@incollection{,
	
					
					
					47783C222AF4153971F98B9D11D68F10
				,
	author={{Ghaith N. AlEitan} and {OmarGharaibeh} and {BassamAlown} 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}1691724
}

@incollection{b0,
	
	
		,
	title={{Liquidity and autocorrelations in individual stock returns}}
		,
	author={{
			DAvramov
		} and {
			TChordia
		} and {
			AGoyal
		}}
		
		
	
	
		,
	journal={{The Journal of Finance}}
		
			5
			
			,
	year={2006}
		
	

}

@incollection{b1,
	
	
		,
	title={{Short-term abnormal returns of the contrarian strategy in the Japanese stock market}}
		,
	author={{
			RPChang
		} and {
			DMcleavey
		} and {
			SGRhee
		}}
		
		
		10.1111/j.1468-5957.1995.tb00892.x
		
	
	
		,
	journal={{Journal of Business Finance & Accounting}}
		
			22
			7
			
			,
	year={1995}
		
	

}

@incollection{b2,
	
	
		,
	title={{Individualism and momentum around the world}}
		,
	author={{
			ACChui
		} and {
			STitman
		} and {
			KJWei
		}}
		
		
	
	
		,
	journal={{The Journal of Finance}}
		
			65
			1
			
			,
	year={2010}
		
	

}

@book{b3,
	
	
		,
	title={{Clientele change, liquidity shock, and the return on financially distressed stocks}}
		,
	author={{
			ZDa
		} and {
			PGao
		}}
		
		
			,
	year={2010}
		
	

}

@incollection{b4,
	
	
		,
	title={{A closer look at the short-term return reversal}}
		,
	author={{
			ZDa
		} and {
			QLiu
		} and {
			ESchaumburg
		}}
		
		
	
	
		,
	journal={{Management science}}
		
			60
			3
			
			,
	year={2013}
		
	

}

@incollection{b5,
	
	
		,
	title={{Short-Term Contrarian Profits in the Kuwait Stock Market}}
		,
	author={{
			OKGharaibeh
		}}
	
	
		,
	journal={{International Journal of Business and Management}}
		
			10
			1
			
			,
	year={2015}
		
	

}

@incollection{b6,
	
	
		,
	title={{The Long-Lasting Momentum in Weekly Returns}}
		,
	author={{
			RCGutierrez
		} and {
			EKKelley
		}}
		
	
	
		,
	journal={{The Journal of Finance}}
		
			63
			1
			
			,
	year={2008}
		
	

}

@incollection{b7,
	
	
		,
	title={{Momentum strategies: Evidence from Pacific Basin stock markets}}
		,
	author={{
			AHameed
		} and {
			YKusnadi
		}}
		
	
	
		,
	journal={{Journal of financial research}}
		
			25
			3
			
			,
	year={2002}
		
	

}

@incollection{b8,
	
	
		,
	title={{Industries and stock return reversals}}
		,
	author={{
			AHameed
		} and {
			GMian
		}}
		
	
	
		,
	journal={{Journal of Financial and Quantitative Analysis(Forthcoming)}}
		
			,
	year={2013}
		
	

}

@incollection{b9,
	
	
		,
	title={{Contrarian and momentum strategies in the China stock market}}
		,
	author={{
			JKang
		} and {
			M.-HLiu
		} and {
			SXNi
		}}
		
		
	
	
		,
	journal={{Pacific-Basin Finance Journal}}
		
			10
			3
			
			,
	year={2002. 1993-2000}
		
	

}

@incollection{b10,
	
	
		,
	title={{Who is winner?-Empirical test of winner-loser effects in China stock market using Shangzheng 180 index}}
		,
	author={{
			CLiu
		} and {
			XQin
		}}
		
	
	
		,
	journal={{J Sys Manag}}
		
			6
			
			,
	year={2007}
		
	
	,
	note={in Chinese}

}

@incollection{b11,
	
	
		,
	title={{When are contrarian profits due to stock market overreaction?}}
		,
	author={{
			AWLo
		} and {
			ACMackinlay
		}}
		
	
	
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	journal={{Review of Financial Studies}}
		
			3
			2
			
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	year={1990}
		
	

}

@book{b12,
	
	
		,
	title={{}}
		10.1093/rfs/1093.1092.1175
		
		
	

}

@incollection{b13,
	
	
		,
	title={{Price continuation and reversal in China's A-share market: A comprehensive examination}}
		,
	author={{
			LPan
		} and {
			JXu
		}}
		
	
	
		,
	journal={{J Financial Res (in Chinese)}}
		
			1
			11
			
			,
	year={2011}
		
	

}

@incollection{b14,
	
	
		,
	title={{Liquidity Risk and Expected Stock Retums}}
		,
	author={{
			LPástor
		} and {
			RFStambaugh
		}}
		
	
	
		,
	journal={{Journal of Political economy}}
		
			
			,
	year={2003}
		
	

}

@incollection{b15,
	
	
		,
	title={{Distinguishing Between Rationales for Short Horizon Predictability of Stock Returns}}
		,
	author={{
			ASubrahmanyam
		}}
	
	
		,
	journal={{Financial Review}}
		
			40
			1
			
			,
	year={2005}
		
	

}

@book{b16,
	
	
		,
	title={{}}
		,
	author={{
			M.-CWang
		} and {
			H.-CWang
		} and {
			Y.-CALiu
		}}
		
		
		
			,
	year={2016}
		
	

}

@book{b17,
	
	
		,
	title={{Short-Term Momentum and Investing Strategies in Daily Returns: Evidence from Taiwan Advances in Investment Analysis and Portfolio Management}}
				
			
		
	

}

@incollection{b18,
	
	
		,
	title={{Empirical studies of momentum and contrarian strategies in the Chinese stock market}}
		,
	author={{
			XYang
		} and {
			ZChen
		}}
		
	
	
		,
	journal={{Qinghua Daxue Xuebao/Journal of Tsinghua University(China)}}
		
			44
			6
			
			,
	year={2004}
		
	

}