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2. Machine learning and the cross-section of emerging market stock returns. (2023). Kalsbach, Tobias ; Hanauer, Matthias X.
   In: Emerging Markets Review.
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3. Optimal and naive diversification in an emerging market: Evidence from Chinas A?shares market. (2021). Yan, JI.
   In: International Journal of Finance & Economics.
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4. Navigating the factor zoo around the world: an institutional investor perspective. (2021). Bartram, Söhnke ; Pope, Peter F ; Lohre, Harald ; Ranganathan, Ananthalakshmi.
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5. A comprehensive investigation into style momentum strategies in China. (2021). Su, Chen.
   In: Financial Markets and Portfolio Management.
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6. Can high trading volume and volatility switch boost momentum to show greater inefficiency and avoid crashes in emerging markets? The economic relationship in factor investing in emerging markets. (2021). Tomtosov, Aleksandr ; Teplova, Tamara.
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7. Global market inefficiencies. (2021). Bartram, Söhnke ; Grinblatt, Mark.
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8. Discovering optimal weights in weighted-scoring stock-picking models: a mixture design approach. (2020). Liu, Yi-Cheng ; Yeh, I-Cheng ; I-Cheng Yeh, .
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9. Long-Term, Short-Term and Time-Varying Profitability of Reversals: The Role of Market State and Volatility. (2020). Abd, Mohd Edil ; Shaharuddin, Shahrin Saaid ; Munir, Ali Fayyaz.
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10. Computational approaches and data analytics in financial services: A literature review. (2019). Zopounidis, Constantin ; Pardalos, Panos M ; Doumpos, Michalis ; Andriosopoulos, Dimitris.
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11. Local influence diagnostics for the test of mean–variance efficiency and systematic risks in the capital asset pricing model. (2019). Gimenez, Patricia ; Galea, Manuel.
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12. Is Indonesias stock market different when it comes to predictability?. (2019). Laila, Nisful ; Thuraisamy, Kannan ; Narayan, Paresh Kumar ; Sharma, Susan Sunila.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:40:y:2019:i:c:8.

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13. The cross-section of emerging market stock returns. (2019). Lauterbach, Jochim G ; Hanauer, Matthias X.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:38:y:2019:i:c:p:265-286.

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14. Evidence of price discovery on the Indonesian stock exchange. (2019). Laila, Nisful ; Madyan, Muhammad ; Thuraisamy, Kannan ; Sharma, Susan Sunila.
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    RePEc:eee:ecmode:v:83:y:2019:i:c:p:2-7.

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15. A Machine Learning Framework for Stock Selection. (2018). Duan, Xiuwen ; Dong, Tao ; Liu, Mingwen ; Guo, Yifeng ; Fu, Xingyu.
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    RePEc:arx:papers:1806.01743.

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16. Flight to quality and the predictability of reversals: The role of market states and global factors. (2017). Demirer, Riza ; Yuksel, Aydin.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:42:y:2017:i:c:p:1445-1454.

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17. Momentum returns, market states, and market dynamics: Is China different?. (2017). Nartea, Gilbert ; Cheema, Muhammad.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:50:y:2017:i:c:p:85-97.

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18. Seasonal anomalies in advanced emerging stock markets. (2017). Docherty, Paul ; Seif, Mostafa ; Shamsuddin, Abul.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:66:y:2017:i:c:p:169-181.

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19. Mean-variance versus naïve diversification: The role of mispricing. (2017). Yan, Cheng ; Zhang, Huazhu .
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:48:y:2017:i:c:p:61-81.

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20. Emerging markets: Is the trend still your friend?. (2017). Conover, Mitchell C ; Szakmary, Andrew C ; Johnson, Robert R ; Jensen, Gerald R.
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    RePEc:eee:glofin:v:32:y:2017:i:c:p:128-148.

