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~isPartOf:"International review of financial analysis"
~person:"Carr, Peter"
~person:"Chiarella, Carl"
~person:"Jeon, Doh-Shin"
~person:"Madan, Dilip B."
~person:"Zaremba, Adam"
~person:"Zhang, Lu"
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Search: subject:"PRICING"
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Asset pricing
4
Return predictability
4
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3
Cryptocurrency markets
3
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3
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2
Capital income
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Carr, Peter
Chiarella, Carl
Jeon, Doh-Shin
Madan, Dilip B.
Zaremba, Adam
Zhang, Lu
Zhong, Angel
5
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4
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International review of financial analysis
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
31
Working paper / National Bureau of Economic Research, Inc.
18
Robert H. Smith School Research Paper
14
Fisher College of Business working paper series
13
Mathematical finance : an international journal of mathematics, statistics and financial theory
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NBER working paper series
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Finance research letters
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NBER Working Paper
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Annals of finance
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Journal of financial economics
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Applied mathematical finance
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The journal of computational finance
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The review of financial studies
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Finance and stochastics
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International journal of theoretical and applied finance
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Working papers / Universitat Pompeu Fabra, Department of Economics and Business
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Discussion paper / Centre for Economic Policy Research
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Journal of economic dynamics & control
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The Rand journal of economics
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The journal of finance : the journal of the American Finance Association
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Journal of international financial markets, institutions & money
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Journal of risk
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NET Institute Working Paper
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Queen's Economics Department working paper
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Review of derivatives research
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Review of finance : journal of the European Finance Association
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The journal of derivatives : JOD
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Working Papers / Barcelona Graduate School of Economics (Barcelona GSE)
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Working papers / TSE : WP
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American economic journal
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Charles A. Dice Center Working Paper
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ECONIS (ZBW)
5
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5
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1
Non-standard errors in the cryptocurrency world
Fieberg, Christian
;
Günther, Steffen
;
Poddig, Thorsten
; …
- In:
International review of financial analysis
92
(
2024
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014492424
Saved in:
2
Up or down? : short-term reversal, momentum, and liquidity effects in cryptocurrency markets
Zaremba, Adam
;
Bilgin, Mehmet Huseyin
;
Long, Huaigang
; …
- In:
International review of financial analysis
78
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013253483
Saved in:
3
Price range and the cross-section of expected country and industry returns
Zaremba, Adam
- In:
International review of financial analysis
64
(
2019
),
pp. 174-189
Persistent link: https://www.econbiz.de/10012208379
Saved in:
4
Machine learning and the cross-section of cryptocurrency returns
Cakici, Nusret
;
Shahzad, Syed Jawad Hussain
; …
- In:
International review of financial analysis
94
(
2024
),
pp. 1-28
Persistent link: https://www.econbiz.de/10014543950
Saved in:
5
Cryptocurrency anomalies and economic constraints
Fieberg, Christian
;
Liedtke, Gerrit
;
Zaremba, Adam
- In:
International review of financial analysis
94
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014543917
Saved in:
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