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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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Presidential administrations and the day-of-the-week effect in stock returns, , and . Review of Financial Economics, 8 (1): 93--99 (June 1999)Industry momentum strategies and autocorrelations in stock returns, , and . Journal of Empirical Finance, 11 (2): 185--202 (March 2004)