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21. A CLOSER LOOK AT VALUE PREMIUM: LITERATURE REVIEW AND SYNTHESIS. (2017). Pätäri, Eero ; Leivo, Timo ; Patari, Eero.
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22. An Analysis of Investment Strategies and Excess Returns in the China (Shanghai) Stock Market. (2017). Chin, Ming-Chin ; Chan, Ya-Chuan.
    In: Asian Economic and Financial Review.
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23. On time-varying predictability of emerging stock market returns. (2016). Auer, Benjamin R.
    In: Emerging Markets Review.
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24. The Dynamics of Value Comovement across Global Equity Markets. (2016). Gupta, Mayank ; Novotny, Jan .
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25. Concurrent momentum and contrarian strategies in the Australian stock market. (2014). Alexeev, Vitali ; Doan, Minh Phuong ; Brooks, Robert.
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26. Market states, expectations, sentiment and momentum: How naive are investors?. (2014). Galariotis, Emilios C ; Ma, Xiaodong S ; Kallinterakis, Vasileios ; Holmes, Phil.
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27. Do local or global risk factors explain the size, value and momentum trading pay-offs on the Warsaw Stock Exchange?. (2013). Waszczuk, Antonina .
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28. Daily momentum profits with firm characteristics and investors’ optimism in the Taiwan market. (2013). Chang, Chiao-Yi .
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29. The volatility effect in emerging markets. (2013). Vliet, Pim ; Blitz, David ; van Vliet, Pim ; Pang, Juan .
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30. A risk-based explanation of return patterns—Evidence from the Polish stock market. (2013). Waszczuk, Antonina .
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31. Dynamic return predictability in the Russian stock market. (2013). Kinnunen, Jyri.
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32. The Cross-Section of Stock Returns in Frontier Emerging Markets. (2012). Swinkels, Laurens ; Pang, J. ; de Groot, W. ; Swinkels, L. A. P., .
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33. The relevance of information and trading costs in explaining momentum profits: Evidence from optioned and non-optioned stocks. (2012). Galariotis, Emilios C. ; Badreddine, Sina ; Holmes, Phil.
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34. The cross-section of stock returns in frontier emerging markets. (2012). Swinkels, Laurens ; Pang, Juan ; de Groot, Wilma .
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35. Global style momentum. (2012). Collver, Charles ; Limthanakom, Natcha ; Chao, Hsiao-Ying .
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36. Emerging markets research: Trends, issues and future directions. (2012). Kearney, Colm.
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37. Size, value and liquidity. Do They Really Matter on an Emerging Stock Market?. (2012). Voronkova, Svitlana .
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38. On the performance of emerging market equity mutual funds. (2011). Huij, Joop ; Post, Thierry.
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39. Size, value and liquidity: Do they really matter on an emerging stock market?. (2010). Voronkova, Svitlana .
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40. Limits to arbitrage and returns to value investing. (2008). Lopes, Alexsandro Broedel ; Galdi, Fernando Caio .
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41. The momentum effect: omitted risk factors or investor behaviour? Evidence from the Spanish stock market. (2007). Muga, Luis ; Rafael Santamaría, .
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42. The stock market crisis and momentum. Some evidence for the Spanish stock market during the 1990s. (2007). Muga, Luis ; Rafael Santamaría, .
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43. A comparison of variance ratio tests of random walk: A case of Asian emerging stock markets. (2007). Kim, Jae ; Pyun, Chong Soo ; Hoque, Hafiz A. A. B., .
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44. Contrarian and momentum profitability revisited: Evidence from the London Stock Exchange 1964-2005. (2007). Galariotis, Emilios C. ; Ma, Xiaodong S. ; Holmes, Phil.
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45. On the returns generating process and the profitability of trading rules in emerging capital markets. (2007). Hatgioannides, John ; Mesomeris, Spyros.
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46. Is the predictability of emerging and developed stock markets really exploitable?. (2007). Moreno, David ; Olmeda, Ignacio .
