Jennys Trading - Economics bibliographies - in Harvard style

In-text: (ALI and MUSTAFA, 2001)

Your Bibliography: ALI, S. and MUSTAFA, K., 2001. Testing Semi-strong Form Efficiency of Stock Market. [online] Available at: <http://www.pide.org.pk/pdf/PDR/2001/Volume4/651-674.pdf> [Accessed 26 January 2015].

In-text: (Alvarez-Ramirez and Ibarra-Valdez, 2003)

Your Bibliography: Alvarez-Ramirez, J. and Ibarra-Valdez, C., 2003. Trading strategies, feedback control and market dynamics. [online] Sciencedirect.com. Available at: <http://www.sciencedirect.com/science/article/pii/S0378437102018575> [Accessed 29 January 2015].

In-text: (BADRINATH and WAHAL, 2002)

Your Bibliography: BADRINATH, S. and WAHAL, S., 2002. Momentum Trading by Institutions. [online] Onlinelibrary.wiley.com. Available at: <http://onlinelibrary.wiley.com/store/10.1111/1540-6261.00502/asset/1540-6261.00502.pdf?v=1&t=i5fdkzw3&s=7897fe650af6571e5d1b20c40f9850e24590d6c4> [Accessed 27 January 2015].

In-text: (Basu, 1977)

Your Bibliography: Basu, S., 1977. INVESTMENT PERFORMANCE OF COMMON STOCKS IN RELATION TO THEIR PRICE-EARNINGS RATIOS: A TEST OF THE EFFICIENT MARKET HYPOTHESIS. The Journal of Finance, 32(3), pp.663-682.

In-text: (Chan, 2003)

Your Bibliography: Chan, W., 2003. Stock price reaction to news and no-news: drift and reversal after headlines. [online] Sciencedirect.com. Available at: <http://www.sciencedirect.com/science/article/pii/S0304405X03001466> [Accessed 27 January 2015].

In-text: (Coval, Hirshleifer and Shumway, 2005)

Your Bibliography: Coval, J., Hirshleifer, D. and Shumway, T., 2005. Can Individual Investors Beat the Market?. SSRN Journal,.

In-text: (Dechow, Hutton, Meulbroek and Sloana, 2001)

Your Bibliography: Dechow, P., Hutton, A., Meulbroek, L. and Sloana, R., 2001. Short-sellers, fundamental analysis, and stock returns. [online] Sciencedirect.com. Available at: <http://www.sciencedirect.com/science/article/pii/S0304405X01000563> [Accessed 29 January 2015].

In-text: (Grinblatt, Titman and Wermers, 1995)

Your Bibliography: Grinblatt, M., Titman, S. and Wermers, R., 1995. JSTOR: The American Economic Review, Vol. 85, No. 5 (Dec., 1995), pp. 1088-1105. [online] Jstor.org. Available at: <http://www.jstor.org/discover/10.2307/2950976?sid=21105176807741&uid=4&uid=2&uid=3738032> [Accessed 27 January 2015].

In-text: (Hagin, 1979)

Your Bibliography: Hagin, R., 1979. The Dow Jones-Irwin guide to modern portfolio theory. Homewood, Ill.: Dow-Jones-Irwin, p.11.

In-text: (Hvidkjaer, 2006)

Your Bibliography: Hvidkjaer, S., 2006. A Trade-Based Analysis of Momentum. Review of Financial Studies, 19(2), pp.457-491.

In-text: (Jegadeesh and Titman, 2002)

Your Bibliography: Jegadeesh, N. and Titman, S., 2002. Short-Horizon Return Reversals and the Bid-Ask Spread. [online] Sciencedirect.com. Available at: <http://www.sciencedirect.com/science/article/pii/S1042957385710066> [Accessed 27 January 2015].

In-text: (Jegadeesh and Titman, 2011)

Your Bibliography: Jegadeesh, N. and Titman, S., 2011. Momentum - Annual Review of Financial Economics, 3(1):493. [online] Annualreviews.org. Available at: <http://www.annualreviews.org/doi/abs/10.1146/annurev-financial-102710-144850> [Accessed 27 January 2015].

In-text: (JEGADEESH and TITMAN, 1993)

Your Bibliography: JEGADEESH, N. and TITMAN, S., 1993. Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency. [online] Onlinelibrary.wiley.com. Available at: <http://onlinelibrary.wiley.com/store/10.1111/j.1540-6261.1993.tb04702.x/asset/j.1540-6261.1993.tb04702.x.pdf?v=1&t=i5fe7q9k&s=3cb119c1bffa6023255830f8c474bf737bd99cd8> [Accessed 27 January 2015].

