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Guidolin, Massimo; Ria, Federica - In: The journal of asset management 12 (2011) 5, pp. 322-349

Persistent link: https://www.econbiz.de/10009377003

Diversification potential of ADRs, country funds and underlying stocks across economic conditions

Peterburgsky, Stanley; Yang, Yini - In: Applied financial economics 23 (2013) 1/3, pp. 199-219

Persistent link: https://www.econbiz.de/10009719007

Corporate diversification and abnormal returns

Lawrey, Chris M.; Morris, Brandon C. L. - In: The journal of asset management 20 (2019) 1, pp. 31-37

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Cryptocurrencies from the perspective of euro investors : a reexamination of diversification benefits and a new day-of-the-week effect

Dorfleitner, Gregor; Lung, Carina - In: The journal of asset management 19 (2018) 7, pp. 472-494

Persistent link: https://www.econbiz.de/10011958136

Volatility, correlation, and diversification in a multi-factor world

Roll, Richard - In: The journal of portfolio management : a publication of … 39 (2013) 2, pp. 11-18

Persistent link: https://www.econbiz.de/10009708228

Empirical evidence on the determinants of the stock market reaction to product and market diversification announcements

Jones, Edward A. E.; Danbolt, Jo - In: Applied financial economics 15 (2005) 9, pp. 623-629

Persistent link: https://www.econbiz.de/10002954816

A study of the predictve performance of the moving average trading rule as applied to NYSE, the Athens Stock Exchange and the Vienna Stock Exchange : sensitivity analysis and impli...

Milionis, Alexandros E.; Papanagiotou, Evangelia - In: Applied financial economics 19 (2009) 13/15, pp. 1171-1186

This work examines the variation of the simple Moving Average (MA) trading rule performance as a function of the MA length in New York Stock Exchange (NYSE), Athens Stock Exchange (ASE) and Vienna Stock Exchange (VSE) using daily data from May 1993 to April 2005. Results show that changes of the...

Persistent link: https://www.econbiz.de/10003886017

Feasible momentum strategies in the US stock market

Ammann, Manuel; Moellenbeck, Marcel; Schmid, Markus M. - In: The journal of asset management 11 (2010/11) 6, pp. 362-374

Persistent link: https://www.econbiz.de/10008906493

Returns to trading portfolios of FTSE 100 index options

Liu, Xiaoquan - In: Applied financial economics 17 (2007) 13/15, pp. 1211-1225

Persistent link: https://www.econbiz.de/10003590582

Momentum profits, nonnormality risks and the business cycle

Fuertes, Ana María; Miffre, Joëlle; Tan, Wooi-hou - In: Applied financial economics 19 (2009) 10/12, pp. 935-953

Persistent link: https://www.econbiz.de/10003856859