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Mutual fund performance : evidence from the UK
Blake, David; Timmermann, Allan - In: European finance review : the official journal of the … 2 (1998) 1, pp. 57-77
Persistent link: https://www.econbiz.de/10001400427
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How learning in financial markets generates excess volatility and predictability in stock prices
Timmermann, Allan - In: The quarterly journal of economics 108 (1993) 4, pp. 1135-1145
Persistent link: https://www.econbiz.de/10001151027
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Good news for value stocks : further evidence on market efficiency
La Porta, Rafael; Lakonishok, Josef; Shleifer, Andrei; … - In: The journal of finance : the journal of the American … 52 (1997) 2, pp. 859-874
Persistent link: https://www.econbiz.de/10001222416
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Momentum strategies
Chan, Louis K. C. - In: The journal of finance : the journal of the American … 51 (1996) 5, pp. 1681-1713
Persistent link: https://www.econbiz.de/10001211774
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Evaluating the performance of value versus glamour stocks : the impact of selection bias
Chan, Louis K. C. - In: Journal of financial economics 38 (1995) 3, pp. 269-296
Persistent link: https://www.econbiz.de/10001180869
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Forecasting stock returns : an examination of stock market trading in the presence of transaction costs
Pesaran, M. Hashem - In: Journal of forecasting 13 (1994) 4, pp. 335-367
Persistent link: https://www.econbiz.de/10001166232
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Why do dividend yields forecast stock returns?
Timmermann, Allan - In: Economics letters 46 (1994) 2, pp. 149-158
Persistent link: https://www.econbiz.de/10001171356
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On the dynamic transmission of mean and volatility across the Arab stock markets
Bouri, Elie; Azzi, Georges - In: Journal of emerging market finance 13 (2014) 3, pp. 279-304
Persistent link: https://www.econbiz.de/10010492029
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Bond return predictability : economic value and links to the macroeconomy
Gargano, Antonio; Pettenuzzo, Davide; Timmermann, Allan - In: Management science : journal of the Institute for … 65 (2019) 2, pp. 508-540
Persistent link: https://www.econbiz.de/10012000665
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Spillovers between Bitcoin and other assets during bear and bull markets
Bouri, Elie; Das, Mahamitra; Gupta, Rangan; Roubaud, David - In: Applied economics 50 (2018) 55, pp. 5935-5949
Persistent link: https://www.econbiz.de/10012062940