RFS Advance Access published February 5, 2014 Frog in the Pan: Continuous Information and Momentum Zhi Da University of Notre Dame

First Page		Document Content
Date: 2014-02-06 09:12:26 Mathematical finance Financial markets Technical analysis Investment Behavioral finance Momentum Rate of return FamaFrench three-factor model Volatility		RFS Advance Access published February 5, 2014 Frog in the Pan: Continuous Information and Momentum Zhi Da University of Notre Dame Add to Reading List Source URL: www3.nd.edu Download Document from Source Website File Size: 583,22 KB Share Document on Facebook

	Microsoft Word - States_CopyEdit.DOC DocID: 1rkIy - View Document
	THE JOURNAL OF FINANCE • VOL. LXII, NO. 5 • OCTOBERMomentum and Credit Rating DORON AVRAMOV, TARUN CHORDIA, GERGANA JOSTOVA, and ALEXANDER PHILIPOV∗ ABSTRACT DocID: 1qvfx - View Document
	Journal of Financial Economics}249 Is the abnormal return following equity issuances anomalous? Alon Brav , Christopher Geczy, Paul A. Gompers* Fuqua School of Business, Duke University, Durham, NC, 277 DocID: 1qq3b - View Document
	RFS Advance Access published February 5, 2014 Frog in the Pan: Continuous Information and Momentum Zhi Da University of Notre Dame DocID: 1pCbH - View Document
	Factor-based investing Vanguard Research Scott N. Pappas, CFA; Joel M. Dickson, Ph.D. DocID: 1pxRc - View Document