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The equity premium puzzle and two assets : GMM estimation
Chung, Chune Young; Fard, Amirhossein - In: Applied economics letters 31 (2024) 13, pp. 1188-1194
Persistent link: https://www.econbiz.de/10014558774
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Is liquidity risk priced in cryptocurrency markets?
Han, SeungOh - In: Applied economics letters 30 (2023) 17, pp. 2481-2487
Persistent link: https://www.econbiz.de/10014365989
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Understanding momentum in commodity markets
Chevallier, Julien; Gatumel, Mathieu; Ielpo, Florian - In: Applied economics letters 20 (2013) 13/15, pp. 1383-1402
Persistent link: https://www.econbiz.de/10010203400
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Default probability anomalies in the momentum startegies
Lee, Nicholas Rueilin; Liu, Jung-Fang; Lin, Wei-Yu - In: Applied economics letters 21 (2014) 16/18, pp. 1206-1209
Persistent link: https://www.econbiz.de/10010465679
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Re-examining differences between momentum and time series momentum among individual stocks
Mu, Yuandong; He, Chaohua - In: Applied economics letters 26 (2019) 18, pp. 1537-1543
Persistent link: https://www.econbiz.de/10012204837
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M-Squared and ranking issues for risky assets
Baigent, G. Glenn - In: Applied economics letters 22 (2015) 4/6, pp. 247-250
Persistent link: https://www.econbiz.de/10010506803
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More risk, more information : how passive ownership can improve informational efficiency
Buss, Adrian; Sundaresan, Savitar - 2020
Persistent link: https://www.econbiz.de/10012228949
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Higher-order beliefs and risky asset holdings
Gorodnichenko, Yuriy; Yin, Xiao - 2024
Persistent link: https://www.econbiz.de/10014565092
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The financial origins of non-fundamental risk
Acharya, Sushant; Dogra, Keshav; Singh, Sanjay R. - 2021
Persistent link: https://www.econbiz.de/10013188054
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Investor sophistication and portfolio dynamics
Buss, Adrian; Uppal, Raman; Vilkov, Grigory - 2020
Persistent link: https://www.econbiz.de/10012253974