2Conrad, J. , and G. Kaul, 1998, "An anatomy of trading strategies" ,Review of Financial Studies 11 : 489 -519. 被引量:1
3Debondt, WFM. and R. Thaler, 1985," Does the Stock Market Over-react ?", Journal of Finance,40 ( 3 ) 793 - 808. 被引量:1
4Debondt,WFM. and R. Thaler, Richard H, "Further Evidence on Investment Overreact and Stock Market Seasonality" [ J ], Journal of Finance. 1987, (42) :557 -581. 被引量:1
5Jegadeesh, N. , S. Titman. , 1993. ,“Returns to buying winners and selling losers : implication for stock market efficiency”,Journal of Finance 48 : 65 -91. 被引量:1
6Jegadeesh, N. , S. Titman. ,2001.,“Profitability of momentum strategies: An evaluation of alternative explanations”, Journal of Finance 56 : 699 - 720. 被引量:1
7Lakonishok, J. , A. Shleifer, and R. Vishny. , 1994. , "Contrarian investment, extrapolation, and risk" ,. Journal of Finance 49 : 1541 - 1578. 被引量:1
8Lo, A. , and A. C. Mackinlay, 1990, "When are contrarian profits due to stock market overreaction?", Review of Financial Studies 3 : 175 -205. 被引量:1
9Moskowitz, T. J. and M. Grinblatt, 1999, "Do Industries Explain Momentum?" Journal of Finance54 (4) 1249 - 1290. 被引量:1
10Barberis, N., A. Shleifer and R. Vishny, 1998, "A Model of Investor Sentiment", Journal of Financial Economics 49, 307-345. 被引量:1