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1

Asquith, Paul. Short interest and stock returns. National Bureau of Economic Research, 2004.

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2

Lamont, Owen A. Investment plans and stock returns. National Bureau of Economic Research, 1999.

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3

Jones, Charles M. Short sale constraints and stock returns. National Bureau of Economic Research, 2001.

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4

Titman, Sheridan. Capital investments and stock returns. National Bureau of Economic Research, 2003.

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5

A, Sinquefield Rex, and Institute of Chartered Financial Analysts. Research Foundation., eds. Stocks, bonds, bills, and inflation: Historical returns (1926-1987). Research Foundation of the Institute of Chartered Financial Analysts, 1989.

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6

Calvet, Laurent E. Multifrequency news and stock returns. National Bureau of Economic Research, 2005.

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7

Calvet, Laurent E. Multifrequency news and stock returns. National Bureau of Economic Research, 2005.

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8

McCarthy, Kevin A. Using economic variables to explain stock market returns. University CollegeDublin, 1996.

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9

Lamont, Owen A. Financial constraints and stock returns. National Bureau of Economic Research, 1997.

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10

Jacobsen, Ben. Time series properties of stock returns. Kluwer Bedrijfsinformatie, 1997.

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11

Campbell, John Y. Trading volume and serial correlation in stock returns. National Bureau of Economic Research, 1992.

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12

Volume and the nonlinear dynamics of stock returns. Springer, 1998.

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13

Wolfers, Justin. Diagnosing discrimination: Stock returns and CEO gender. National Bureau of Economic Research, 2006.

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14

Wolfers, Justin. Diagnosing discrimination: Stock returns and CEO gender. IZA, 2006.

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15

Campbell, John Y. Dispersion and volatility in stock returns: An empirical investigation. National Bureau of Economic Research, 1999.

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16

Geert, Bekaert. Stock and bond returns with moody investors. National Bureau of Economic Research, 2006.

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17

Lettau, Martin. Consumption, aggregate wealth and expected stock returns. Federal Reserve Bank of New York, 1999.

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18

Parker, Jonathan A. Consumption risk and expected stock returns. National Bureau of Economic Research, 2003.

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19

Parker, Jonathan A. Consumption risk and expected stock returns. Woodrow Wilson School of Public and International Affairs, 2003.

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20

Huberman, Gur. Size and industry-related covariations of stock returns. Tel Aviv University, Faculty of Management, The Leon Recanati Graduate School of Business Administration, 1988.

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21

Anomalies in stock returns on a thin security market. Swedish School of Economics and Business Administration, 1986.

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22

Baker, Malcolm. Investor sentiment and the cross-section of stock returns. National Bureau of Economic Research, 2004.

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23

Grinblatt, Mark. What do we really know about the cross-sectional relation between past and expected returns? National Bureau of Economic Research, 2002.

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24

Catão, Luis. Country and industry dynamics in stock returns. International Monetary Fund, Research Department, 2003.

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25

R, Nelson Charles. Predictable stock returns: Reality or statistical illusion? National Bureau of Economic Research, 1990.

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26

Campbell, John Y. Growth or glamour?: Fundamentals and systematic risk in stock returns. National Bureau of Economic Research, 2005.

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27

Campbell, John Y. Growth or glamour?: Fundamentals and systematic risk in stock returns. National Bureau of Economic Research, 2005.

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28

Guo, Hui. Does stock market volatility forecast returns: The international evidence. Federal Reserve Bank of St. Louis, 2003.

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29

Krichene, Noureddine. Modeling stochastic volatility with application to stock returns. International Monetary Fund, African Department, 2003.

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30

Schwert, G. William. Stock returns and real activity: A century of evidence. National Bureau of Economic Research, 1990.

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31

Daniel, Kent. Explaining the cross-section of stock returns in Japan: Factors or characteristics? National Bureau of Economic Research, 1999.

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32

Cheung, Yin-Wong. A search for long memory in international stock market returns. City Polytechnic of Hong Kong, Department of Economics and Finance, 1995.

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33

Daniel, Kent. Evidence on the characteristics of cross sectional variation in stock returns. National Bureau of Economic Research, 1996.

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34

Barberis, Nicholas. Mental accounting, loss aversion, and individual stock returns. National Bureau of Economic Research, 2001.

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35

Claessens, Stijn. The cross-section of stock returns: Evidence from the emerging markets. World Bank, Policy Research Dept., Environment, Infrastructure, and Agriculture Division, and World Development Report Office, and International Finance Corporation, Economics Dept., 1995.

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36

Özçam, Mustafa. An analysis of the macroeconomic factors that determine stock returns in Turkey. Sermaye Piyasası Kurulu, 1997.

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37

Chen, Joseph. Forecasting crashes: Trading volume, past returns and conditional skewness in stock prices. National Bureau of Economic Research, 2000.

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38

Ferson, Wayne E. Conditioning variables and the cross-section of stock returns. National Bureau of Economic Research, 1999.

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39

Hartl, Stefan. Trading volume and noise in financial markets and their relation to stock prices and stock returns. typescript, 1995.

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40

Wills, Gráinne. Do stockbroker recommendations lead to 'informed' investors making abnormal returns? University College Dublin, 1995.

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41

Chan, Ka-Keung Ceajer. Information, trading and stock returns: Lessons from dually-listed securities. National Bureau of Economic Research, 1994.

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42

House prices, stock returns, national accounts and the Riksbank balance sheet, 1620-2012. Ekerlids Förlag, 2014.

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43

Brandt, Michael W. On the relationship between the conditional mean and volatility of stock returns: A latent VAR approach. National Bureau of Economic Research, 2002.

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44

Guidolin, Massimo. An econometric model of nonlinear dynamics in the joint distribution of stock and bond returns. Federal Reserve Bank of St. Louis, 2005.

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45

Dokko, Yoon. Stock market returns and inflation: The effects of economic uncertainty. College of Commerce and Business Administration, University of Illinois at Urbana-Champaign, 1985.

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46

Niskanen, Jyrki. The association of stock returns with international accounting standards (IAS) earnings: evidence from listed Finnish firms. European Institute for Advanced Studies in Management, 1992.

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47

John, Clark. Foreign investment fluctuations and emerging market stock returns: The case of Mexico. Federal Reserve Bank of New York, 1997.

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48

Lin, Wen-Ling. Do bulls and bears move across borders?: International transmission of stock returns and volatility as the world turns. National Bureau of Economic Research, 1991.

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49

Martikainen, Teppo. The individual and incremental significance of the economic determinants of stock returns and systematic risk. Universitas Wasaensis, 1990.

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50

Green, Christopher J. British Stock Market prices and returns over three centuries: A review of statistical methods and data sources. Loughborough University, Department of Economics, 1997.

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