In-text: (JEGADEESH and TITMAN, 2001)

Your Bibliography: JEGADEESH, N. and TITMAN, S., 2001. Profitability of Momentum Strategies: An Evaluation of Alternative Explanations. [online] Available at: <http://onlinelibrary.wiley.com/store/10.1111/0022-1082.00342/asset/0022-1082.00342.pdf?v=1&t=i5fe65db&s=cc1973108dedb35ff9a9b2137ac5a12fc95a3d90> [Accessed 27 January 2015].

In-text: (Jegadeesh, 2002)

Your Bibliography: Jegadeesh, N., 2002. Cross-Sectional and Time-Series Determinants of Momentum Returns. Review of Financial Studies, 15(1), pp.143-157.

In-text: (Jensen, 1978)

Your Bibliography: Jensen, M., 1978. Some anomalous evidence regarding market efficiency. [online] Sciencedirect.com. Available at: <http://www.sciencedirect.com/science/article/pii/0304405X78900259> [Accessed 29 January 2015].

In-text: (Laffont and Maskin, 1990)

Your Bibliography: Laffont, J. and Maskin, E., 1990. The Efficient Market Hypothesis and Insider Trading on the Stock Market. [online] Jstor.org. Available at: <http://www.jstor.org/stable/2937642?seq=1#page_scan_tab_contents> [Accessed 29 January 2015].

In-text: (LEE and SWAMINATHAN, 2000)

Your Bibliography: LEE, C. and SWAMINATHAN, B., 2000. Price Momentum and Trading Volume. [online] Available at: <http://onlinelibrary.wiley.com/store/10.1111/0022-1082.00280/asset/0022-1082.00280.pdf?v=1&t=i5fdvjfq&s=a2d2375b4966a356929fca84a758b4932666771e> [Accessed 27 January 2015].

In-text: (LeRoy, 2010)

Your Bibliography: LeRoy, S., 2010. Efficient Market Hypothesis. Encyclopedia of Quantitative Finance,.

In-text: (Malkiel, 2003)

Your Bibliography: Malkiel, B., 2003. The Efficient Market Hypothesis and its Critics. [online] Jstor.org. Available at: <http://www.jstor.org/stable/3216840?seq=1#page_scan_tab_contents> [Accessed 7 January 2015].

In-text: (Malkiel, 2005)

Your Bibliography: Malkiel, B., 2005. Reflections on the Efficient Market Hypothesis: 30 Years Later. [online] Onlinelibrary.wiley.com. Available at: <http://onlinelibrary.wiley.com/store/10.1111/j.0732-8516.2005.00090.x/asset/j.0732-8516.2005.00090.x.pdf?v=1&t=i5dx1rgw&s=2ae2a2fb2f6af5a5058f3125d24c1ffe8adc67a3> [Accessed 26 January 2015].

In-text: (Moosaa and Lib, 2011)

Your Bibliography: Moosaa, I. and Lib, L., 2011. Technical and Fundamental Trading in the Chinese Stock Market: Evidence Based on Time-Series and Panel Data. [online] Taylor & Francis. Available at: <http://www.tandfonline.com/doi/abs/10.2753/REE1540-496X4701S103> [Accessed 29 January 2015].

In-text: (POSHAKWALE, 1996)

Your Bibliography: POSHAKWALE, S., 1996. Evidence on Weak Form Efficiency and Day of the Week Effect in the Indian Stock Market. [online] Available at: <http://www.iif.edu/data/fi/journal/Fi103/FI103Art3.PDF> [Accessed 26 January 2015].

In-text: (Potocki and Świst, 2012)

Your Bibliography: Potocki, T. and Świst, T., 2012. EMPIRICAL TEST OF THE STRONG FORM EFFICIENCY OF THE WARSAW STOCK EXCHANGE: THE ANALYSIS OF WIG 20 INDEX SHARES. [online] Available at: <http://www.asecu.gr/Seeje/issue19/issue19-potocki.pdf> [Accessed 26 January 2015].

In-text: (Schwager, 1984)

Your Bibliography: Schwager, J., 1984. A complete guide to the futures markets. New York, NY [u.a.]: Wiley, p.142.

In-text: (Suresh, 2013)

Your Bibliography: Suresh, A., 2013. A STUDY ON FUNDAMENTAL AND TECHNICAL ANALYSIS. [online] Available at: <http://indianresearchjournals.com/pdf/IJMFSMR/2013/May/6.pdf> [Accessed 26 January 2015].

In-text: (Timmermann and Granger, 2004)

Your Bibliography: Timmermann, A. and Granger, C., 2004. Efficient market hypothesis and forecasting. [online] Sciencedirect.com. Available at: <http://www.sciencedirect.com/science/article/pii/S0169207003000128> [Accessed 29 January 2015].