//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Applied economics letters"
~isPartOf:"CESifo working papers"
~isPartOf:"CREATES Research Papers"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of financial economics"
~person:"Barroso, Pedro"
~subject:"Wertpapierhandel"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
An agent-based stochastic vola...
Similar by subject
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
Wertpapierhandel
Anlageverhalten
2
Behavioural finance
2
CAPM
2
Portfolio selection
2
Portfolio-Management
2
Transaction costs
2
Transaktionskosten
2
Anomalies
1
Arbitrage
1
Arbitrage Pricing
1
Arbitrage pricing
1
Arbitrage risk
1
Capital income
1
Capital market returns
1
Estimation
1
Factor timing
1
Kapitaleinkommen
1
Kapitalmarktrendite
1
Method of moments
1
Momentenmethode
1
Momentum
1
Risiko
1
Risikoprämie
1
Risk
1
Risk premium
1
Schätzung
1
Securities trading
1
Sentiment
1
Short-sale constraints
1
Theorie
1
Theory
1
Time-varying risk
1
Transaction costs of momentum
1
more ...
less ...
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Barroso, Pedro
Cheng, Yirung
2
Chung, Chune Young
2
Day, Min-Yuh
2
Huang, Paoyu
2
Menkhoff, Lukas
2
Ni, Yensen
2
Osler, Carol
2
Schmeling, Maik
2
Venkataraman, Kumar
2
Andronikidi, Aikaterini
1
Atcha Kamolsareeratana
1
Banerjee, Anurag Narayan
1
Barrot, Jean-Noel
1
Baruch, Shmuel
1
Bauer, Christian
1
Bessembinder, Hendrik
1
Cao, Ji
1
Caporale, Guglielmo Maria
1
Carrion, Allen
1
Cartea, Álvaro
1
Chague, Fernando
1
Chan, Kalok
1
Chen, Hung-Ling
1
Chen, Yi-Chi
1
Choi, James J.
1
Cox, Ruben
1
Cvijanović, Dragana
1
Czech, Robert
1
Daniel, Kent
1
Dasgupta, Amil
1
Davis, Ryan L.
1
De Grauwe, Paul
1
De-Losso, Rodrigo
1
Detollenaere, Benoit
1
Dong, Ming
1
Easton, Steve
1
Eom, Yunsung
1
Farjam, Mike
1
Federova, Elena
1
more ...
less ...
Published in...
All
Applied economics letters
CESifo working papers
CREATES Research Papers
Journal of banking & finance
Journal of financial economics
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Momentum has its moments
Barroso, Pedro
;
Santa-Clara, Pedro
- In:
Journal of financial economics
116
(
2015
)
1
,
pp. 111-120
Persistent link: https://www.econbiz.de/10011347950
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->