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Momentum in stock market returns : implications for risk premia on foreign currencies
Nitschka, Thomas - In: Applied financial economics 23 (2013) 7/9, pp. 551-560
Persistent link: https://www.econbiz.de/10009750714
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Do local or global risk factors explain the size, value and momentum trading pay-offs on the Warsaw Stock Exchange?
Waszczuk, Antonia - In: Applied financial economics 23 (2013) 19/21, pp. 1497-1508
Persistent link: https://www.econbiz.de/10010259376
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High-yield versus investment-grade bonds : less risk and greater returns?
Li, Hsi-cheng; McCarthy, Joseph; Pantalone, Coleen C. - In: Applied financial economics 24 (2014) 19/21, pp. 1303-1312
Persistent link: https://www.econbiz.de/10010460175
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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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Effect of regulation FD on disclosures of information by firms
Lawrence, Edward R.; Karels, Gordon V.; Prakash, Arun J.; … - In: Applied financial economics 21 (2011) 13/15, pp. 979-996
Persistent link: https://www.econbiz.de/10009317451
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Inflation and output as predictors of stock returns and volatility : international evidence
Davis, Nicole; Kutan, Ali Mustafa - In: Applied financial economics 13 (2003) 9, pp. 693-700
Persistent link: https://www.econbiz.de/10001776863
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Shrunken earnings predictions are better predictions
Keil, Manfred W.; Smith, Gary; Smith, Margaret H. - In: Applied financial economics 14 (2004) 13, pp. 937-943
Persistent link: https://www.econbiz.de/10002195480
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Idiosyncratic risk and expected returns : a panel data model with random effects
Wang, Mu-Shun - In: Applied financial economics 23 (2013) 10/12, pp. 869-880
Persistent link: https://www.econbiz.de/10009771164
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Combining analysts' forecasts with causal model forecasts of earnings growth
Terregrossa, Salvatore J. - In: Applied financial economics 9 (1999) 2, pp. 143-153
Persistent link: https://www.econbiz.de/10001454302
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Volatility forecasting performance of two-scale realized volatility
Garg, S.; Vipul - In: Applied financial economics 24 (2014) 16/18, pp. 1111-1121
Persistent link: https://www.econbiz.de/10010418949