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A note on Guo and Xiao's (2016) results on monotonic functions of the Sharpe ratio
Auer, Benjamin R. - In: Finance research letters 24 (2018), pp. 289-290
Persistent link: https://www.econbiz.de/10011982607
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Are standard asset pricing factors long-range dependent?
Auer, Benjamin R. - In: Journal of economics and finance 42 (2018) 1, pp. 66-88
Persistent link: https://www.econbiz.de/10011978140
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Do socially responsible investment policies add or destroy European stock portfolio value?
Auer, Benjamin R. - In: Journal of business ethics : JOBE 135 (2016) 2, pp. 381-397
Persistent link: https://www.econbiz.de/10011498530
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Does the strength of capital market anomalies exhibit seasonal patterns?
Auer, Benjamin R. - In: Journal of economics and finance 43 (2019) 1, pp. 91-103
Persistent link: https://www.econbiz.de/10012171002
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Green, greener, greenest : identifying ecological trends and leading entities by means of environmental ratings
Auer, Benjamin R. - In: International review of applied economics 32 (2018) 2, pp. 139-162
Persistent link: https://www.econbiz.de/10011797032
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On time-varying predictability of emerging stock market returns
Auer, Benjamin R. - In: Emerging markets review 27 (2016), pp. 1-13
Persistent link: https://www.econbiz.de/10011670949
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Pure return persistence, Hurst exponents and hedge fund selection : a practical note
Auer, Benjamin R. - In: The journal of asset management 17 (2016) 5, pp. 319-330
Persistent link: https://www.econbiz.de/10011634661
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On the performance of simple trading rules derived from the fractal dynamics of gold and silver price fluctuations
Auer, Benjamin R. - In: Finance research letters 16 (2016), pp. 255-267
Persistent link: https://www.econbiz.de/10011656212
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On false discoveries of standard t-tests in investment management applications
Auer, Benjamin R. - In: Review of managerial science : RMS 16 (2022) 3, pp. 751-768
Persistent link: https://www.econbiz.de/10013191545
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What do scientists know about inflation hedging?
Arnold, Stephan; Auer, Benjamin R. - In: The North American journal of economics and finance : a … 34 (2015), pp. 187-214
Persistent link: https://www.econbiz.de/10011539875