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Management compensation and market timing under portfolio constraints

Agarwal, Vikas; Gómez, Juan-Pedro; Priestley, Richard - In: Journal of economic dynamics & control 36 (2012) 10, pp. 1600-1625

Persistent link: https://www.econbiz.de/10009701968

Beta dispersion and market timing

Kuntz, Laura-Chloé - In: Journal of empirical finance 59 (2020), pp. 235-256

Persistent link: https://www.econbiz.de/10012437978

Beta dispersion and market timing

Kuntz, Laura-Chloé - 2020

The beta dispersion, which is the spread of betas on a stock market, can be interpreted as a measure of market vulnerability. This study examines the economic idea of the beta dispersion and its application as a market return predictor. Based on the empirical beta dispersion observed in the US...

Persistent link: https://www.econbiz.de/10012264452

Technical market anomalies : leveraged ETF trading with daily and intraday temporal functionalities

Basdekidou, Vasiliki A.; Styliadou, Artemis A. - In: Inventi impact: microfinance & banking (2017) 3, pp. 104-108

Persistent link: https://www.econbiz.de/10011808147

Investor sentiment, SEO market timing, and stock price performance

Chen, Yi-Wen; Chou, Robin K.; Lin, Chu-Bin - In: Journal of empirical finance 51 (2019), pp. 28-43

Persistent link: https://www.econbiz.de/10012169955

IPO trading with short-term & intraday temporal functionalities

Basedekidou, Vasiliki A. - In: Inventi impact: international trade (2017) 2, pp. 60-65

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Nonparametric tests for market timing ability using daily mutual fund returns

Ding, Jing; Jiang, Lei; Liu, Xiaohui; Peng, Liang - In: Journal of economic dynamics & control 150 (2023), pp. 1-20

Persistent link: https://www.econbiz.de/10014287781