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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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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
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The Permanent Portfolio
Anderson, Hamish D.; Marshall, Ben R.; Miao, Jia - In: Applied financial economics 24 (2014) 16/18, pp. 1083-1089
Persistent link: https://www.econbiz.de/10010419030
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Style analysis and dominant index timing : an application to Australian multi-sector managed funds
Holmes, Kathryn A.; Faff, Robert W.; Clacher, Iain - In: Applied financial economics 20 (2010) 4/6, pp. 293-301
timing ability in comparison to traditional timing measures; however, the majority of funds are still unable to time their …
Persistent link: https://www.econbiz.de/10003963122
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Seasonality in stock returns
Bentzen, Eric - In: Applied financial economics 19 (2009) 19/21, pp. 1605-1610
In this article, we investigate the January effect on stocks traded at New York Stock Exchange (NYSE), American Stock Exchange (AMEX) and National Association of Securities Dealers Automated Quotations (NASDAQ). Unlike other empirical works we suggest expanding the model to cover several main...
Persistent link: https://www.econbiz.de/10003904305
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Intraday stock price patterns in the Greek stock exchange
Niarchos, Nikētas; Alexakis, Christos A. - In: Applied financial economics 13 (2003) 1, pp. 13-22
Persistent link: https://www.econbiz.de/10001725715
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Institutional flows and equity style diversification
Gallo, John Gregory; Phengpis, Chanwit; Swanson, Peggy … - In: Applied financial economics 18 (2008) 16/18, pp. 1441-1450
Persistent link: https://www.econbiz.de/10003779553
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Optimal diversification across mutual funds
Moreno, David; Rodríguez, Rosa - In: Applied financial economics 23 (2013) 1/3, pp. 119-122
Persistent link: https://www.econbiz.de/10009719022
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Portfolio diversification : a factor analysis approach
Hui, Tak-kee - In: Applied financial economics 15 (2005) 12, pp. 821-834
Persistent link: https://www.econbiz.de/10003070644
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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