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person:"Lakonishok, Josef"
~isPartOf:"Journal of empirical finance"
~person:"Harvey, Campbell R."
~person:"Timmermann, Allan"
~person:"Zaremba, Adam"
~subject:"Anlageverhalten"
~subject:"Asset pricing"
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Anlageverhalten
Asset pricing
Capital income
5
Kapitaleinkommen
5
Forecasting model
4
Prognoseverfahren
4
Estimation
3
Schätzung
3
Welt
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3
Equity anomalies
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Aktienmarkt
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Alpha momentum
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Alpha reversal
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Industry reversal
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Kleinste-Quadrate-Methode
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Least squares method
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Long-run reversal
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Long-term reversal
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Method of moments
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Momentenmethode
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Nichtparametrisches Verfahren
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Lakonishok, Josef
Harvey, Campbell R.
Timmermann, Allan
Zaremba, Adam
Li, Youwei
2
Schauten, Maximilien Bernard Joseph
2
Zwinkels, Remco C. J.
2
Adra, Samer
1
Andreou, Panayiotis C.
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Antoniou, Antonios
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Bui, Dien Giau
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Cenesizoglu, Tolga
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Chang, Rosita P.
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Chao, Hsiao-ying
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Chen Zhou
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1
Cooper, Michael J.
1
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1
Dayani, Arash
1
Dieckmann, Stephan
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Journal of empirical finance
Finance research letters
4
International review of financial analysis
4
Journal of banking & finance
4
Emerging markets review
3
Journal of economic dynamics & control
3
Journal of international financial markets, institutions & money
3
Pacific-Basin finance journal
3
Economic modelling
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Journal of financial economics
2
Research in international business and finance
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Economic research
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Economics letters
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Energy economics
1
Financial analysts journal : FAJ
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Journal of business economics and management
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Journal of financial stability
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Management science : journal of the Institute for Operations Research and the Management Sciences
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NBER working paper series
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Office of Research working paper / University of Illinois at Urbana-Champaign, College of Commerce and Business Administration
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The North American journal of economics and finance : a journal of financial economics studies
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The journal of investing : JOI
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ECONIS (ZBW)
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The long-run reversal in the long run : Insights from two centuries of international equity returns
Zaremba, Adam
;
Kizys, Renatas
;
Raza, Muhammad Wajid
- In:
Journal of empirical finance
55
(
2020
),
pp. 177-199
Persistent link: https://www.econbiz.de/10012175753
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2
Alpha momentum and alpha reversal in country and industry equity indexes
Zaremba, Adam
;
Umutlu, Mehmet
;
Karathanasopoulos, Andreas
- In:
Journal of empirical finance
53
(
2019
),
pp. 144-161
Persistent link: https://www.econbiz.de/10012171632
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