Narrow search
Showing 1 - 10 of 15
Cover Image
Alternative profitability measures and cross-section of expected stock returns : international evidence
Cakici, Nusret; Chatterjee, Sris; Tang, Yi; Tong, Lin - In: Review of quantitative finance and accounting 56 (2021) 1, pp. 369-391
Persistent link: https://www.econbiz.de/10012432673
Cover Image
Skillful hiding: evaluating hedge fund managers' performance based on what they hide
Malladi, Rama; Fabozzi, Frank J. - In: Applied economics 49 (2017) 7, pp. 664-676
Persistent link: https://www.econbiz.de/10011810874
Cover Image
A lifetime allocation with human capital : implications for target date fund
Ha, Seokkeun; Fabozzi, Frank J. - In: The journal of asset management : a major new, … 23 (2022) 5, pp. 365-375
Persistent link: https://www.econbiz.de/10013392028
Cover Image
Diamonds vs. precious metals : what shines brightest in your investment portfolio?
Low, Rand Kwong Yew; Yao, Yiran; Faff, Robert W. - In: International review of financial analysis 43 (2016), pp. 1-14
Persistent link: https://www.econbiz.de/10011623679
Cover Image
Noise momentum around the world
Cai, Charlie X.; Faff, Robert W.; Shin, Yongcheol - In: Abacus : a journal of accounting, finance and business … 54 (2018) 1, pp. 79-104
Persistent link: https://www.econbiz.de/10011965533
Cover Image
The 2008 global financial crisis and COVID-19 pandemic : how safe are the safe haven assets?
Cheema, Muhammad A.; Faff, Robert W.; Szulczyk, Kenneth R. - In: International review of financial analysis 83 (2022), pp. 1-13
Persistent link: https://www.econbiz.de/10013460899
Cover Image
Do sovereign re-ratings destabilize equity markets during financial crises? : new evidence from higher return moments
Brooks, Robert; Faff, Robert W.; Sirimon Treepongkaruna; … - In: Journal of business finance & accounting : JBFA 42 (2015) 5/6, pp. 777-799
Persistent link: https://www.econbiz.de/10011442342
Cover Image
Overreaction and the cross-section of returns : international evidence
Blackburn, Douglas W.; Cakici, Nusret - In: Journal of empirical finance 42 (2017), pp. 1-14
Persistent link: https://www.econbiz.de/10011808471
Cover Image
Further evidence on idiosyncratic risk and REIT pricing : a cross-country analysis
Mi, Lin; Benson, Karen; Faff, Robert W. - In: Accounting research journal 29 (2016) 1, pp. 34-58
Persistent link: https://www.econbiz.de/10011578767
Cover Image
Modeling local trends with regime shifting models with time-varying probabilities
Focardi, Sergio M.; Fabozzi, Frank J.; Mazza, Davide - In: International review of financial analysis 66 (2019), pp. 1-11
Persistent link: https://www.econbiz.de/10012208942