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On the time-varying dynamics of stock and commodity momentum returns
Stadtmüller, Immo; Auer, Benjamin R.; Schuhmacher, Frank - In: Finance research letters 46 (2022) 2, pp. 1-10
Persistent link: https://www.econbiz.de/10013341591
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The role of investor attention in predicting stock prices : the long short-term memory networks perspective
Zhang, Yongjie; Chu, Gang; Shen, Dehua - In: Finance research letters 38 (2021), pp. 1-11
Persistent link: https://www.econbiz.de/10012487952
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Information shocks and investor underreaction : evidence from the Bitcoin market
Meng, Yongqiang; Goodell, John W.; Shen, Dehua - In: Finance research letters 56 (2023), pp. 1-8
Persistent link: https://www.econbiz.de/10014473632
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Market reaction to climate risk report disclosures : the roles of investor attention and sentiment
Li, Yue; Goodell, John W.; Shen, Dehua - In: Finance research letters 58 (2023) 1, pp. 1-8
Persistent link: https://www.econbiz.de/10014580880
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Performance hypothesis testing with the sharpe ratio : the case of hedge funds
Auer, Benjamin R.; Schuhmacher, Frank - In: Finance research letters 10 (2013) 4, pp. 196-208
Persistent link: https://www.econbiz.de/10010252332
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A three-factor pricing model for cryptocurrencies
Shen, Dehua; Urquhart, Andrew; Wang, Pengfei - In: Finance research letters 34 (2020), pp. 1-6
Persistent link: https://www.econbiz.de/10012436740
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Momentum or reversal : which is the appropriate third factor for cryptocurrencies?
Jia, Boxiang; Goodell, John W.; Shen, Dehua - In: Finance research letters 45 (2022), pp. 1-7
Persistent link: https://www.econbiz.de/10014576173