Dispersion and volatility in stock returns an empirical investigation by Campbell, John Y.

Profitability of momentum strategies : an evaluation of alternative explanations by Jegadeesh, Narasimhan

Explaining the cross-section of stock returns in Japan factors or characteristics? by Daniel, Kent

No contagion only interdependence : measuring stock market co-movements by Forbes, Kristin

Differnces of opinion, rational arbitrage and market crashes by Hong, Harrison

Capitalization of capital gains taxes : evidence from stock price reactions to the 1997 rate reduction by Lang, Mark H.

The IT revolution and the stock market by Greenwood, Jeremy

Asset prices, consumption, and the business cycle. by Campbell, John Y.

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Consumption, stock returns, and the gains from international risk-shaping. by Lewis, Karen K.

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Momentum strategies by Chan, Louis K. C.

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