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1. International Financial Markets. (2019). Saglio, Sophie ; Sanhaji, Bilel ; Guerreiro, David ; Goutte, Stéphane ; Chevallier, Julien.
   In: Post-Print.
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2. Measuring the Completeness of Theories. (2019). Fudenberg, Drew ; Kleinberg, Jon ; Mullainathan, Sendhil ; Liang, Annie.
   In: Papers.
   RePEc:arx:papers:1910.07022.

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3. Model of Bias-Driven Trend Followers and Interaction with Manipulators. (2017). Liu, KE ; Zhu, Qing ; Yen, Jerome ; Lai, Kin Keung.
   In: International Journal of Information Technology & Decision Making (IJITDM).
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4. Time series momentum and moving average trading rules. (2017). Visaltanachoti, Nuttawat ; Marshall, Ben ; Nguyen, Nhut H.
   In: Quantitative Finance.
   RePEc:taf:quantf:v:17:y:2017:i:3:p:405-421.

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5. Profitability of CAPM Momentum Strategies in the US Stock Market. (2017). HE, QING ; CHONG, Terence Tai Leung ; Siu, Jonathan T ; Sang, Hugo Tak .
   In: MPRA Paper.
   RePEc:pra:mprapa:80563.

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6. Global Investigation of Return Autocorrelation and its Determinants. (2017). Xue, Wen-Jun ; Jain, Pawan.
   In: Working Papers.
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7. International asset allocations and capital flows: The benchmark effect. (2017). Williams, Tomas ; Schmukler, Sergio ; Raddatz, Claudio .
   In: Journal of International Economics.
   RePEc:eee:inecon:v:108:y:2017:i:c:p:413-430.

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8. Extrapolative expectations and capital flows during convergence. (2017). Davenport, Margaret ; Cozzi, Guido.
   In: Journal of International Economics.
   RePEc:eee:inecon:v:108:y:2017:i:c:p:169-190.

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9. Conditional Retrospective Voting in Large Elections. (2017). Pouzo, Demian ; Esponda, Ignacio.
   In: American Economic Journal: Microeconomics.
   RePEc:aea:aejmic:v:9:y:2017:i:2:p:54-75.

