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Conrad and kaul an anatomy of trading strategies
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Disentangling Size from Momentum in Australian Stock

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Momentum in Australian Stock Returns - Stan Hurn, Vlad

2011-03-04 · An Anatomy of Trading Strategies. Day-of-the-week effect is crucial on the final performance of the trading strategy ( Conrad and Kaul, 1988,

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A learning-based contrarian trading strategy via a dual

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Conrad and kaul an anatomy of trading strategies
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Cross-Sectional Return Dispersion and Time Variation in

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Conrad and kaul an anatomy of trading strategies
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Autocorrelation, Return Horizons, and Momentum in Stock

An anatomy of trading strategies. Abstract In this article we use a single unifying framework to analyze conrad sources of profits kaul a wide spectrum of return

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Profitability of Momentum Strategies: An Evaluation of

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Conrad and kaul an anatomy of trading strategies
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Profitability of Momentum Strategies: An Evaluation of

Jennifer Conrad and Gautham Kaul (Autumn 1998): “An anatomy of trading strategies”, Review of Financial Studies, Vol. 11, p 489-519.

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Broad-market return persistence and momentum profits

2008-03-01 · Prior evidence concerning momentum in Australian equity returns implementation of a trading strategy, Conrad, J., & Kaul, G. 1998, ‘An anatomy of

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Profitability of Momentum Strategies: An Evaluation of

Profitability of Momentum Strategies: An Evaluation of Alternative Conrad and Kaul dividual studies that find that a particular trading strategy is

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Profitability of Momentum Strategies: An Evaluation of Alternative momentum strategies continue to be profitable and Most notably, Conrad and Kaul

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Discussion of “Momentum and Autocorrelation in Stock

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2015-06-03 · Jennifer Conrad, Gautam Kaul; An Anatomy of Trading Strategies, Trading strategies that apparently “beat the market” date back to the inception of trading in

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An Anatomy Of Trading Strategies , An anatomy of trading

“ Risk Adjustment and Trading Strategies.” Conrad, J., and Kaul, G.. “ An Anatomy of Trading Strategies.”

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An Anatomy of Trading Strategies, The Review of Financial

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Vol. 11, No. 3, Autumn, 1998 of The Review of Financial

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Trading Volume and Momentum: The International Evidence

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An Anatomy of Trading Strategies by Jennifer S. Conrad

An Anatomy of Trading Strategies: Evidence from an Emerging Market prices are the sole basis of return-based trading strategies. Conrad and Kaul (1998) found

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