//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
language:"eng"
~person:"Glabadanidis, Paskalis"
~person:"Linnainmaa, Juhani"
~subject:"USA"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Capital market returns"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
USA
Capital market returns
22
Kapitalmarktrendite
22
Portfolio selection
12
Portfolio-Management
12
Financial economics
10
Kapitalmarkttheorie
10
United States
10
Securities trading
9
Wertpapierhandel
9
ARMA model
7
ARMA-Modell
7
Aktienmarkt
7
Financial analysis
7
Finanzanalyse
7
Stock market
7
Anlageverhalten
5
Behavioural finance
5
Estimation
5
Schätzung
5
1926-2015
3
Anomalien
3
Cross-section analysis
3
Immobilienfonds
3
Querschnittsanalyse
3
Real estate fund
3
Theorie
3
Theory
3
1963-2011
2
Autocorrelation
2
Autokorrelation
2
Börsenkurs
2
CAPM
2
Factor mobility
2
Faktormobilität
2
Share price
2
1960-2013
1
1963-2015
1
1980-2010
1
2005-2014
1
more ...
less ...
Online availability
All
Undetermined
5
Free
4
Type of publication
All
Article
5
Book / Working Paper
5
Type of publication (narrower categories)
All
Article in journal
5
Aufsatz in Zeitschrift
5
Arbeitspapier
3
Graue Literatur
3
Non-commercial literature
3
Working Paper
3
Language
All
English
Author
All
Glabadanidis, Paskalis
Linnainmaa, Juhani
McAleer, Michael
11
Lettau, Martin
10
Weber, Michael
10
Ludvigson, Sydney C.
9
Stambaugh, Robert F.
8
Chang, Chia-Lin
7
Kang, Wensheng
7
Ratti, Ronald A.
7
Chordia, Tarun
6
Koijen, Ralph S. J.
6
Ma, Sai
6
Massa, Massimo
6
Pástor, Ľuboš
6
Taylor, Lucian A.
6
Asai, Manabu
5
Bali, Turan G.
5
Bianchi, Francesco
5
Boyarchenko, Nina
5
Chernov, Mikhail
5
Goyal, Amit
5
Hirshleifer, David
5
Lundblad, Christian
5
Neuhierl, Andreas
5
Schmidt, Lawrence
5
Weigert, Florian
5
Whitelaw, Robert F.
5
Zhou, Guofu
5
Adams, Zeno
4
Backus, David
4
Cakici, Nusret
4
Croce, Mariano M.
4
Daniel, Kent
4
Füss, Roland
4
Ghysels, Eric
4
Jaspersen, Stefan
4
Jegadeesh, Narasimhan
4
Papanikolaou, Dimitris
4
Rottke, Simon
4
more ...
less ...
Published in...
All
International review of finance
2
The review of financial studies
2
Working paper / National Bureau of Economic Research, Inc.
2
The journal of finance : the journal of the American Finance Association
1
Working papers / Rodney L. White Center for Financial Research
1
Source
All
ECONIS (ZBW)
10
Showing
1
-
10
of
10
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
Saved in:
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
Saved in:
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
The history of the cross section of stock returns
Linnainmaa, Juhani
;
Roberts, Michael R.
-
2016
Persistent link: https://www.econbiz.de/10011843943
Saved in:
5
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:
6
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:
7
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:
8
Return seasonalities
Keloharju, Matti
;
Linnainmaa, Juhani
;
Nyberg, Peter
- In:
The journal of finance : the journal of the American …
71
(
2016
)
4
,
pp. 1557-1589
Persistent link: https://www.econbiz.de/10011588923
Saved in:
9
The market timing power of moving averages : evidence from US REITs and REIT indexes
Glabadanidis, Paskalis
- In:
International review of finance
14
(
2014
)
2
,
pp. 161-202
Persistent link: https://www.econbiz.de/10010519319
Saved in:
10
Common factors in return seasonalities
Keloharju, Matti
;
Linnainmaa, Juhani
;
Nyberg, Peter
-
2014
Persistent link: https://www.econbiz.de/10010481189
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->