Instruct: Given a paper title, retrieve paper titles that are cited by the given paper.
Query: momentum , business cycle and time - varying expected returns by .
Profitability of Momentum Strategies: An Evaluation of Alternative Explanations
credit cycles and macro fundamentals .
The Global Financial Crisis and the Efficient Market Hypothesis: What Have We Learned?
a unified theory of underreaction , momentum trading , and overreaction in asset markets .
Time-Varying Parameter VAR Model with Stochastic Volatility: An Overview of Methodology and Empirical Applications
A fuzzy logic momentum analysis system for financial brokerage
Reflections on the Efficient Market Hypothesis: 30 Years Later
Forecasting Volatility in Financial Markets: A Review
Resurrecting the (C)CAPM: A Cross-Sectional Test When Risk Premia Are Time-Varying
Trading Activity and Expected Stock Returns
Stock Market Efficiency and Economic Efficiency: Is There a Connection?
Trend Filtering Methods for Momentum Strategies ∗
Bayesian Multivariate Time Series Methods for Empirical Macroeconomics
Aggregated Momentum: Stability Through Passive Damping
Information demand and stock market volatility
AN ANALYSIS FOR CREDIT RATING AND MOMENTUM STRATEGY
Momentum and Credit Rating
the econometrics of high frequency data ∗ .
Asset Pricing Under Endogenous Expectations in an Artificial Stock Market
Financial Frictions and the Persistence of History: A Quantitative Exploration
Representation And Inference For Natural Language A First Course In Computational Semantics
Impact of a contemplative end-of-life training program: being with dying.
Abnormality Detection in Mammography using Deep Convolutional Neural Networks
Price Momentum and Trading Volume
Attributes that Predict which Features to Fix: Lessons for App Store Mining