Narrow search
Showing 1 - 6 of 6
Cover Image
Measuring excess-predictability of asset returns and market efficiency over time
Levich, Richard M.; Conlon, Thomas; Potì, Valerio - In: Economics letters 175 (2019), pp. 92-96
Persistent link: https://www.econbiz.de/10012121197
Cover Image
A new tight and general bound on return predictability
Potì, Valerio - In: Economics letters 162 (2018), pp. 140-145
Persistent link: https://www.econbiz.de/10011939821
Cover Image
Minimal returns and the breakdown of the price-volume relation
Balduzzi, Pierluigi - In: Economics letters 50 (1996) 2, pp. 265-269
Persistent link: https://www.econbiz.de/10001197571
Cover Image
Stock returns, inflation, and the 'proxy hypothesis' : a new look at the data
Balduzzi, Pierluigi - In: Economics letters 48 (1995) 1, pp. 47-53
Persistent link: https://www.econbiz.de/10001185468
Cover Image
Crypto-environment network connectivity and Bitcoin returns distribution tail behaviour
Caferra, Rocco; Morone, Andrea; Potì, Valerio - In: Economics letters 218 (2022), pp. 1-6
Persistent link: https://www.econbiz.de/10013466467
Cover Image
Econometric identification of the attainable maximal sharpe ratio by optimal shrinkage of the cross-section of asset returns
Chen, Yuting; Potì, Valerio - In: Economics letters 235 (2024), pp. 1-4
Persistent link: https://www.econbiz.de/10015071365