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Excess volatility and closed-end funds
Pontiff, Jeffrey - In: The American economic review 87 (1997) 1, pp. 155-169
Persistent link: https://www.econbiz.de/10001218701
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Variable rare disasters : a tractabel theory of ten puzzles in macro-finance
Gabaix, Xavier - In: The American economic review 98 (2008) 2, pp. 64-67
Persistent link: https://www.econbiz.de/10003730014
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The impact of rational and irrational sentiments of individual and institutional investors on DJIA and S&P500 index returns
Verma, Rahul; Baklaci, Hasan; Soydemir, Gökçe A. - In: Applied financial economics 18 (2008) 16/18, pp. 1303-1317
Persistent link: https://www.econbiz.de/10003779380
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Nonlinearity in stock returns : do risk aversion, investor sentiment and, monetary policy shocks matter?
Dahmene, Meriam; Boughrara, Adel; Slim, Skander - In: International review of economics & finance : IREF 71 (2021), pp. 676-699
Persistent link: https://www.econbiz.de/10012628018
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MA trading rules, herding behaviors, and stock market overreaction
Ni, Yensen; Liao, Yi-Ching; Huang, Paoyu - In: International review of economics & finance : IREF 39 (2015), pp. 253-265
Persistent link: https://www.econbiz.de/10011572446
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Stock price booms and expected capital gains
Adam, Klaus; Marcet, Albert; Beutel, Johannes - In: The American economic review 107 (2017) 8, pp. 2352-2408
Persistent link: https://www.econbiz.de/10011713330
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The predictability of skewness risk premium on stock returns : evidence from Chinese market
Ni, Zhongxin; Wang, Linyu - In: International review of economics & finance : IREF 87 (2023), pp. 576-594
Persistent link: https://www.econbiz.de/10014472485
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The performance evaluation for fund of funds by comparing asset allocation of mean-variance model or genetic algorithms to that of fund managers
Lai, Syouching; Li, Hungchih - In: Applied financial economics 18 (2008) 4/6, pp. 483-499
Persistent link: https://www.econbiz.de/10003739183
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The effects of portfolio size on international equity home bias puzzle
Ni, Jinlan - In: International review of economics & finance : IREF 18 (2009) 3, pp. 469-478
Persistent link: https://www.econbiz.de/10003881640
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Testing a non-linear model of portfolio behaviour with time-varying expectations and risks : the case of UK private sector pension funds
Blake, David - In: Applied financial economics 1 (1991) 2, pp. 105-121
Persistent link: https://www.econbiz.de/10001114492