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48. Risks of investing in the Russian stock market: Lessons of the first decade. (2006). Goriaev, Alexei ; Zabotkin, Alexei.
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49. Earnings estimates in emerging markets--an update. (2006). Hoguet, George R..
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50. Risks of investing in the Russian stock market: Lessons of the first decade. (2006). Goriaev, Alexei ; Zabotkin, Alexei.
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51. Risks of investing in the Russian stock market: Lessons of the first decade. (2006). Goriaev, Alexei ; Zabotkin, Alexei.
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52. The success of stock selection strategies in emerging markets: Is it risk or behavioral bias?. (2005). van Dijk, Dick ; de Zwart, Gerben ; van der Hart, Jaap, .
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53. Country selection of emerging equity markets: benefits from country attribute diversification. (2005). L'Her, Jean-Francois ; Kortas, Mohamed ; Roberge, Mathieu.
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54. Emerging markets finance. (2003). Harvey, Campbell ; Bekaert, Geert.
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12. The Cross Section of Country Equity Returns: A Review of Empirical Literature. (2019). Zaremba, Adam.
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13. Price-Based Investment Strategies. (2018). Shemer, Jacob Koby ; Zaremba, Adam.
    In: Springer Books.
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14. BM(book-to-market ratio) factor: medium-term momentum and long-term reversal. (2018). Jingxing, Zhang ; Wei-Qi, Liu.
    In: Financial Innovation.
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15. Contrarian and Momentum Investment Strategies in Pakistan Stock Exchange. (2018). Shah, Attaullah.
    In: The Pakistan Development Review.
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16. Time-varying Hurst–Hölder exponents and the dynamics of (in)efficiency in stock markets. (2018). Pianese, Augusto ; Bianchi, Sergio.
    In: Chaos, Solitons & Fractals.
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17. An Empirical Evidence of Over Reaction Hypothesis on Karachi Stock Exchange (KSE). (2018). Chhapra, Imran ; Ahmed, Farhan ; Saad, Sanyah ; Kashif, Muhammad.
    In: Asian Economic and Financial Review.
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18. Profitability of Volume-based Momentum and Contrarian Strategies in the Indian Stock Market. (2017). .
    In: Global Business Review.
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19. Pseudo-Maximum Likelihood and Lie Groups of Linear Transformations. (2017). Zakoian, Jean-Michel ; Monfort, Alain ; gourieroux, christian.
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20. Overreaction and the cross-section of returns: International evidence. (2017). Blackburn, Douglas W ; Cakici, Nusret.
    In: Journal of Empirical Finance.
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21. The winner-loser effect in the Tunisian stock market: A multidimensional risk-based explanation. (2017). Boussaidi, Ramzi.
    In: Borsa Istanbul Review.
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22. Long-term Overreaction, Regulatory Policies and Stock Market Anomalies: Evidence from Egypt. (2015). .
    In: Journal of Emerging Market Finance.
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23. Profitability of Contrarian Strategies in the Chinese Stock Market. (2015). Zhou, Wei-Xing ; Jiang, Zhi-Qiang ; Shi, Huai-Long.
    In: PLOS ONE.
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24. Long-Term Price Overreactions: Are Markets Inefficient?. (2015). Plastun, Alex ; Gil-Alana, Luis ; Caporale, Guglielmo Maria.
    In: Discussion Papers of DIW Berlin.
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25. Profitability of contrarian strategies in the Chinese stock market. (2015). Shi, Huai-Long ; Jiang, Zhi-Qiang ; Zhou, Wei-Xing.
    In: Papers.
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26. Are momentum and contrarian effects related? Evidence from the Chinese stock market. (2014). Hooy, Chee-Wooi ; Anusakumar, Shangkari V ; Ali, Ruhani .
    In: Economics Bulletin.
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27. 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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28. An improved test for statistical arbitrage. (2012). Jarrow, Robert ; Teo, Melvyn ; Tse, Yiu Kuen ; Warachka, Mitch .
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:15:y:2012:i:1:p:47-80.

