance.
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46. Momentum Strategies. (1995). Lakonishok, Josef ; Jegadeesh, Narasimhan ; Louis K. C. Chan, .
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47. Stock market crash behavior of screen-sorted portfolios. (1995). Switzer, Lorne ; Kryzanowski, Lawrence ; Jiang, LI.
    In: International Review of Economics & Finance.
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48. Problems in measuring portfolio performance An application to contrarian investment strategies. (1995). Shanken, Jay ; Ball, Ray ; Ray, Ball ; Kothari S. P., .
    In: Journal of Financial Economics.
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49. Financial Decision-Making in Markets and Firms: A Behavioral Perspective. (1994). Thaler, Richard ; Werner F. M. De Bondt, .
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50. Finance Theory and Investment Management. (1991). Solnik, Bruno.
    In: Swiss Journal of Economics and Statistics (SJES).
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