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~isPartOf:"Econometric Institute research papers"
~isPartOf:"Energy economics"
~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~subject:"Behavioural finance"
~subject:"Investmentfonds"
~subject:"Stock market"
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Search: subject:"Capital market returns"
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142
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Econometric Institute research papers
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Journal of financial and quantitative analysis : JFQA
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30
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23
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22
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19
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Corporate finance : Finanzierung, Kapitalmarkt, Bewertung, Mergers & Acquisitions
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Portfolio construction, measurement, and efficiency : essays in honor of Jack Treynor
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Capital commitment and performance : the role of mutual fund charges
Gómez, Juan-Pedro
;
Prado, Melissa Porras
;
Zambrana, Rafael
- In:
Journal of financial and quantitative analysis : JFQA
59
(
2024
)
2
,
pp. 727-758
Persistent link: https://www.econbiz.de/10014520122
Saved in:
2
Active technological similarity and mutual fund performance
McLemore, Ping
;
Sias, Richard W.
;
Wan, Chi
;
Yüksel, H. …
- In:
Journal of financial and quantitative analysis : JFQA
57
(
2022
)
5
,
pp. 1862-1884
Persistent link: https://www.econbiz.de/10013367054
Saved in:
3
Simple market timing with moving averages
Ilomäki, Jukka
;
Laurila, Hannu
;
McAleer, Michael
-
2018
Persistent link: https://www.econbiz.de/10011863543
Saved in:
4
Market timing with moving averages
Ilomäki, Jukka
;
Laurila, Hannu
;
McAleer, Michael
-
2018
-
Revised: June 2018
Persistent link: https://www.econbiz.de/10011915058
Saved in:
5
Market timing with moving averages for fossil fuel and renewable energy stocks
Chang, Chia-Lin
;
Ilomäki, Jukka
;
Laurila, Hannu
; …
-
2018
Persistent link: https://www.econbiz.de/10011920543
Saved in:
6
Long run returns predictability and volatility with moving averages
Chang, Chia-Lin
;
Ilomäki, Jukka
;
Laurila, Hannu
; …
-
2018
Persistent link: https://www.econbiz.de/10011920696
Saved in:
7
On the expected earnings hypothesis explanation of the aggregate returns-earnings association puzzle
Bailey, Warren
;
Lai, Huiwen
- In:
Journal of financial and quantitative analysis : JFQA
55
(
2020
)
8
,
pp. 2732-2763
Persistent link: https://www.econbiz.de/10012384772
Saved in:
8
Oil price shocks, global financial markets and their connectedness
Demirer, Rıza
;
Ferrer, Román
;
Shahzad, Syed Jawad Hussain
- In:
Energy economics
88
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012515158
Saved in:
9
The effect of investment constraints on hedge fund investor returns
Joenväärä, Juha
;
Kosowski, Robert L.
;
Tolonen, Pekka
- In:
Journal of financial and quantitative analysis : JFQA
54
(
2019
)
4
,
pp. 1539-1571
Persistent link: https://www.econbiz.de/10012139933
Saved in:
10
Heterogeneity of beliefs and trade in experimental asset markets
Carlé, Tim A.
;
Lahav, Yaron
;
Neugebauer, Tibor
; …
- In:
Journal of financial and quantitative analysis : JFQA
54
(
2019
)
1
,
pp. 215-245
Persistent link: https://www.econbiz.de/10012128903
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