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isPartOf:"Review of financial economics : RFE"
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Review of financial economics : RFE
Applied economics letters
Energy economics
Financial markets and portfolio management
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28
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22
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20
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19
Pacific-Basin finance journal
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ECONIS (ZBW)
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1
Momentum: what do we know 30 years after Jegadeesh and Titman's seminal paper?
Wiest, Tobias
- In:
Financial markets and portfolio management
37
(
2023
)
1
,
pp. 95-114
Persistent link: https://www.econbiz.de/10014252609
Saved in:
2
Oil beta uncertainty and global stock returns
Chen, Chun-Da
;
Demirer, Rıza
- In:
Energy economics
112
(
2022
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013350430
Saved in:
3
Benchmark, relative return, and asset pricing
Bergeron, Claude
- In:
Applied economics letters
29
(
2022
)
16
,
pp. 1498-1503
Persistent link: https://www.econbiz.de/10013412214
Saved in:
4
Are momentum crashes pervasive regardless of strategy? : evidence from the foreign exchange market
Grobys, Klaus
;
Haga, Jesper
- In:
Applied economics letters
24
(
2017
)
20
,
pp. 1499-1503
Persistent link: https://www.econbiz.de/10011853099
Saved in:
5
The incremental information content of innovations in implied idiosyncratic volatility
Moll, Cliff R.
;
Huffman, Stephen P.
- In:
Review of financial economics : RFE
30
(
2016
),
pp. 33-44
Persistent link: https://www.econbiz.de/10011579946
Saved in:
6
Oil price risk exposure and the cross-section of stock returns : the case of net exporting countries
Demirer, Rıza
;
Jategaonkar, Shrikant P.
;
Khalifa, …
- In:
Energy economics
49
(
2015
),
pp. 132-140
Persistent link: https://www.econbiz.de/10011536689
Saved in:
7
On the interaction between momentum effect and size effect
Alhenawi, Yasser
- In:
Review of financial economics : RFE
26
(
2015
),
pp. 36-46
Persistent link: https://www.econbiz.de/10011411959
Saved in:
8
Corporate sustainability in asset pricing models and mutual funds performance measurement
Walker, Thomas J.
;
Lopatta, Kerstin
;
Kaspereit, Thomas
- In:
Financial markets and portfolio management
28
(
2014
)
4
,
pp. 363-407
Persistent link: https://www.econbiz.de/10010467393
Saved in:
9
The predictability of aggregate returns on commodity futures
Lutzenberger, Fabian
- In:
Review of financial economics : RFE
23
(
2014
)
3
,
pp. 120-130
Persistent link: https://www.econbiz.de/10010442582
Saved in:
10
The high returns to low volatility stocks are actually a premium on high quality firms
Walkshäusl, Christian
- In:
Review of financial economics : RFE
22
(
2013
)
4
,
pp. 180-186
Persistent link: https://www.econbiz.de/10010442729
Saved in:
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