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Dynamic factors and asset pricing : international and further U.S. evidence
He, Zhongzhi; Zhu, Jie; Zhu, Xiaoneng - In: Pacific-Basin finance journal 32 (2015), pp. 21-39
Persistent link: https://www.econbiz.de/10011471528
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A portfolio construction framework using LSTM-based stock markets forecasting
Cipiloglu Yildiz, Zeynep; Yildiz, Selim Baha - In: International journal of finance & economics : IJFE 27 (2022) 2, pp. 2356-2366
Persistent link: https://www.econbiz.de/10013184892
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Enhanced factor investing in the Korean stock market
Kim, Saejoon - In: Pacific-Basin finance journal 67 (2021), pp. 1-13
Persistent link: https://www.econbiz.de/10013258117
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Contrarian profits of the firm-specific component on stock returns
Chae, Joon; Kim, Ryumi - In: Pacific-Basin finance journal 61 (2020), pp. 1-23
Persistent link: https://www.econbiz.de/10012494878
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Enhancing momentum profits in the Taiwan Stock Market : the role of extreme absolute strength
Lin, Chaonan; Xia, Chuanxin; Yang, Nien-Tzu; Yang, … - In: Pacific-Basin finance journal 59 (2020), pp. 1-17
Persistent link: https://www.econbiz.de/10012231281
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Stock return predictability from a mixed model perspective
Dai, Zhifeng; Zhu, Huan - In: Pacific-Basin finance journal 60 (2020), pp. 1-18
Persistent link: https://www.econbiz.de/10012232659
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News coverage and portfolio returns : evidence from China
Li, Cong-Cong; Xu, Hai-Chuan; Zhou, Wei-Xing - In: Pacific-Basin finance journal 60 (2020), pp. 1-11
Persistent link: https://www.econbiz.de/10012232805
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International sentiment spillovers in equity returns
Bathia, Deven; Bredin, Donal; Nitzsche, Dirk - In: International journal of finance & economics : IJFE 21 (2016) 4, pp. 332-359
Persistent link: https://www.econbiz.de/10011698788
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The weakening value premium in the Australian and New Zealand stock markets
Chung, Yi-Tsai; Hsu, Chuan-Hao; Ke, Mei-chu; Liaob, … - In: Pacific-Basin finance journal 36 (2016), pp. 123-133
Persistent link: https://www.econbiz.de/10011668767
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Market dynamics and momentum in the Taiwan stock market
Lin, Chaonan; Ko, Kuan-Cheng; Feng, Zhi-Xiang; Yang, … - In: Pacific-Basin finance journal 38 (2016), pp. 59-75
Persistent link: https://www.econbiz.de/10011669064