@incollection{,
	
					
					
					D6DC0FBEFAE66326CE5EE5B3B8F4C535
				,
	author={{OzgeYurukoglu} and {Yeditepe University}},
	journal={{Global Journal of Management and Business Research}},
	journal={{GJMBR}}2249-45880975-585310.34257/GJMBR,
	address={Cambridge, United States},
	publisher={Global Journals Organisation}1691722
}

@incollection{b0,
	
	
		,
	title={{Can book-to-market, size and momentum be extra risk factors that explain the stocks rate of return?: Evidence from emerging market}}
		,
	author={{
			MAl-Mwalla
		}}
	
	
		,
	journal={{Journal of Finance, Accounting and Management}}
		
			3
			2
			42
			,
	year={2012}
		
	

}

@incollection{b1,
	
	
		,
	title={{Additional Risk Factors that can be used to Explain more Anomalies: Evidence from Emerging Market}}
		,
	author={{
			MAl-Mwalla
		} and {
			KAAl-Qudah
		} and {
			MKarasneh
		}}
		
		
	
	
		,
	journal={{International Research Journal of Finance and Economics}}
		
			99
			,
	year={2012}
		
	

}

@incollection{b2,
	
	
		,
	title={{Momentum and mean reversion across national equity markets}}
		,
	author={{
			RJBalvers
		} and {
			YWu
		}}
		
	
	
		,
	journal={{Journal of Empirical Finance}}
		
			13
			1
			
			,
	year={2006}
		
	

}

@book{b3,
	
	
		,
	title={{The Winners and Losers Effect: Evidence from the Istanbul Stock Exchange}}
		,
	author={{
			RBildik
		} and {
			GGulay
		}}
		
		
			,
	year={2002}
		
	

}

@book{b4,
	
	
		,
	title={{Strong and weak momentum components: Evidence from international market indices}}
		,
	author={{
			GNBornholt
		} and {
			MMalin
		}}
		
		
			,
	year={2013}
		
	
	,
	note={Available at SSRN 2315993}

}

@book{b5,
	
	
		,
	title={{Time-series and Crosssectional Momentum in the Saudi Arabia Stock Market Returns}}
		,
	author={{
			SS HChowdhury
		}}
		
			,
	year={2016}
		
	
	,
	note={Available at SSRN}

}

@incollection{b6,
	
	
		,
	title={{Market states and momentum}}
		,
	author={{
			MJCooper
		} and {
			RC GJr
		} and {
			AHameed
		}}
		
		
	
	
		,
	journal={{The Journal of Finance}}
		
			59
			3
			
			,
	year={2004}
		
	

}

@incollection{b7,
	
	
		,
	title={{Investor psychology and security market under-and overreactions}}
		,
	author={{
			KDaniel
		} and {
			DHirshleifer
		} and {
			ASubrahmanyam
		}}
		
		
	
	
		,
	journal={{The Journal of Finance}}
		
			53
			6
			
			,
	year={1998}
		
	

}

@incollection{b8,
	
	
		,
	title={{Does the stock market overreact}}
		,
	author={{
			WF MDe Bondt
		} and {
			RThaler
		}}
		
	
	
		,
	journal={{Journal of finance}}
		
			40
			3
			
			,
	year={1985}
		
	

}

@incollection{b9,
	
	
		,
	title={{Interaction of Size and Momentum Effects in Jordan Firms}}
		,
	author={{
			OKGharaibeh
		}}
	
	
		,
	journal={{International Review of Management and Business Research}}
		
			4
			1
			
			,
	year={2015}
		
	

}

@incollection{b10,
	
	
		,
	title={{Srong and Weak Price Momentum Components: Evidence from 10 Arabic Market Indices International Journal of Academic Research in Accounting}}
		,
	author={{
			OKGharaibeh
		}}
	
	
		,
	journal={{Finance and Management Sciences}}
		
			6
			4
			,
	year={2016}
		
	

}

@incollection{b11,
	
	
		,
	title={{A unified theory of underreaction, momentum trading, and overreaction in asset markets}}
		,
	author={{
			HHong
		} and {
			JCStein
		}}
		
	
	
		,
	journal={{The Journal of Finance}}
		
			54
			6
			
			,
	year={1999}
		
	

}

@incollection{b12,
	
	
		,
	title={{Returns to buying winners and selling losers: Implications for stock market efficiency}}
		,
	author={{
			NJegadeesh
		} and {
			STitman
		}}
		
	
	
		,
	journal={{Journal of Finance}}
		
			48
			1
			
			,
	year={1993}
		
	

}

@incollection{b13,
	
	
		,
	title={{Profitability of momentum strategies: An evaluation of alternative explanations}}
		,
	author={{
			NJegadeesh
		} and {
			STitman
		}}
		
	
	
		,
	journal={{The Journal of Finance}}
		
			56
			2
			
			,
	year={2001}
		
	

}

@incollection{b14,
	
	
		,
	title={{Can contrarian strategies improve momentum profits}}
		,
	author={{
			HWKot
		} and {
			KChan
		}}
		
	
	
		,
	journal={{Journal of Investment Management}}
		
			4
			1
			,
	year={2006}
		
	

}

@incollection{b15,
	
	
		,
	title={{Hypothesis testing with efficient method of moments estimation}}
		,
	author={{
			WKNewey
		} and {
			KDWest
		}}
		
	
	
		,
	journal={{International Economic Review}}
		
			
			,
	year={1987}
		
	

}

@incollection{b16,
	
	
		,
	title={{Interaction of size, book-to-market and momentum effects in Australia}}
		,
	author={{
			MAO'brien
		} and {
			TBrailsford
		} and {
			CGaunt
		}}
		
		
	
	
		,
	journal={{Accounting & Finance}}
		
			50
			1
			
			,
	year={2010}
		
	

}

@incollection{b17,
	
	
		,
	title={{Sources of momentum profits in international stock markets}}
		,
	author={{
			KIPark
		} and {
			DKim
		}}
		
	
	
		,
	journal={{Accounting & Finance}}
		
			54
			2
			
			,
	year={2014}
		
	

}

@book{b18,
	
	
		,
	title={{Do stock prices overreact to earnings news}}
		,
	author={{
			BSwaminathan
		} and {
			CLee
		}}
		
		
			,
	year={2000}
		
		
			Cornell Johnson School of Management Working Paper
		
	

}

@book{b19,
	
	
		,
	author={{
			M.-CWang
		} and {
			H.-CWang
		} and {
			Y.-CALiu
		}}
		
		
		,
	title={{Short-Term Momentum and Investing Strategies in Daily Returns: Evidence from Taiwan Advances in Investment Analysis and Portfolio Management}}
				
			,
	year={2016}
			
		
	

}

@incollection{b20,
	
	
		,
	title={{A heteroskedasticity-consistent covariance matrix estimator and a direct test for heteroskedasticity}}
		,
	author={{
			HWhite
		}}
	
	
		,
	journal={{Econometrica: Journal of the Econometric Society}}
		
			48
			
			,
	year={1980}
		
	

}