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~isPartOf:"International review of financial analysis"
~person:"Choi, Tsan-Ming"
~person:"Fabozzi, Frank J."
~person:"Gruber, Jonathan"
~person:"Poterba, James M."
~person:"Zaremba, Adam"
~subject:"Asset pricing"
~subject:"Capital income"
~subject:"Gesundheitsreform"
~subject:"Household"
~subject:"India"
~subject:"Innovation"
~subject:"Lieferkette"
~subject:"Portfolio-Management"
~subject:"Private consumption"
~subject:"USA"
~subject:"United States"
~type:"article"
~type_genre:"Article in journal"
~type_genre:"Konferenzbeitrag"
~type_genre:"Market information"
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Asset pricing
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United States
Estimation
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Choi, Tsan-Ming
Fabozzi, Frank J.
Gruber, Jonathan
Poterba, James M.
Zaremba, Adam
O'Sullivan, Niall
8
Ma, Feng
7
Xuan Vinh Vo
7
Yarovaya, Larisa
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Clare, Andrew D.
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Xiong, Xiong
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Choudhry, Taufiq
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Faff, Robert W.
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Galariotis, Emilios
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Gil-Alaña, Luis A.
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Nitzsche, Dirk
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International review of financial analysis
The American economic review
35
European journal of operational research : EJOR
25
Transportation research / E : an international journal
23
International journal of production economics
18
Journal of public economics
18
National tax journal
16
Applied economics
15
Tax policy and the economy
15
The journal of portfolio management : a publication of Institutional Investor
13
International journal of production research
12
Finance research letters
11
IEEE transactions on engineering management : EM
11
The journal of economic perspectives : EP ; a journal of the American Economic Association
11
The journal of fixed income
10
Journal of banking & finance
9
Journal of health economics
9
The journal of portfolio management : JPM
9
The review of economics and statistics
8
The quarterly journal of economics
7
American economic journal : a journal of the American Economic Association
6
Research in international business and finance
6
Applied financial economics
5
Brookings papers on economic activity : BPEA
5
Economic research
5
International journal of theoretical and applied finance
5
Journal of economic dynamics & control
5
Journal of international financial markets, institutions & money
5
Omega : the international journal of management science
5
Production and operations management : the flagship research journal of the Production and Operations Management Society
5
Emerging markets review
4
Journal of financial economics
4
Journal of political economy
4
Pacific-Basin finance journal
4
The journal of asset management
4
The journal of fixed income : JFI
4
Advances in futures and options research : a research annual
3
Applied economics letters
3
Economic modelling
3
Economics letters
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ECONIS (ZBW)
9
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9
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date (oldest first)
1
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:
2
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:
3
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:
4
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:
5
Modeling local trends with regime shifting models with time-varying probabilities
Focardi, Sergio M.
;
Fabozzi, Frank J.
;
Mazza, Davide
- In:
International review of financial analysis
66
(
2019
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012208942
Saved in:
6
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:
7
Paper profits or real money? : trading costs and stock market anomalies in country ETFs
Zaremba, Adam
;
Andreu, Laura
- In:
International review of financial analysis
56
(
2018
),
pp. 181-192
Persistent link: https://www.econbiz.de/10012006248
Saved in:
8
Hedge fund allocation : evaluating parametric and nonparametric forecasts using alternative portfolio construction techniques
Subbiah, Mohan
;
Fabozzi, Frank J.
- In:
International review of financial analysis
45
(
2016
),
pp. 189-201
Persistent link: https://www.econbiz.de/10011581970
Saved in:
9
The role of jump dynamics in the risk-return relationship
Arshanapalli, Bala Gangadhar
;
Fabozzi, Frank J.
; …
- In:
International review of financial analysis
29
(
2013
),
pp. 212-218
Persistent link: https://www.econbiz.de/10010244955
Saved in:
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