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Persistent link: https://www.econbiz.de/10013175500

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Size, value, profitability, and investment effects in international stock returns : are they really there?

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Opposites attract : combining alpha momentum and alpha reversal in international equity markets

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Return seasonalities in government bonds and macroeconomic risk

Mikutowski, Mateusz; Karathanasopoulos, Andreas; … - In: Economics letters 176 (2019), pp. 114-116

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News and idiosyncratic volatility : the public information processing hypothesis

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Sources of return in the index futures markets

Zaremba, Adam - In: Contemporary economics 5 (2011) 2, pp. 54-71

The paper concerns an issue of existence of a risk premium in equity and index futures markets. The paper consists of four parts. The first part describes the basic hypotheses of forward curves in the futures market. In the second section, I formulate 5 hypotheses concerning a risk premium in...

Persistent link: https://www.econbiz.de/10009244093

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