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~isPartOf:"Applied economics"
~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~subject:"Kapitaleinkommen"
~subject:"Volatilität"
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Kapitaleinkommen
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Portfolio selection
416
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Grobys, Klaus
4
Lettau, Martin
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2
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2
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2
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2
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2
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2
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2
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2
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1
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1
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Applied economics
Discussion paper / Centre for Economic Policy Research
Finance research letters
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Journal of banking & finance
225
International review of financial analysis
213
Journal of financial economics
179
NBER working paper series
160
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158
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147
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144
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128
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116
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114
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104
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85
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82
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79
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78
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74
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73
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71
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67
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62
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61
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
59
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
58
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Economics letters
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ECONIS (ZBW)
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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
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2
Institutional trade persistence and long-term equity returns
Dasgupta, Amil
;
Prat, Andrea
;
Verardo, Michela
-
2007
Persistent link: https://www.econbiz.de/10003515861
Saved in:
3
Pairs trading : does volatility timing matter?
Huck, Nicolas
- In:
Applied economics
47
(
2015
)
55/57
,
pp. 6239-6256
Persistent link: https://www.econbiz.de/10011381294
Saved in:
4
Market overreaction and investment strategies
Han, Chulwoo
;
Hwang, Soosung
;
Ryu, Doojin
- In:
Applied economics
47
(
2015
)
52/54
,
pp. 5868-5885
Persistent link: https://www.econbiz.de/10011348836
Saved in:
5
Optimal diversification and risk-taking : a theoretical and empirical analysis
Yunker, James A.
;
Melkumian, Alice
- In:
Applied economics
45
(
2013
)
10/12
,
pp. 1481-1492
Persistent link: https://www.econbiz.de/10009718369
Saved in:
6
Mesdames et Messieurs, momentum performance is not so abnormal after all!
Galariotis, Emilios
- In:
Applied economics
45
(
2013
)
25/27
,
pp. 3871-3879
Persistent link: https://www.econbiz.de/10010345846
Saved in:
7
What can rational investors do about excessive volatility and sentiment fluctuations?
Dumas, Bernard J.
;
Kurshev, Alexander
;
Uppal, Raman
-
2005
Persistent link: https://www.econbiz.de/10003294322
Saved in:
8
Investor sentiment and risk appetite of real estate security market
Hui, Eddie Chi Man
;
Zheng, Xian
;
Wang, Hui
- In:
Applied economics
45
(
2013
)
19/21
,
pp. 2801-2807
Persistent link: https://www.econbiz.de/10010189350
Saved in:
9
Can fat-tail create the momentum and reversal?
Bae, Kwangil
;
Kang, Hankil
;
Kang, Jangkoo
- In:
Applied economics
52
(
2020
)
44
,
pp. 4850-4863
Persistent link: https://www.econbiz.de/10012306509
Saved in:
10
Improving market timing of time series momentum in the Chinese stock market
Qin, Yafeng
;
Pan, Guoyao
;
Bai, Min
- In:
Applied economics
52
(
2020
)
43
,
pp. 4711-4725
Persistent link: https://www.econbiz.de/10012298683
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