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29. Do size and unobservable company factors explain stock price reversals?. (2011). Cressy, Robert ; Farag, Hisham.
    In: Journal of Economics and Finance.
    RePEc:spr:jecfin:v:35:y:2011:i:1:p:1-21.

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30. Short-term market overreaction on the Frankfurt stock exchange. (2011). Rieks, Johannes ; Lobe, Sebastian .
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:51:y:2011:i:2:p:113-123.

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31. Profitability of Contrarian Strategies: Evidence from the Stock Exchange of Mauritius. (2010). Muhammad Anas Hossenbaccus A. R., ; Subadar, Ushad Agathee .
    In: Organizations and Markets in Emerging Economies.
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32. Do unobservable factors explain the disposition effect in emerging stock markets?. (2010). Cressy, Robert ; Farag, Hisham.
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:20:y:2010:i:15:p:1173-1183.

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33. The economic profitability of pre-IPO earnings management and IPO underperformance. (2010). Xiong, Yan ; Varshney, Sanjay ; Zhou, Haiyan.
    In: Journal of Economics and Finance.
    RePEc:spr:jecfin:v:34:y:2010:i:3:p:229-256.

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34. Overreaction of Exchange-Traded Funds During the Bubble of 1998–2002. (2010). Madura, Jeff ; Richie, Nivine .
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35. The Sophisticated and the Simple: the Profitability of Contrarian Strategies. (2010). Dissanaike, Gishan ; Lim, Kima Hwa.
    In: European Financial Management.
    RePEc:bla:eufman:v:16:y:2010:i:2:p:229-255.

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36. Applicability of Contrarian Strategy in the Bombay Stock Exchange. (2009). Gupta, Kartick.
    In: Journal of Emerging Market Finance.
    RePEc:sae:emffin:v:8:y:2009:i:2:p:165-189.

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37. Pricing behavior of exchange traded funds. (2008). Ngo, Thanh ; Madura, Jeff.
    In: Journal of Economics and Finance.
    RePEc:spr:jecfin:v:32:y:2008:i:1:p:1-23.

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38. Short-term patterns in government bond returns following market shocks: International evidence. (2008). Spyrou, Spyros ; Galariotis, Emilios ; Kassimatis, Konstantinos .
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:17:y:2008:i:5:p:903-924.

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39. Short-horizon contrarian and momentum strategies in Asian markets: An integrated analysis. (2008). wongchoti, udomsak ; McInish, Thomas ; Pyun, Chong Soo ; Ding, David K..
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:17:y:2008:i:2:p:312-329.

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40. Profitability of Contrarian Strategies: Evidence from the Istanbul Stock Exchange-super-. (2007). GLAY, GZHAN.
    In: International Review of Finance.
    RePEc:bla:irvfin:v:7:y:2007:i:1-2:p:61-87.

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41. Stock returns following large 1-month declines and jumps: Evidence of overoptimism in the German market. (2006). Schiereck, Dirk ; Thomas, Thomas W. ; Simpson, Marc W. ; Ising, Jan.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:46:y:2006:i:4:p:598-619.

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42. Short‐term Contrarian Strategies in the London Stock Exchange: Are They Profitable? Which Factors Affect Them?. (2006). Galariotis, Emilios C ; Antoniou, Antonios ; Spyrou, Spyros I.
    In: Journal of Business Finance & Accounting.
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43. Individual Analysts’ Earnings Forecasts: Evidence for Overreaction in the UK Stock Market. (2005). Kenourgios, Dimitris ; Pavlidis, Nikolaos.
    In: Finance.
    RePEc:wpa:wuwpfi:0512011.

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44. Overreaction after Controlling for Size and Book-to-Market Effects and its Mimicking Portfolio in Japan. (2005). Hung, Welfeng ; Cheng, David ; Chiao, Chaoshin.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:24:y:2005:i:1:p:65-91.

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45. Is asymmetric mean-reverting pattern in stock returns systematic? Evidence from Pacific-basin markets in the short-horizon. (2003). Pyun, Chong Soo ; Kim, Sei-Wan ; Nam, Kiseok.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:13:y:2003:i:5:p:481-502.

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46. Stock selection strategies in emerging markets. (2003). van Dijk, Dick ; Slagter, Erica ; van der Hart, Jaap, .
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:10:y:2003:i:1-2:p:105-132.

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47. The performance persistence of foreign closed?end funds. (2002). Bers, Martina K ; Madura, Jeff.
    In: Review of Financial Economics.
    RePEc:wly:revfec:v:11:y:2002:i:4:p:263-285.

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48. Institutional Investors: The External Costs of a Successful Innovation. (2002). Menkhoff, Lukas.
    In: Journal of Economic Issues.
    RePEc:mes:jeciss:v:36:y:2002:i:4:p:907-933.

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49. The performance persistence of foreign closed-end funds. (2002). Madura, Jeff ; Bers, Martina K..
    In: Review of Financial Economics.
    RePEc:eee:revfin:v:11:y:2002:i:4:p:263-285.

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50. Contrarian and momentum strategies in the China stock market: 1993-2000. (2002). Liu, Ming-Hua ; Kang, Joseph ; Ni, Sophie Xiaoyan.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:10:y:2002:i:3:p:243-265.

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51. Momentum and Turnover: Evidence from the German Stock Market. (2002). Weber, Martin ; Glaser, Markus .
    In: CEPR Discussion Papers.
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52. Stock Selection Strategies in Emerging Markets. (2001). van Dijk, Dick ; van der Hart, Jaap ; Jaap van der Hart, ; Slagter, Erica .
    In: Tinbergen Institute Discussion Papers.
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