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Fund investor cliques and flow sensitivity : evidence from China
Liu, Xiaotong; Mo, Yan - In: Finance research letters 58 (2023) 2, pp. 1-9
Persistent link: https://www.econbiz.de/10014584545
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Comparison of utility indifference pricing and mean-variance approach under normal mixture
Hodoshima, Jiro; Misawa, Tetsuya; Miyahara, Yoshio - In: Finance research letters 24 (2018), pp. 221-229
Persistent link: https://www.econbiz.de/10011982579
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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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A practical framework for estimating transaction costs and developing optimal trading strategies to achieve best execution
Kissell, Robert; Glantz, Morton; Malamut, Roberto - In: Finance research letters 1 (2004) 1, pp. 35-46
Persistent link: https://www.econbiz.de/10003307249
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Decomposing the persistence of international equity flows
Froot, Kenneth; Tjornhom, Jessica D. - In: Finance research letters 1 (2004) 3, pp. 154-170
Persistent link: https://www.econbiz.de/10003307277
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Value or volume strategy?
Li, Ming-yuan Leon - In: Finance research letters 6 (2009) 4, pp. 210-218
Persistent link: https://www.econbiz.de/10003934164
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When can life cycle investors benefit from time-varying bond risk premia?
Koijen, Ralph S. J.; Nijman, Theodore E.; Werker, Bas J. M. - In: The review of financial studies 23 (2010) 2, pp. 741-780
Persistent link: https://www.econbiz.de/10003941685
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Confusion of confusions : a test of the disposition effect and momenttum
Birru, Justin - In: The review of financial studies 28 (2015) 7, pp. 1849-1873
Persistent link: https://www.econbiz.de/10011376091
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No place like home : familiarity in mutual fund manager portfolio choice
Pool, Veronika K.; Stoffman, Noah; Yonker, Scott E. - In: The review of financial studies 25 (2012) 8, pp. 2563-2599
Persistent link: https://www.econbiz.de/10009630234
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Demystifying managed futures
Hurst, Brian; Ooi, Yao Hua; Pedersen, Lasse Heje - In: Journal of investment management : JOIM 11 (2013) 3, pp. 42-58
Persistent link: https://www.econbiz.de/10010195994