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Capital income
14
Kapitaleinkommen
14
Estimation
10
Schätzung
10
Börsenkurs
6
China
6
Momentum
6
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DeRoos, Nicolas
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Economic modelling
Pacific-Basin finance journal
42
Finance research letters
37
Journal of banking & finance
37
Journal of financial economics
32
International review of financial analysis
31
Journal of empirical finance
26
Physica A: Statistical Mechanics and its Applications
22
The North American journal of economics and finance : a journal of financial economics studies
21
Financial markets and portfolio management
20
Review of quantitative finance and accounting
20
Managerial Finance
19
Applied economics
18
Journal of Banking & Finance
17
Renewable Energy
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
16
Journal of financial markets
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Applied economics letters
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CEPR Discussion Papers
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Investment management and financial innovations
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Journal of international financial markets, institutions & money
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Research in international business and finance
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International review of economics & finance : IREF
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The European journal of finance
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Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
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Journal of Empirical Finance
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ECONIS (ZBW)
16
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1
Hedging pressure
momentum
and the predictability of oil futures returns
Yu, Dan
;
Chen, Chuang
;
Wang, Yudong
;
Zhang, Yaojie
- In:
Economic modelling
121
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014384325
Saved in:
2
Idiosyncratic risk and cross-section of stock returns in emerging European markets
Czapkiewicz, Anna
;
Wójtowicz, Tomasz
;
Zaremba, Adam
- In:
Economic modelling
124
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014463293
Saved in:
3
Revisiting time series
momentum
in China's commodity futures market : evidence on sources of
momentum
profits
Ming, Lei
;
Song, Wuqi
;
Dong, Minyi
- In:
Economic modelling
128
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014464418
Saved in:
4
A regime-switching model of stock returns with
momentum
and mean reversion
Giner, Javier
;
Zakamulin, Valeriy
- In:
Economic modelling
122
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014388630
Saved in:
5
Price overreaction to up-limit events and revised
momentum
strategies in the Chinese stock market
Liu, Chenye
;
Wu, Ying
;
Zhu, Dongming
- In:
Economic modelling
114
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013367532
Saved in:
6
Is there a value premium in cryptoasset markets?
Liebi, Luca J.
- In:
Economic modelling
109
(
2022
),
pp. 1-25
Persistent link: https://www.econbiz.de/10013348228
Saved in:
7
Intraday return predictability in China's crude oil futures market : new evidence from a unique trading mechanism
Wen, Danyan
;
Wang, Yudong
;
Zhang, Yaojie
- In:
Economic modelling
96
(
2021
),
pp. 209-219
Persistent link: https://www.econbiz.de/10012745351
Saved in:
8
Intraday
momentum
and return predictability : evidence from the crude oil market
Wen, Zhuzhu
;
Gong, Xu
;
Ma, Diandian
;
Xu, Yahua
- In:
Economic modelling
95
(
2021
),
pp. 374-384
Persistent link: https://www.econbiz.de/10012696009
Saved in:
9
Common risk factors in the returns on cryptocurrencies
Liu, Weiyi
;
Liang, Xuan
;
Cui, Guowei
- In:
Economic modelling
86
(
2020
),
pp. 299-305
Persistent link: https://www.econbiz.de/10012415860
Saved in:
10
Expectile CAPM
Hu, Wei
;
Zheng, Zhenlong
- In:
Economic modelling
88
(
2020
),
pp. 386-397
Persistent link: https://www.econbiz.de/10012417246
Saved in:
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