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1
Hedge fund systemic risk signals
Savona, Roberto
- In:
European journal of operational research : EJOR
236
(
2014
)
1
,
pp. 282-291
Persistent link: https://www.econbiz.de/10010361715
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2
Symposium on public policy issues in finance
Leland, Hayne Ellis
;
Feldstein, Martin S.
;
Glauber, …
- In:
The journal of finance : the journal of the American …
52
(
1997
)
3
,
pp. 1181-1198
Persistent link: https://www.econbiz.de/10001225606
Saved in:
3
Simple technical trading rules and the stochastic properties of stock returns
Brock, William A.
- In:
The journal of finance : the journal of the American …
47
(
1992
)
5
,
pp. 1731-1764
Persistent link: https://www.econbiz.de/10001138543
Saved in:
4
Returns to buying winners and selling losers : implications for stock market efficiency
Jegadeesh, Narasimhan
- In:
The journal of finance : the journal of the American …
48
(
1993
)
1
,
pp. 65-91
Persistent link: https://www.econbiz.de/10001141549
Saved in:
5
Long-term market overreaction or biases in computed returns?
Conrad, Jennifer S.
- In:
The journal of finance : the journal of the American …
48
(
1993
)
1
,
pp. 39-63
Persistent link: https://www.econbiz.de/10001141550
Saved in:
6
Using generalized method of moments to test mean-variance efficiency
MacKinlay, Archie Craig
- In:
The journal of finance : the journal of the American …
46
(
1991
)
2
,
pp. 511-527
Persistent link: https://www.econbiz.de/10001108685
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7
Good news for value stocks : further evidence on market efficiency
La Porta, Rafael
;
Lakonishok, Josef
;
Shleifer, Andrei
; …
- In:
The journal of finance : the journal of the American …
52
(
1997
)
2
,
pp. 859-874
Persistent link: https://www.econbiz.de/10001222416
Saved in:
8
Measuring mutual fund performance with characteristic-based benchmarks
Daniel, Kent
;
Grinblatt, Mark
;
Titman, Sheridan
; …
- In:
The journal of finance : the journal of the American …
52
(
1997
)
3
,
pp. 1035-1058
Persistent link: https://www.econbiz.de/10001225617
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9
Size anomalies in US bank stock returns
Gandhi, Priyank
;
Lustig, Hanno
- In:
The journal of finance : the journal of the American …
70
(
2015
)
2
,
pp. 733-768
Persistent link: https://www.econbiz.de/10010517165
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10
Are momentum profits robust to trading costs?
Korajczyk, Robert A.
;
Sadka, Ronnie
- In:
The journal of finance : the journal of the American …
59
(
2004
)
3
,
pp. 1039-1082
Persistent link: https://www.econbiz.de/10002094331
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