When is a breakout informative? Market conditions and technical signals

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A comprehensive look at the empirical performance of equity premium prediction

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Market volatility and momentum

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Data-snooping, technical trading rule performance, and the bootstrap

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Firm-specific attributes and the cross-section of momentum

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The stationary bootstrap

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Estimating standard errors in finance panel data sets: Comparing approaches

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Equity premium predictability over the business cycle

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The 52-week high momentum strategy in international stock markets

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Understanding momentum and reversal

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A unified theory of underreaction, momentum trading, and overreaction in asset markets

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Bad news travels slowly: Size, analyst coverage, and the profitability of momentum strategies

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…and the cross-section of expected returns

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A test for superior predictive ability

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A new anomaly: The cross-sectional profitability of technical analysis

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Momentum turning points

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The 52-week high and momentum investing

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A five-factor asset pricing model

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Common risk factors in the returns on stocks and bonds

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A multifactor perspective on volatility-managed portfolios

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Momentum crashes

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Market states and momentum

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Momentum, business cycle, and time-varying expected returns

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On persistence in mutual fund performance

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Controlling the false discovery rate

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Momentum has its moments

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Do limits to arbitrage explain the benefits of volatility-managed portfolios?

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Detecting long-run abnormal stock returns: The empirical power and specification of test statistics

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Measuring economic policy uncertainty

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Technical trading revisited: False discoveries, persistence tests, and transaction costs

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Momentum and credit rating

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Asset pricing models and financial market anomalies

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Market dynamics and momentum profits

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Cognitive dissonance, sentiment, and momentum

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Regime changes and financial markets

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Illiquidity and stock returns: Cross-section and time-series effects

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