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Industry momentum strategies and autocorrelations in stock returns

, , and . Journal of Empirical Finance, 11 (2): 185--202 (March 2004)

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On market efficiency of Asian foreign exchange rates: evidence from a joint variance ratio test and technical trading rules, , and . Journal of International Financial Markets, Institutions and Money, 11 (2): 199--214 (June 2001)Industry momentum strategies and autocorrelations in stock returns, , and . Journal of Empirical Finance, 11 (2): 185--202 (March 2004)Do currency futures prices follow random walks?, , and . Journal of Empirical Finance, 4 (1): 1--15 (January 1997)