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Mutual fund volatility timing and management fees
Giambona, Erasmo; Golec, Joseph - In: Journal of banking & finance 33 (2009) 4, pp. 589-599
Persistent link: https://www.econbiz.de/10003820495
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Extreme returns : the case of currencies
Osler, Carol; Savaser, Tanseli - In: Journal of banking & finance 35 (2011) 11, pp. 2868-2880
Persistent link: https://www.econbiz.de/10009373136
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Cross-sectional performance and investor sentiment in a multiple risk factor model
Berger, Dave; Turtle, Harry J. - In: Journal of banking & finance 36 (2012) 4, pp. 1107-1121
Persistent link: https://www.econbiz.de/10009557815
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Does the choice of estimator matter when forecasting returns?
Westerlund, Joakim; Narayan, Paresh Kumar - In: Journal of banking & finance 36 (2012) 9, pp. 2632-2640
Persistent link: https://www.econbiz.de/10009657614
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Long-term US infrastructure returns and portfolio selection
Bianchi, Robert J.; Bornholt, Graham; Drew, Michael E.; … - In: Journal of banking & finance 42 (2014), pp. 314-325
Persistent link: https://www.econbiz.de/10010408373
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Price trends and patterns in technical analysis : a theoretical and empirical examination
Friesen, Geoffrey C.; Weller, Paul A.; Dunham, Lee M. - In: Journal of banking & finance 33 (2009) 6, pp. 1089-1100
Persistent link: https://www.econbiz.de/10003841886
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Multiscale behaviour of volatility autocorrelations in a financial market
Pasquini, Michele; Serva, Maurizio - In: Economics letters 65 (1999) 3, pp. 275-279
Persistent link: https://www.econbiz.de/10001422779
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Prediciting a recession : evidence from the yield curve in the presence of structural breaks
Chauvet, Marcelle; Potter, Simon M. - In: Economics letters 77 (2002) 2, pp. 245-253
Persistent link: https://www.econbiz.de/10001705613
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Modelling S&P 100 volatility : the information content of stock returns
Blair, Bevan J.; Poon, Ser-Huang; Taylor, Stephen - In: Journal of banking & finance 25 (2001) 9, pp. 1665-1679
Persistent link: https://www.econbiz.de/10001603579
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Measuring the temporary component of stock prices : robust multivariate analysis
Gallagher, Liam; Taylor, Mark P. - In: Economics letters 67 (2000) 2, pp. 193-200
Persistent link: https://www.econbiz.de/10001471343