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person:"Pesaran, M. Hashem"
subject:"Welt"
~isPartOf:"Journal of empirical finance"
~person:"Zaremba, Adam"
~subject:"Consumer price index"
~subject:"Panel"
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Pesaran, M. Hashem
Zaremba, Adam
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Journal of empirical finance
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The long-run reversal in the long run : Insights from two centuries of international equity returns
Zaremba, Adam
;
Kizys, Renatas
;
Raza, Muhammad Wajid
- In:
Journal of empirical finance
55
(
2020
),
pp. 177-199
Persistent link: https://www.econbiz.de/10012175753
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2
Alpha momentum and alpha reversal in country and industry equity indexes
Zaremba, Adam
;
Umutlu, Mehmet
;
Karathanasopoulos, Andreas
- In:
Journal of empirical finance
53
(
2019
),
pp. 144-161
Persistent link: https://www.econbiz.de/10012171632
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