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Stock Trading and Expected Returns

The following sources are recommended by a professor whose research specialty is the stock market.


Six Superlative Sources

· Amihud, Y., and H. Mendelson, 1986, Asset pricing and the bid-ask spread, Journal of Financial Economics 17, 223-49.

· Brennan, M.J., T. Chordia, and A. Subrahmanyam, 1998, Alternative factor specifications, security characteristics, and the cross-section of expected stock returns, Journal of Financial Economics 49, 345-73.

· Fama, E.F., and K.R. French, 1992, The cross section of expected stock returns, Journal of Finance 47, 427-66.

· Fama, E.F., and K.R. French, 1993, Common risk factors in the returns on stocks and bonds, Journal of Financial Economics 33, 3-56.

· Jegadeesh, N., and S. Titman, 1993, Returns to buying winners and selling losers: implications for stock market efficiency, Journal of Finance 48, 65-92.

· Lo, A., and C. MacKinlay, 1990, Data-snooping biases in tests of financial asset pricing models, Review of Financial Studies 3, 431-68.

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