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Factor tracking : a new smart beta strategy that outperforms naïve diversification
Jiang, Chonghui; Du, Jiangze; An, Yunbi; Zhang, Jinqing - In: Economic modelling 96 (2021), pp. 396-408
Persistent link: https://www.econbiz.de/10012745446
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Household investment diversification amid Covid-19 pandemic : evidence from Chinese investors
Sha, Yezhou; Zhang, Yong; Lu, Xiaomeng - In: Finance research letters 47 (2022) 1, pp. 1-7
Persistent link: https://www.econbiz.de/10013455529
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Dynamic asset pricing in delegated investment : an investigation from the perspective of heterogeneous beliefs of institutional and retail investors
Sheng, Jiliang; Xu, Si; An, Yunbi; Yang, Jun - In: Economic modelling 107 (2022), pp. 1-7
Persistent link: https://www.econbiz.de/10013367483
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What do responses of financial markets to the collapse of FTX say about investor interest in cryptocurrencies? : event-study evidence
Yousaf, Imran; Riaz, Yasir; Goodell, John W. - In: Finance research letters 53 (2023), pp. 1-8
Persistent link: https://www.econbiz.de/10014472493
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Momentum or reversal : which is the appropriate third factor for cryptocurrencies?
Jia, Boxiang; Goodell, John W.; Shen, Dehua - In: Finance research letters 45 (2022), pp. 1-7
Persistent link: https://www.econbiz.de/10014576173
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Integration between asset management tokens, asset management stock, and other financial markets : evidence from TVP-VAR modeling
Yousaf, Imran; Riaz, Yasir; Goodell, John W. - In: Finance research letters 57 (2023), pp. 1-9
Persistent link: https://www.econbiz.de/10014526712
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Is macroeconomic tail risk contagious to stock idiosyncratic risk?
Yao, Shouyu; Liu, Zezhong; Wang, Chunfeng; Palma, Alessia; … - In: Finance research letters 63 (2024), pp. 1-5
Persistent link: https://www.econbiz.de/10014531317
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Missing momentum in China : considering individual investor preference
Yao, Shouyu; Qin, Yuanyuan; Cheng, Feiyang; Wu, Ji; … - In: Finance research letters 49 (2022), pp. 1-7
Persistent link: https://www.econbiz.de/10013479218
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Dynamic return connectedness between commodities and travel & leisure ETFs : investment strategies and portfolio implications
Lang, Chunlin; Hu, Yang; Corbet, Shaen; Goodell, John W. - In: Finance research letters 58 (2023) 2, pp. 1-9
Persistent link: https://www.econbiz.de/10014631118
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Information shocks and investor underreaction : evidence from the Bitcoin market
Meng, Yongqiang; Goodell, John W.; Shen, Dehua - In: Finance research letters 56 (2023), pp. 1-8
Persistent link: https://www.econbiz.de/10014473632