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~isPartOf:"Applied economics"
~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"Research in international business and finance"
~isPartOf:"The journal of investing"
~subject:"Kapitaleinkommen"
~subject:"Prognoseverfahren"
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Kapitaleinkommen
Prognoseverfahren
Portfolio selection
680
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425
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424
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Zaremba, Adam
6
Grobys, Klaus
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Lettau, Martin
4
Bekaert, Geert
3
Brooks, Robert
3
Hernandez, Jose Arreola
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Holzhauer, Hunter M.
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2
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Chaiyuth Padungsaksawasdi
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2
Ma, Sai
2
McCarthy, David J.
2
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2
Minh Thi Hong Dinh
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Applied economics
Discussion paper / Centre for Economic Policy Research
Research in international business and finance
The journal of investing
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Finance research letters
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International review of financial analysis
188
Journal of financial economics
158
Pacific-Basin finance journal
155
NBER working paper series
143
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138
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132
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107
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71
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64
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59
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ECONIS (ZBW)
284
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1
Investor sentiment and the prediction of stock returns : a quantile regression approach
Ma, Chen
;
Xiao, Shisong
;
Ma, Zonggang
- In:
Applied economics
50
(
2018
)
50
,
pp. 5401-5415
Persistent link: https://www.econbiz.de/10012062185
Saved in:
2
Asset pricing with investor sentiment : on the use of investor group behavior to forecast ASEAN markets
French, Jordan
- In:
Research in international business and finance
42
(
2017
),
pp. 124-148
Persistent link: https://www.econbiz.de/10011750198
Saved in:
3
Momentum strategies in Shari'ah-compliant stocks : the role of debt
Farooqi, Javeria
;
Ngo, Thanh
;
Huerta-Sanchez, Daniel
; …
- In:
The journal of investing
24
(
2015
)
2
,
pp. 90-111
Persistent link: https://www.econbiz.de/10011416648
Saved in:
4
Momentum effects in China : a review of the literature and an empirical explanation of prevailing controversies
Yunlin Yang
;
Ge̜bka, Bartosz
;
Hudson, Robert
- In:
Research in international business and finance
47
(
2019
),
pp. 78-101
Persistent link: https://www.econbiz.de/10012135515
Saved in:
5
Risk adjusted momentum strategies : a comparison between constant and dynamic volatility scaling approaches
Fan, Minyou
;
Li, Youwei
;
Liu, Jiadong
- In:
Research in international business and finance
46
(
2018
),
pp. 131-140
Persistent link: https://www.econbiz.de/10011983588
Saved in:
6
Investor sentiment and the mean-variance relationship : European evidence
Wang, Wenzhao
- In:
Research in international business and finance
46
(
2018
),
pp. 227-239
Persistent link: https://www.econbiz.de/10011983623
Saved in:
7
Investor sentiment, variance risk premium and delta-hedged gains
Chen, Yankun
;
Shu, Jinghong
;
Zhang, Jin E.
- In:
Applied economics
48
(
2016
)
31/33
,
pp. 2952-2964
Persistent link: https://www.econbiz.de/10011615237
Saved in:
8
Returns, volatility and investor sentiment : evidence from European stock markets
Frugier, Alain
- In:
Research in international business and finance
38
(
2016
),
pp. 45-55
Persistent link: https://www.econbiz.de/10011640612
Saved in:
9
Rookies to the stock market : a portrait of new shareholders
Abrahamson, Martin
- In:
Research in international business and finance
38
(
2016
),
pp. 565-576
Persistent link: https://www.econbiz.de/10011640753
Saved in:
10
Can ESG add alpha? : an analysis of ESG tilt and momentum strategies
Nagy, Zoltán
;
Kassam, Altaf
;
Lee, Linda-Eling
- In:
The journal of investing
25
(
2016
)
2
,
pp. 113-126
Persistent link: https://www.econbiz.de/10011695143
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