What do we really know about the cross-sectional relation between past and expected returns?
By: Mark Grinblatt, Tobias J. Moskowitz.
Contributors: Moskowitz, Tobias J.; National Bureau of Economic Research.
Series: NBER working paper series -- no. 8744; Working paper series (National Bureau of Economic Research) -- working paper no. 8744.
Publisher: National Bureau of Economic Research
Published: 2002
Place of publication: Cambridge, MA
Language: eng
Number of pages: 37
Subjects: Stocks -- Prices -- Econometric models.; Stock price forecasting -- Econometric models.
Genres: Econometric models.
Notes: "January 2002."

JEL no. G0, G1.

Includes bibliographical references (p. 35-37).

Electronic access limited to Binghamton University faculty, staff and students for instructional and research purposes only.

Electronic version available via the Internet at the NBER World Wide Web site.