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Style effects in the cross-section of stock returns

, and . Journal of Financial Economics, 74 (2): 367--398 (November 2004)

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Style effects in the cross-section of stock returns, and . Journal of Financial Economics, 74 (2): 367--398 (November 2004)Testing market efficiency using statistical arbitrage with applications to momentum and value strategies, , , and . Journal of Financial Economics, 73 (3): 525--565 (September 2004)Do hedge funds deliver alpha?: A Bayesian and bootstrap analysis, , and . Journal of Financial Economics, 84 (1): 229--264 (April 2007)