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10. A Mind is a Terrible Thing to Change: Confirmation Bias in Financial Markets. (2016). villeneuve, stephane ; Pouget, Sébastien.
    In: TSE Working Papers.
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11. How do Experts Forecast Sovereign Spreads?. (2016). Claeys, Peter ; Cimadomo, Jacopo ; Ribeiro, Marcos Poplawski.
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12. A Mind is a Terrible Thing to Change: Confirmation Bias in Financial Markets. (2016). villeneuve, stephane ; Pouget, Sébastien.
    In: IDEI Working Papers.
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13. How do experts forecast sovereign spreads?. (2016). Poplawski-Ribeiro, Marcos ; Claeys, Peter ; Cimadomo, Jacopo.
    In: European Economic Review.
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14. Industry returns, market returns and economic fundamentals: Evidence for the United States. (2016). laopodis, nikiforos.
    In: Economic Modelling.
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15. Kou Jump Diffusion Model: An Application to the Standard and Poor 500, Nasdaq 100 and Russell 2000 Index Options. (2016). Yessimzhanova, Saira ; Ismailova, Diana ; Hajek, Petr ; Abbasi, Wajih ; Amonov, Kholnazar ; ben Khelifa, Zouhaier .
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16. Time series momentum trading strategy and autocorrelation amplification. (2015). Hong, K J ; Satchell, S.
    In: Quantitative Finance.
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17. Losers Win, Winners Lose: Evidence against Market Efficiency. (2015). Smith, Zachary Alexander.
    In: International Journal of Financial Research.
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18. X-CAPM: An extrapolative capital asset pricing model. (2015). Shleifer, Andrei ; Greenwood, Robin ; Barberis, Nicholas ; Jin, Lawrence.
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19. Fear or fundamentals? Heterogeneous beliefs in the European sovereign CDS market. (2015). Wu, Eliza ; ter Ellen, Saskia ; He, Xuezhong ; Chiarella, Carl.
    In: Journal of Empirical Finance.
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20. Bubbles and Trading Frenzies : Evidence from the Art Market. (2014). Renneboog, Luc ; Penasse, Julien ; Penasse, J. N. G., ; Renneboog, L. D. R., .
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21. Man or machine? Rational trading without information about fundamentals. (2014). Rossi, Stefano ; Tinn, Katrin .
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22. Equity Return Predictability, Time Varying Volatility and Learning About the Permanence of Shocks. (2014). Tortorice, Daniel.
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23. Physical approach to price momentum and its application to momentum strategy. (2014). Choi, Jaehyung .
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25. The influence of foreign portfolio investment on informational efficiency: Empirical evidence from Central and Eastern European stock markets. (2013). Todea, Alexandru ; Pleoianu, Anita .
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26. Reactions of the capital markets to the shocks before and during the global crisis. (2012). Stefanescu, Razvan ; DUMITRIU, Ramona ; NISTOR, Costel .
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27. A Review of the Role of Financial Reporting in the Global Financial Crisis. (2012). Pinnuck, Matt .
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28. The importance of time series extrapolation for macroeconomic expectations. (2011). Schmidt, Ulrich ; Roos, Michael.
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29. Does investor attention influence stock market activity? The case of spin-off deals. (2011). Farina, Vincenzo ; Carretta, Alessandro ; Reale, Marco ; Graziano, Elvira Anna .
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30. The pre-FOMC announcement drift. (2011). Moench, Emanuel ; Lucca, David.
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31. Currency Momentum Strategies. (2011). Schrimpf, Andreas ; Schmeling, Maik ; Sarno, Lucio ; Menkhoff, Lukas.
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32. Is the Mean Return of Hotel Real Estate Stocks Apt to Overreact to Past Performance?. (2010). Deng, Yongheng ; Zhang, Minye .
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33. Post earnings announcement drift and the roles of drift-enhanced factors in New Zealand. (2010). Truong, Cameron.
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34. Does monetary policy affect bank risk-taking?. (2010). Marques-Ibanez, David ; Gambacorta, Leonardo ; Altunbas, Yener ; Marques-Ibaez, David .
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35. The Case for an Intermediate Exchange Rate Regime with Endogenizing Market Structures and Capital Mobility. (2009). Kaltenbrunner, Annina ; Nissanke, Machiko .
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36. House Prices and Bubbles in New Zealand. (2008). Hoesli, Martin ; Fraser, Patricia ; Lynn Mc Alevey, ; McAlevey, Lynn.
    In: The Journal of Real Estate Finance and Economics.
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37. Self-referential behaviour, overreaction and conventions in financial markets. (2007). Bouchaud, Jean-Philippe ; Wyart, Matthieu .
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38. Evidence on Rationality in Commercial Property Markets: An Interpretation and Critique. (2005). hendershott, patric ; MacGregor, Bryan D..
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39. Optimal research in financial markets with heterogeneous private information; a rational expectations model. (2005). Tinn, Katrin.
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40. Detecting Regime Shifts: The Causes of Under- and Overreaction. (2005). Massey, Cade ; Wu, George .
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41. Asset Mispricing Due to Cognitive Dissonance. (2005). Drees, Burkhard ; Eckwert, Bernhard.
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42. Stock and bond market interaction: Does momentum spill over?. (2005). Swaminathan, Bhaskaran ; Gebhardt, William R. ; Hvidkjaer, Soeren .
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43. Team formation and biased self-attribution. (2005). Corgnet, Brice.
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44. Momentum profits and macroeconomic factors. (2004). Chelley-Steeley, Patricia ; Siganos, Antonios .
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45. Comovement and FTSE 100 Index Changes. (2004). Kougoulis, Periklis ; Coakley, Jerry.
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46. Industry momentum strategies and autocorrelations in stock returns. (2004). Huang, Gow-Cheng ; Pan, Ming-Shiun ; Liano, Kartono .
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47. Stock price reaction to news and no-news: drift and reversal after headlines. (2003). Chan Wesley S., .
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48. Contrarian and momentum strategies in the China stock market: 1993-2000. (2002). Liu, Ming-Hua ; Kang, Joseph ; Ni, Sophie Xiaoyan.
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49. Style Investing. (2000). Shleifer, Andrei ; Barberis, Nicholas.
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50. The Asian Flu and Russian Virus: Firm-level Evidence on How Crises are Transmitted Internationally. (2000). Forbes, Kristin.
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