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A Bias Correction for Taken's...
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Treating cross‐sectional and time series momentum returns as forecasts
Kwon, Oh Kang
;
Satchell, Stephen
- In:
Journal of Forecasting
40
(
2020
)
5
,
pp. 834-848
Persistent link: https://www.econbiz.de/10012406780
Saved in:
2
Some new results for threshold AR(1) models
Knight, John L.
;
Satchell, Stephen
- In:
Journal of time series econometrics
3
(
2011
)
2
,
pp. 1-40
Persistent link: https://www.econbiz.de/10009623571
Saved in:
3
Modeling style rotation : switching and re-switching
Golosov, Edward
;
Satchell, Stephen
- In:
Journal of time series econometrics
6
(
2014
)
2
,
pp. 103-128
Persistent link: https://www.econbiz.de/10010401130
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4
Modeling demand for ESG
Ahmed, Muhammad Farid
;
Gao, Yang
;
Satchell, Stephen
- In:
The European journal of finance
27
(
2021
)
16
,
pp. 1669-1683
Persistent link: https://www.econbiz.de/10012872910
Saved in:
5
Expected surplus growth compared with mean-variance optimization
Wilcox, Jarrod
;
Satchell, Stephen
- In:
The journal of portfolio management : JPM
47
(
2021
)
4
,
pp. 145-159
Persistent link: https://www.econbiz.de/10012486057
Saved in:
6
Styles through a convergent/divergent lens : the curious case of ESG
Gao, Yang
;
Satchell, Stephen
;
Srivastava, Nandini
- In:
The journal of asset management
21
(
2020
)
1
,
pp. 4-12
Persistent link: https://www.econbiz.de/10012292746
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7
Liquidity costs, idiosyncratic volatility and expected stock returns
Bradrania, M. Reza
;
Peat, Maurice
;
Satchell, Stephen
- In:
International review of financial analysis
42
(
2015
),
pp. 394-406
Persistent link: https://www.econbiz.de/10011573539
Saved in:
8
Risk presentation and portfolio choice
Bateman, Hazel
;
Eckert, Christine
;
Geweke, John
; …
- In:
Review of finance : journal of the European Finance …
20
(
2016
)
1
,
pp. 201-229
Persistent link: https://www.econbiz.de/10011590288
Saved in:
9
Endogenous divorce risk and investment
Grant, Andrew
;
Satchell, Stephen
- In:
Journal of population economics
32
(
2019
)
3
,
pp. 845-876
Persistent link: https://www.econbiz.de/10012052399
Saved in:
10
The distribution of cross sectional momentum returns
Kwon, Oh Kang
;
Satchell, Stephen
- In:
Journal of economic dynamics & control
94
(
2018
),
pp. 225-241
Persistent link: https://www.econbiz.de/10012004391
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