Conditional performance, portfolio rebalancing, and momentum of small-cap mutual funds
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- Wayne E. Ferson & Campbell R. Harvey, 1999.
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- Fant, L Franklin & Peterson, David R, 1995. "The Effect of Size, Book-to-Market Equity, Prior Returns, and Beta on Stock Returns: January versus the Remainder of the Year," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 18(2), pages 129-142, Summer.
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