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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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More risk, more information : how passive ownership can improve informational efficiency
Buss, Adrian; Sundaresan, Savitar - In: The review of financial studies 36 (2023) 12, pp. 4713-4758
Persistent link: https://www.econbiz.de/10014446369
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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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News shocks and the production-based term structure of equity returns
Ai, Hengjie; Croce, Mariano M.; Diercks, Anthony M.; Li, Kai - In: The review of financial studies 31 (2018) 7, pp. 2423-2467
Persistent link: https://www.econbiz.de/10011927137
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Household portfolio diversification : a case for rank-dependent preferences
Polkovnichenko, Valery - In: The review of financial studies 18 (2005) 4, pp. 1467-1502
Persistent link: https://www.econbiz.de/10003352976
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A trade-based analysis of momentum
Hvidkjær, Søren - In: The review of financial studies 19 (2006) 2, pp. 457-491
Persistent link: https://www.econbiz.de/10003355177
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Hedging, familiarity and portfolio choice
Massa, Massimo; Simonov, Andrei - In: The review of financial studies 19 (2006) 2, pp. 633-685
Persistent link: https://www.econbiz.de/10003355249
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Good times or bad times?: investors' uncertainty and stock returns
Ozoguz, Arzu - In: The review of financial studies 22 (2009) 11, pp. 4377-4422
Persistent link: https://www.econbiz.de/10003896304