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~isPartOf:"Economic modelling"
~isPartOf:"Finance research letters"
~isPartOf:"Journal of investment management : JOIM"
~subject:"Investmentfonds"
~subject:"Kapitaleinkommen"
~subject:"Risk measure"
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Goodell, John W.
6
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Economic modelling
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ECONIS (ZBW)
441
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1
A new investor sentiment indicator (ISI) based on artificial intelligence : a powerful return predictor in China
Ruan, Qingsong
;
Wang, Zilin
;
Zhou, Yaping
;
Lv, Dayong
- In:
Economic modelling
88
(
2020
),
pp. 47-58
Persistent link: https://www.econbiz.de/10012416839
Saved in:
2
Investment horizons, cash flow news, and the profitability of momentum and reversal strategies in the Chinese stock market
Gang, Jianhua
;
Qian, Zongxin
;
Xu, Tiange
- In:
Economic modelling
83
(
2019
),
pp. 364-371
Persistent link: https://www.econbiz.de/10012206416
Saved in:
3
Fund investor cliques and flow sensitivity : evidence from China
Guo, Xueting
;
Ma, Weichun
;
Liu, Xiaotong
;
Mo, Yan
- In:
Finance research letters
58
(
2023
)
2
,
pp. 1-9
Persistent link: https://www.econbiz.de/10014584545
Saved in:
4
Value or volume strategy?
Li, Ming-yuan Leon
- In:
Finance research letters
6
(
2009
)
4
,
pp. 210-218
Persistent link: https://www.econbiz.de/10003934164
Saved in:
5
Demystifying managed futures
Hurst, Brian
;
Ooi, Yao Hua
;
Pedersen, Lasse Heje
- In:
Journal of investment management : JOIM
11
(
2013
)
3
,
pp. 42-58
Persistent link: https://www.econbiz.de/10010195994
Saved in:
6
Investor sentiment, information and asset pricing model
Yang, Chunpeng
;
Li, Jinfang
- In:
Economic modelling
35
(
2013
),
pp. 436-442
Persistent link: https://www.econbiz.de/10010336779
Saved in:
7
Revisiting the earnings-price effect : the importance of future earnings
Chen, Li-Wen
;
Yu, Hsin-Yi
;
Huang, Hsu-Huei
- In:
Finance research letters
13
(
2015
),
pp. 90-96
Persistent link: https://www.econbiz.de/10011552412
Saved in:
8
Measuring the speed of convergence of stock prices : a nonparametric and nonlinear approach
Kim, Hyeongwoo
;
Ryu, Deockhyun
- In:
Economic modelling
51
(
2015
),
pp. 227-241
Persistent link: https://www.econbiz.de/10011475887
Saved in:
9
Alpha decay and Sharpe ratio : two measures of investor performance
Guo, Ming
;
Ou-Yang, Hui
- In:
Economic modelling
104
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013163977
Saved in:
10
How do factor premia vary over time? : a century of evidence
Ilmanen, Antti
;
Israel, Ronen
;
Lee, Rachel
;
Moskowitz, …
- In:
Journal of investment management : JOIM
19
(
2021
)
4
,
pp. 15-57
Persistent link: https://www.econbiz.de/10013164702
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