@incollection{,
	
					
					
					1B2F93C6B231EDC12AC7CA11E5707372
				,
	author={{OmarGharaibeh} and {Al Albayt University}},
	journal={{Global Journal of Management and Business Research}},
	journal={{GJMBR}}2249-45880975-585310.34257/GJMBR,
	address={Cambridge, United States},
	publisher={Global Journals Organisation}16719
}

@incollection{b0,
	
	
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	title={{The interaction of value and momentum strategies}}
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@incollection{b1,
	
	
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}

@book{b2,
	
	
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	title={{Do the Size, Value, and Momentum Factors Drive Stock Returns in Emerging Markets? Value, and Momentum Factors Drive Stock Returns in Emerging Markets}}
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@incollection{b3,
	
	
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}

@incollection{b4,
	
	
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	title={{Do industries matter in explaining stock returns and asset-pricing anomalies}}
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			PHHo
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}

@incollection{b5,
	
	
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@incollection{b6,
	
	
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@incollection{b7,
	
	
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@incollection{b8,
	
	
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@incollection{b9,
	
	
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@incollection{b10,
	
	
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	title={{Stock return momentum and reversal}}
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}

@incollection{b11,
	
	
		,
	title={{The Inter-Firm Value Effect in the}}
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	author={{
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		}}
	
	
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	journal={{International Journal of Business and Management}}
		
			11
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	year={2016}
		
	

}

@incollection{b12,
	
	
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	title={{Predicting stock price movements from past returns: The role of consistency and tax-loss selling}}
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@incollection{b13,
	
	
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	title={{The Size and Value Effect to Explain Cross-Section of Expected Stock Returns in Dhaka Stock Exchange}}
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}

@incollection{b14,
	
	
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	title={{Contrarian investment, extrapolation, and risk}}
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@incollection{b15,
	
	
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	title={{Long-term return reversal: Evidence from international market indices}}
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			GBornholt
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	note={Institutions and Money}

}

@incollection{b16,
	
	
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	title={{A simple, positive semi-definite, heteroskedasticity and autocorrelation consistent covariance matrix}}
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	author={{
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@incollection{b17,
	
	
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	title={{Is the bookto-market ratio a measure of risk}}
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@incollection{b18,
	
	
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	title={{Stock returns, size, and book-tomarket equity}}
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@incollection{b19,
	
	
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	title={{A heteroskedasticity-consistent covariance matrix estimator and a direct test for heteroskedasticity}}
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}