1 이정도, "한국주식시장에서 셰속투자전략과 반대투자전략의 수익성분석" 한국증권학회 30 : 33-72, 2002
2 김태혁, "한국주식시장에 있어서 반전거래전략과 계속거래전략의 경제적 유용성에 관한 비교연구" 14 : 73-111, 1999
3 감형규, "주식수익률,위험,장부가치/시장가치 비율의 관계에 관한 연구" 2 : 127-145, 2004
4 우춘식, "반전거래전략의 투자성과와 체계적 위험의 변화에 관한 실증연구" 17 (17): 67-89, 2000
5 김석진, "기업규모와 장부가/시가 비율과 주식수익률의 관계" 13 (13): 21-47, 2000
6 감형규, "기본적 변수와 주식수익률의 관계에 관한 실증적 연구" 14 (14): 21-55, 1997
7 Scowcroft, A, "Understanding momentum" 61 : 64-82, 2005
8 Lewellen,J, "The Time-series Relations among Expected Return,Risk,and Book-to-market" 54 : 5-43, 1999
9 Liu, W, "The Profitability of Momentum Investing" 9 : 1043-1091, 1999
10 Mun, J. C., "Test of Contrarian Investment Strategy Evidence from the French and German Stock Markets" 8 : 215-234, 1999
1 이정도, "한국주식시장에서 셰속투자전략과 반대투자전략의 수익성분석" 한국증권학회 30 : 33-72, 2002
2 김태혁, "한국주식시장에 있어서 반전거래전략과 계속거래전략의 경제적 유용성에 관한 비교연구" 14 : 73-111, 1999
3 감형규, "주식수익률,위험,장부가치/시장가치 비율의 관계에 관한 연구" 2 : 127-145, 2004
4 우춘식, "반전거래전략의 투자성과와 체계적 위험의 변화에 관한 실증연구" 17 (17): 67-89, 2000
5 김석진, "기업규모와 장부가/시가 비율과 주식수익률의 관계" 13 (13): 21-47, 2000
6 감형규, "기본적 변수와 주식수익률의 관계에 관한 실증적 연구" 14 (14): 21-55, 1997
7 Scowcroft, A, "Understanding momentum" 61 : 64-82, 2005
8 Lewellen,J, "The Time-series Relations among Expected Return,Risk,and Book-to-market" 54 : 5-43, 1999
9 Liu, W, "The Profitability of Momentum Investing" 9 : 1043-1091, 1999
10 Mun, J. C., "Test of Contrarian Investment Strategy Evidence from the French and German Stock Markets" 8 : 215-234, 1999
11 Antoniou, A, "Short-term Contrarion Strategies in London Stock Exchange:Are They Profitable? Which Factors Affect Them" 33 : 839-867, 2006
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13 Jegadeesh, N, "Returns to Buying Winners and Selling Losers:Implications for Stock Market Efficiency" 48 : 65-91, 1993
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19 Fama, E. F, "Multifactor Explanations of Asset Pricing Anomalies" 51 : 55-84, 1996
20 Rouwenhorst,K.G, "International Momentum Strategies" 53 : 267-284, 1998
21 Griffin, J. M, "Global Momentum Strategies:A Portfolio Perspective" 4 : 23-29, 2005
22 DeBondt, W, "Further Evidence on Investor Overreaction and Stock Market Seasonality" 42 : 557-581, 1988
23 Jegadeesh,N, "Evidence of Predictable Behavior of Security Returns" 45 : 881-898, 1990
24 DeBondt, W, "Does the Stock Market Overreact" 40 : 793-808, 1985
25 Kang, J, "Contrarian and Momentum Strategies in the China Stock Market: 1993~2000" 10 : 243-265, 2002
26 Schiererck, D, "Contrarian and Momentum Strategies in Germany" 55 : 104-116, 1999
27 Fama, E. F, "Common Risk Factors in the Returns on Stocks and Bonds" 33 : 3-56, 1993
28 Sharpe,W.F, "Capital Asset Prices:A Theory of Market Equilibrium under Conditions of Risk" 19 : 425-442, 1964
29 Conrad, J, "An Anatomy of Trading Strategies" 11 : 489-519, 1998