search query: @author Ready, M.J. / total: 3
reference: 2 / 3
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. |
SCIMA