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subject:"Time series analysis"
subject:"United States"
~isPartOf:"Journal of empirical finance"
~person:"Zaremba, Adam"
~subject:"Börsenkurs"
~subject:"CAPM"
~subject:"Forecasting model"
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Time series analysis
United States
Börsenkurs
CAPM
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Asset pricing
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2
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Estimation
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Alpha momentum
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Zaremba, Adam
Cenesizoglu, Tolga
3
Karanasos, Menelaos
3
Nelson, Charles R.
3
Wang, Yudong
3
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2
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Journal of empirical finance
Applied economics
5
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4
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Finance research letters
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International review of financial analysis
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ECONIS (ZBW)
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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
Saved in:
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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