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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
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The cross section of expected futures returns and the Keynesian hypothesis
Miffre, Joëlle - In: Applied financial economics 13 (2003) 10, pp. 731-739
Persistent link: https://www.econbiz.de/10001777214
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The predictability of futures returns : rational variation in required returns or market inefficiency?
Miffre, Joëlle - In: Applied financial economics 12 (2002) 10, pp. 715-724
Persistent link: https://www.econbiz.de/10001702510
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Momentum profits, nonnormality risks and the business cycle
Fuertes, Ana-Maria; Miffre, Joëlle; Tan, Wooi-Hou - In: Applied financial economics 19 (2009) 12, pp. 935-954
Persistent link: https://www.econbiz.de/10008253584
Cover Image
Momentum profits, nonnormality risks and the business cycle
Fuertes, Ana-Maria; Miffre, Joëlle; Tan, Wooi-Hou - In: Applied financial economics 19 (2009) 10-12, pp. 935-954
Persistent link: https://www.econbiz.de/10008272559