Year | Title |
---|---|
2013 | Market Cycles and the Performance of Relative-Strength Strategies.
Financial Management.
263-290.
|
2013 | Returns and Option Activity over the Option-Expiration Week for S&P 100 Stocks.
Journal of Banking and Finance.
4226-4240.
|
2013 | Stock Strategies with the January Barometer and the Yield Curve.
Journal of Investment Management.
32-49.
|
2010 | Cross-sectional Return Dispersion and Time-Variation in Value and Momentum Premiums.
Journal of Financial and Quantitative Analysis.
987-1014.
|
2009 | The Other January Effect: International, Style, and Subperiod Evidence.
Journal of Financial Markets.
521-546.
|
2007 | Commonality in the time-variation of stock–stock and stock–bond return comovements.
Journal of Financial Markets.
192-218.
|
2005 | Stock Market Uncertainty and the Stock-Bond Return Relation.
Journal of Financial and Quantitative Analysis.
161-194.
|