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Corporate diversification and abnormal returns
Lawrey, Chris M.; Morris, Brandon C. L. - In: The journal of asset management 20 (2019) 1, pp. 31-37
Persistent link: https://www.econbiz.de/10012059741
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Cryptocurrencies from the perspective of euro investors : a reexamination of diversification benefits and a new day-of-the-week effect
Dorfleitner, Gregor; Lung, Carina - In: The journal of asset management 19 (2018) 7, pp. 472-494
Persistent link: https://www.econbiz.de/10011958136
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Time lag dependence, cross-correlation and risk analysis of US energy and non-energy stock portfolios
Hernandez, Jose Arreola; Janabi, Mazin A. M. al; … - In: The journal of asset management 16 (2015) 7, pp. 467-483
Persistent link: https://www.econbiz.de/10011455734
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Investment strategies and macroeconomic news announcement days
Stotz, Olaf - In: The journal of asset management 17 (2016) 1, pp. 45-56
Persistent link: https://www.econbiz.de/10011485134
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Equity style allocation : a nonparametric approach
Subbiah, Mohan; Fabozzi, Frank J. - In: The journal of asset management 17 (2016) 3, pp. 141-164
Persistent link: https://www.econbiz.de/10011485142
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A common risk factor and the correlation between equity anda corporate bond returns
Demirovic, Amer; Kabiri, Ali; Tuckett, David; Nyman, Rickard - In: The journal of asset management 21 (2020) 2, pp. 119-134
Persistent link: https://www.econbiz.de/10012292757
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Fundamental driver of fund style drift
Galloppo, Giuseppe; Trovato, Giovanni - In: The journal of asset management 18 (2017) 2, pp. 99-123
Persistent link: https://www.econbiz.de/10011694987
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Time-varying correlations and interrelations : firm-level-based sector evidence
Evans, P.; McMillan, David G.; McMillan, Fiona J. - In: The journal of asset management 18 (2017) 3, pp. 209-221
Persistent link: https://www.econbiz.de/10011704219
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Asset valuation impact of investor sentiment : a revised Fama-French five-factor model
Dhaoui, Abderrazak; Bensalah, Nesrine - In: The journal of asset management 18 (2017) 1, pp. 16-28
Persistent link: https://www.econbiz.de/10011592756
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Separating momentum from reversal in international stock markets
Walkshäusl, Christian; Weißofner, Florian; Wessels, Ulrich - In: The journal of asset management 20 (2019) 2, pp. 111-123
Persistent link: https://www.econbiz.de/10012059768