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~person:"Grobys, Klaus"
~person:"Lin, Mei-Chen"
~subject:"Aktienmarkt"
~subject:"Capital income"
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Lin, Mei-Chen
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ECONIS (ZBW)
15
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1
Factor momentum, option-implied volatility scaling, and investor sentiment
Grobys, Klaus
;
Kolari, James W.
;
Rutanen, Jere
- In:
The journal of asset management : a major new, …
23
(
2022
)
2
,
pp. 138-155
Persistent link: https://www.econbiz.de/10013171033
Saved in:
2
When analysts encounter lottery-like stocks : lottery-like stocks and analyst stock recommendations
Lin, Mei-Chen
- In:
Review of quantitative finance and accounting
55
(
2020
)
1
,
pp. 327-353
Persistent link: https://www.econbiz.de/10012233230
Saved in:
3
Market sentiment and herding in analysts' stock recommendations
Chiang, Ming-Ti
;
Lin, Mei-Chen
- In:
The North American journal of economics and finance : a …
48
(
2019
),
pp. 48-46
Persistent link: https://www.econbiz.de/10012120207
Saved in:
4
Cryptocurrencies and momentum
Grobys, Klaus
;
Sapkota, Niranjan
- In:
Economics letters
180
(
2019
),
pp. 6-10
Persistent link: https://www.econbiz.de/10012121731
Saved in:
5
Combining value and momentum : evidence from the Nordic equity market
Grobys, Klaus
;
Huhta-Halkola, Topi
- In:
Applied economics
51
(
2019
)
26
,
pp. 2872-2884
Persistent link: https://www.econbiz.de/10012196759
Saved in:
6
Interest conflicts, stock recommendations and investor attention
Lin, Mei-Chen
;
Wu, Yu-Zhen
- In:
International review of financial analysis
65
(
2019
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012208878
Saved in:
7
The impact of aggregate uncertainty on herding in analysts' stock recommendations
Lin, Mei-Chen
- In:
International review of financial analysis
57
(
2018
),
pp. 90-105
Persistent link: https://www.econbiz.de/10012006325
Saved in:
8
Risk-managed 52-week high industry momentum, momentum crashes and hedging macroeconomic risk
Grobys, Klaus
- In:
Quantitative finance
18
(
2018
)
7
,
pp. 1233-1247
Persistent link: https://www.econbiz.de/10011911534
Saved in:
9
Risk-managed industry momentum and momentum crashes
Grobys, Klaus
;
Ruotsalainen, Joni
;
Äijö, Janne
- In:
Quantitative finance
18
(
2018
)
10
,
pp. 1715-1733
Persistent link: https://www.econbiz.de/10012261906
Saved in:
10
Are momentum crashes pervasive regardless of strategy? : evidence from the foreign exchange market
Grobys, Klaus
;
Haga, Jesper
- In:
Applied economics letters
24
(
2017
)
20
,
pp. 1499-1503
Persistent link: https://www.econbiz.de/10011853099
Saved in:
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