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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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Herding behavior in conventional cryptocurrency market, non-fungible tokens, and DeFi assets.
Yousaf, Imran; Yarovaya, Larisa - In: Finance research letters 50 (2022), pp. 1-7
Persistent link: https://www.econbiz.de/10014245339
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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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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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The devil in the style : mutual fund style drift, performance and common risk factors
Sha, Yezhou - In: Economic modelling 86 (2020), pp. 264-273
Persistent link: https://www.econbiz.de/10012415770
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Combining the minimum-variance and equally-weighted portfolios : can portfolio performance be improved?
Jiang, Chonghui; Du, Jiangze; An, Yunbi - In: Economic modelling 80 (2019), pp. 260-274
Persistent link: https://www.econbiz.de/10012200533
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Which is the best : a comparison of asset pricing factor models in Chinese mutual fund industry
Sha, Yezhou; Gao, Ran - In: Economic modelling 83 (2019), pp. 8-16
Persistent link: https://www.econbiz.de/10012204236
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Dynamic linkages between developed and BRICS stock markets : portfolio risk analysis
Mensi, Walid; Hammoudeh, Shawkat; Kang, Sang Hoon - In: Finance research letters 21 (2017), pp. 26-33
Persistent link: https://www.econbiz.de/10011807276