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Ang, Andrew and Hodrick, Robert J.

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Blitz, David and van Vliet, Pim, The Volatility Effect: Lower Risk Without Lower Return (July 4, 2007). Journal of Portfolio
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SSRN: http://ssrn.com/abstract=980865

Gray, Wesley R. and Vogel, Jack, Analyzing Valuation Measures: A Performance Horse-Race Over the Past 40 Years
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SSRN:http://ssrn.com/abstract=1970693 or http://dx.doi.org/10.2139/ssrn.1970693

Anderson, Keith P. and Brooks, Chris, The Long-Term Price-Earnings Ratio (May 2005). Available at
SSRN:http://ssrn.com/abstract=739664 or http://dx.doi.org/10.2139/ssrn.739664

Han, Yufeng and Yang, Ke and Zhou, Guofu, A New Anomaly: The Cross-Sectional Profitability of Technical Analysis (August
27, 2011). Available at SSRN: http://ssrn.com/abstract=1656460 orhttp://dx.doi.org/10.2139/ssrn.1656460

Papailias, Fotis and Thomakos, Dimitrios D., An Improved Moving Average Technical Trading Rule (June 1, 2014). Quantf
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SSRN:http://ssrn.com/abstract=1926376 or http://dx.doi.org/10.2139/ssrn.1926376

Papailias, Fotis and Thomakos, Dimitrios D., An Improved Moving Average Technical Trading Rule II: Can We Obtain
Performance Improvements with Short Sales? (June 1, 2014). Quantf Research Working Paper Series No. WP02/2014.
Available at SSRN: http://ssrn.com/abstract=1958906 or http://dx.doi.org/10.2139/ssrn.1958906

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