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Search: subject:"Time Series Momentum"
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Subject
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Time series analysis
64
Zeitreihenanalyse
64
Capital income
52
Kapitaleinkommen
52
Portfolio selection
50
Portfolio-Management
50
Method of moments
42
Momentenmethode
42
Volatility
31
Volatilität
30
Time series momentum
28
Börsenkurs
25
Share price
25
Anlageverhalten
23
Behavioural finance
23
Estimation
20
Forecasting model
20
Prognoseverfahren
20
Schätzung
20
time series momentum
17
Aktienmarkt
16
Stock market
16
Theorie
16
Theory
16
Time-series momentum
15
time-series momentum
11
CAPM
9
Commodity derivative
9
Rohstoffderivat
9
Financial analysis
8
Finanzanalyse
8
Risikoprämie
8
Risk premium
8
Time
8
Zeit
8
Asset pricing
6
Return predictability
6
Securities trading
6
Welt
6
Wertpapierhandel
6
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Online availability
All
Undetermined
51
Free
21
Type of publication
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Article
67
Book / Working Paper
13
Type of publication (narrower categories)
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Article in journal
60
Aufsatz in Zeitschrift
60
Working Paper
11
Arbeitspapier
7
Graue Literatur
7
Non-commercial literature
7
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2
Hochschulschrift
1
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1
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Language
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English
74
Undetermined
6
Author
All
Borgards, Oliver
5
Li, Kai
4
Liu, Jiadong
4
Chevallier, Julien
3
Flögel, Volker
3
Hong, KiHoon
3
Hutchinson, Mark
3
Ielpo, Florian
3
Liu, Zhenya
3
Lu, Shanglin
3
O'Brien, John
3
Schlag, Christian
3
Sihvonen, Markus
3
Walia, Nidhi
3
Zakamulin, Valeriy
3
Zunft, Claudia
3
Bekiros, Stelios
2
Cheng, Enoch
2
Czudaj, Robert
2
Czudaj, Robert L.
2
Dias, Fabio S.
2
Fan, Minyou
2
Giner, Javier
2
Goulding, Christian L.
2
Gupta, Arushi
2
Harvey, Campbell R.
2
He, Xue-Zhong
2
He, Xue-zhong
2
Kim, Saejoon
2
Kumar, Jigyasu
2
Kyziropoulos, Panagiotis E.
2
Lansing, Kevin J.
2
LeRoy, Stephen F.
2
Li, Youwei
2
Ma, Jun
2
Mazzoleni, Michele G.
2
Mishra, Amar Kumar
2
Noussair, Charles
2
O'Reilly, Philip
2
Ooi, Yao Hua
2
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Institution
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Finance Discipline Group, Business School
2
Published in...
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International review of financial analysis
5
Applied economics
4
Journal of banking & finance
4
Applied economics letters
3
Journal of economic behavior & organization : JEBO
3
Journal of financial economics
3
The journal of asset management
3
Economic modelling
2
Journal of international financial markets, institutions & money
2
Journal of investment management : JOIM
2
Managerial Finance
2
Research Paper Series / Finance Discipline Group, Business School
2
Research in international business and finance
2
The financial review : the official publication of the Eastern Finance Association
2
Annals of economics and finance
1
Applied Energy
1
Australian journal of management
1
Bank of Finland Research Discussion Papers
1
Bank of Finland research discussion papers
1
Chemnitz Economic Papers
1
Chemnitz economic papers
1
Computational economics
1
Copernican Journal of Finance & Accounting : CJF&A
1
Discussion paper / Center for Economic Research, Tilburg University
1
European financial management : the journal of the European Financial Management Association
1
Finance research letters
1
Financial analysts journal : FAJ
1
IMA journal of management mathematics
1
Information technology and management
1
International Journal of Finance & Economics
1
International Journal of Financial Markets and Derivatives : IJFMD
1
International journal of finance & economics : IJFE
1
Inventi impact: supply chain & logistics
1
Journal of Banking & Finance
1
Journal of Economics and Business
1
Journal of Economics, Finance and Administrative Science
1
Journal of accounting, auditing & finance : JAAF
1
Journal of behavioral and experimental economics
1
Journal of economic dynamics & control
1
Journal of economics & business
1
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ECONIS (ZBW)
67
EconStor
6
RePEc
6
Other ZBW resources
1
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41
Examining the sources of excess return predictability : stochastic volatility or market inefficiency?
Lansing, Kevin J.
;
LeRoy, Stephen F.
;
Ma, Jun
-
2018
Persistent link: https://www.econbiz.de/10011977460
Saved in:
42
Dynamic
time
series
momentum
of cryptocurrencies
Borgards, Oliver
- In:
The North American journal of economics and finance : a …
57
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012822211
Saved in:
43
Comovement and return predictability in asset markets : an experiment with two Lucas trees
Noussair, Charles
;
Popescu, Andreea Victoria
- In:
Journal of economic behavior & organization : JEBO
185
(
2021
),
pp. 671-687
Persistent link: https://www.econbiz.de/10012601339
Saved in:
44
Asymmetry, tail risk and
time
series
momentum
Liu, Zhenya
;
Lu, Shanglin
;
Wang, Shixuan
- In:
International review of financial analysis
78
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013255854
Saved in:
45
Return signal momentum
Papailias, Fotis
;
Liu, Jiadong
;
Thomakos, Dimitrios D.
- In:
Journal of banking & finance
124
(
2021
),
pp. 1-31
Persistent link: https://www.econbiz.de/10012816614
Saved in:
46
Adaptive expectations and commodity risk premiums
Bianchi, Daniele
- In:
Journal of economic dynamics & control
124
(
2021
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012666934
Saved in:
47
An explanation for momentum with a rational model under symmetric information - Evidence from cross country equity markets
Koziol, Christian
;
Proelss, Juliane
- In:
Journal of international financial markets, …
70
(
2021
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012668191
Saved in:
48
Using conditional asymmetry to predict commodity futures prices
Dias, Fabio S.
- In:
International Journal of Financial Markets and …
8
(
2021
)
2
,
pp. 185-203
Persistent link: https://www.econbiz.de/10012598664
Saved in:
49
Trading signal, functional data analysis and
time
series
momentum
Boubaker, Sabri
;
Liu, Zhenya
;
Lu, Shanglin
;
Zhang, Yifan
- In:
Finance research letters
42
(
2021
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014581379
Saved in:
50
Cross-asset signals and
time
series
momentum
Pitkäjärvi, Aleksi
;
Suominen, Matti
;
Vaittinen, Lauri
- In:
Journal of financial economics
136
(
2020
)
1
,
pp. 63-85
Persistent link: https://www.econbiz.de/10012545360
Saved in:
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