Articles In Academic Journals

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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.