search query: @author Hanna, J.D. / total: 1
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| Author: | Hanna, J.D. Ready, M.J. |
| Title: | Profitable predictability in the cross section of stock returns |
| Journal: | Journal of Financial Economics
2005 : DEC, VOL. 78:3, p. 463-505 |
| Index terms: | stock returns trading transaction costs |
| Language: | eng |
| Abstract: | In this article the authors find that the Haugen and Baker (1996) long-short stock selection strategies do not provide attractive returns after transaction costs if an investor already has access to strategy portfolios based on book-to-market and momentum. |
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