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Fund flow bias in market timing skill : evidence of the clientele effect
Muñoz, Fernando; Vargas, María; Vicente, Ruth - In: International review of economics & finance : IREF 33 (2014), pp. 257-269
Persistent link: https://www.econbiz.de/10010532724
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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
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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
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Multi-period mean-variance asset-liability management with uncontrolled cash flow and uncertain time-horizon
Yao, Haixiang; Zeng, Yan; Chen, Shumin - In: Economic modelling 30 (2013), pp. 492-500
Persistent link: https://www.econbiz.de/10009708888
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Evolutionary models in cash management policies with multiple assets
Moraes, Marcelo Botelho da Costa; Nagano, Marcelo Seido - In: Economic modelling 39 (2014), pp. 1-7
Persistent link: https://www.econbiz.de/10010419512
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Managerial risk-taking incentives and cash holding in US firms : evidence from FAS 123R
Canil, Jean; Karpavičius, Sigitas - In: International review of economics & finance : IREF 78 (2022), pp. 605-628
Persistent link: https://www.econbiz.de/10013334605
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Multi-period sentiment asset pricing model with information
Li, Jinfang - In: International review of economics & finance : IREF 34 (2014), pp. 118-130
Persistent link: https://www.econbiz.de/10010533162
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Influence of investor subjective judgments in investment decision-making
Liu, Yu-hong; Jiang, I-ming - In: International review of economics & finance : IREF 24 (2012), pp. 129-142
Persistent link: https://www.econbiz.de/10009690222
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Sentiment asset pricing model with consumption
Yang, Chunpeng; Zhang, Rengui - In: Economic modelling 30 (2013), pp. 462-467
Persistent link: https://www.econbiz.de/10009708902
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Shouldn't all eggs be putted in one basket? : a portfolio model based on investor sentiment and inertial thinking
Xie, Jun; Yang, Chunpeng - In: Economic modelling 35 (2013), pp. 682-688
Persistent link: https://www.econbiz.de/10010336678