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language:"eng"
~person:"Glabadanidis, Paskalis"
~person:"Linnainmaa, Juhani"
~person:"Massa, Massimo"
~subject:"USA"
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Search: subject_exact:"Capital market returns"
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Glabadanidis, Paskalis
Linnainmaa, Juhani
Massa, Massimo
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ECONIS (ZBW)
16
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1
The Market Timing Power of Moving Averages : Evidence from US REITs and REIT Indexes
Glabadanidis, Paskalis
-
2023
I present evidence that a moving average trading strategy dominates buying and holding the underlying asset in a mean-variance sense using monthly returns of value-weighted and equal-weighted US REIT Indexes over the period January 1980 until December 2010. The abnormal returns are largely...
Persistent link: https://www.econbiz.de/10014254491
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2
Factor momentum
Arnott, Robert D.
;
Kalesnik, Vitali
;
Linnainmaa, Juhani
- In:
The review of financial studies
36
(
2023
)
8
,
pp. 3034-3070
Persistent link: https://www.econbiz.de/10014320784
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3
The history of the cross section of stock returns
Linnainmaa, Juhani
;
Roberts, Michael R.
-
2016
Persistent link: https://www.econbiz.de/10011581450
Saved in:
4
Corporate bond guarantees and the value of financial flexibility
Altieri, Michela
;
Manconi, Alberto
;
Massa, Massimo
-
2016
Persistent link: https://www.econbiz.de/10011668011
Saved in:
5
The history of the cross section of stock returns
Linnainmaa, Juhani
;
Roberts, Michael R.
-
2016
Persistent link: https://www.econbiz.de/10011843943
Saved in:
6
Guru dreams and competition : an anatomy of the economics of blogs
Dong, Yi
;
Massa, Massimo
;
Zhang, Hong
-
2014
Persistent link: https://www.econbiz.de/10010482339
Saved in:
7
The history of the cross-section of stock returns
Linnainmaa, Juhani
;
Roberts, Michael R.
- In:
The review of financial studies
31
(
2018
)
7
,
pp. 2606-2649
Persistent link: https://www.econbiz.de/10011927146
Saved in:
8
The Market Timing Power of Moving Averages : Evidence from US REITs and REIT Indexes
Glabadanidis, Paskalis
-
2012
I present evidence that a moving average trading strategy dominates buying and holding the underlying asset in a mean-variance sense using monthly returns of value-weighted and equal-weighted US REIT Indexes over the period January 1980 until December 2010. The abnormal returns are largely...
Persistent link: https://www.econbiz.de/10013106804
Saved in:
9
Timing the market with a combination of moving averages
Glabadanidis, Paskalis
- In:
International review of finance
17
(
2017
)
3
,
pp. 353-394
Persistent link: https://www.econbiz.de/10011807162
Saved in:
10
Corporate bond guarantees and the value of financial flexibility
Altieri, Michela
;
Manconi, Alberto
;
Massa, Massimo
-
2017
Persistent link: https://www.econbiz.de/10011670854
Saved in:
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