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A prospect-theoretical interpretation of momentum returns

, and . Economics Letters, 93 (3): 360--366 (December 2006)

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Institutional and individual sentiment: Smart money and noise trader risk?. International Journal of Forecasting, 23 (1): 127--145 (00 2007)A prospect-theoretical interpretation of momentum returns, and . Economics Letters, 93 (3): 360--366 (December 2006)