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1
Luck versus skill over time : time-varying performance in the cross-section of mutual fund returns
Ercolani, Marco G.
;
Pouliot, William
;
Ercolani, Joanne S.
- In:
Applied economics
50
(
2018
)
34/35
,
pp. 3686-3701
Persistent link: https://www.econbiz.de/10012059401
Saved in:
2
An alternative approach for portfolio performance evaluation : enabling fund evaluation relative to peer group via Malkiel’s monkey
Lee, Yongjae
;
Kwon, Do-Gyun
;
Kim, Woo Chang
;
Fabozzi, …
- In:
Applied economics
50
(
2018
)
40
,
pp. 4318-4327
Persistent link: https://www.econbiz.de/10012060850
Saved in:
3
The asymmetric effects of investor sentiment and monetary policy on stock prices
Li, Jinfang
- In:
Applied economics
47
(
2015
)
22/24
,
pp. 2514-2522
Persistent link: https://www.econbiz.de/10010516560
Saved in:
4
Does mixed-frequency investor sentiment impact stock returns? : based on the empirical study of MIDAS regression model
Yang, Chunpeng
;
Zhang, Rengui
- In:
Applied economics
46
(
2014
)
7/9
,
pp. 966-972
Persistent link: https://www.econbiz.de/10010399534
Saved in:
5
Return patterns of South Korean stocks following large price shocks
Kolaric, Sascha
;
Kiesel, Florian
;
Schiereck, Dirk
- In:
Applied economics
48
(
2016
)
1/3
,
pp. 121-132
Persistent link: https://www.econbiz.de/10011412611
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6
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:
7
The cross-section and time-series effects of individual stock sentiment on stock prices
Li, Jinfang
;
Yang, Chunpeng
- In:
Applied economics
49
(
2017
)
47
,
pp. 4806-4815
Persistent link: https://www.econbiz.de/10011844801
Saved in:
8
The international spillover behaviour of implied volatilities and forecasting ability of spillover indices
Kae-Yih, Tzeng
- In:
Applied economics
55
(
2023
)
48
,
pp. 5719-5735
Persistent link: https://www.econbiz.de/10014335666
Saved in:
9
Momentum and reversal : information from prior returns
Kolari, James W.
;
Shin, Sang-Ook
- In:
Applied economics
56
(
2024
)
3
,
pp. 318-336
Persistent link: https://www.econbiz.de/10014439916
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10
Investor sentiment and the financial crisis : a sentiment-based portfolio theory perspective
Xie, Jun
;
Yang, Chunpeng
- In:
Applied economics
47
(
2015
)
7/9
,
pp. 700-709
Persistent link: https://www.econbiz.de/10010512138
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