1. Bet against the trend and cash in profits: An agent-based model of endogenous fluctuations of exchange rates. (2023). Bassi, Federico ; Lang, Dany ; Ramos, Raquel.
   In: Journal of Evolutionary Economics.
   RePEc:spr:joevec:v:33:y:2023:i:2:d:10.1007_s00191-023-00821-x.

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2. The Macroeconomy, Oil and the Stock Market: A Multiple Equation Time Series Analysis of Saudi Arabia. (2020). Aljifri, Ruqayya.
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   RePEc:rdg:emxxdp:em-dp2020-27.

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3. The extent of virgin olive-oil prices’ distribution revealing the behavior of market speculators. (2018). Kaffel, Bilel ; Abid, Fathi.
   In: Review of Quantitative Finance and Accounting.
   RePEc:kap:rqfnac:v:50:y:2018:i:2:d:10.1007_s11156-017-0638-9.

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36. Market Cycles and the Performance of Relative Strength Strategies. (2013). Stivers, Chris ; Sun, Licheng.
    In: Financial Management.
    RePEc:bla:finmgt:v:42:y:2013:i:2:p:263-290.

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37. Trade Timing, Price Volatility and Serial Correlation. (2013). Wang, Minga Chang ; Zu, Lona Ping.
    In: European Financial Management.
    RePEc:bla:eufman:v:19:y:2013:i:5:p:911-934.

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38. Time series momentum. (2012). Pedersen, Lasse ; Ooi, Yao Hua ; Moskowitz, Tobias J..
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:104:y:2012:i:2:p:228-250.

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39. Are good-news firms riskier than bad-news firms?. (2012). Min, Byoung-Kyu ; Kim, Tong Suk.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:36:y:2012:i:5:p:1528-1535.

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40. Tests of Mean-Variance Spanning. (2012). Zhou, Guofu ; Kan, Raymond.
    In: Annals of Economics and Finance.
    RePEc:cuf:journl:y:2012:v:13:i:1:kanzhou.

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41. Risk adjustment and momentum sources. (2011). Wu, Yangru ; Wang, Jun.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:35:y:2011:i:6:p:1427-1435.

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42. Volatilities and Momentum Returns in Real Estate Investment Trusts. (2010). Glascock, John ; Hung, Szu-Yin .
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:41:y:2010:i:2:p:126-149.

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43. Momentum profits in the Australian equity market: A matched firm approach. (2009). Bettman, Jenni L. ; Sault, Stephen J. ; Maher, Thomas R. B., .
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:17:y:2009:i:5:p:565-579.

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44. Earnings and price momentum. (2006). Shivakumar, Lakshmanan ; Chordia, Tarun .
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:80:y:2006:i:3:p:627-656.

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45. Dynamic Beta, Time-Varying Risk Premium, and Momentum. (2005). zhang, hong.
    In: Yale School of Management Working Papers.
    RePEc:ysm:somwrk:amz2637.

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46. Momentum Profits and Macroeconomic Risk. (2005). Zhang, Lu ; WARNER, JEROLD B. ; Laura X. L. Liu, .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11480.

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47. An examination of alternative CAPM-based models in UK stock returns. (2005). Fletcher, Jonathan ; Kihanda, Joseph.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:29:y:2005:i:12:p:2995-3014.

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48. The Performance of UK International Unit Trusts. (2005). Marshall, Andrew ; Fletcher, Jonathan.
    In: European Financial Management.
    RePEc:bla:eufman:v:11:y:2005:i:3:p:365-386.

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49. Downside Risk and the Momentum Effect. (2001). Xing, Yuhang ; Ang, Andrew ; Chen, Joseph.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:8643.

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50. Bitcoin as an alternative investment vehicle. (). Hong, Ki Hoon.
    In: Information Technology and Management.
    RePEc:spr:infotm:v::y::i::d:10.1007_s10799-016-0264-6.

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