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Common factors in the returns on cryptocurrencies
Jung, Woosung; Park, Haerang - In: Finance research letters 65 (2024), pp. 1-9
Persistent link: https://www.econbiz.de/10014551883
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Picking up the pennies in front of the bulldozer : the profitability of gilt based trading strategies
Quinn, Barry; Hanna, Alan; MacDonald, Fred - In: Finance research letters 27 (2018), pp. 214-222
Persistent link: https://www.econbiz.de/10012006864
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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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Novel alternative assets within a transmission mechanism of volatility spillovers : the role of SPACs
Papathanasiou, Spyros; Koutsokostas, Drosos; Pergeris, … - In: Finance research letters 47 (2022) 1, pp. 1-10
Persistent link: https://www.econbiz.de/10013457696
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Do hedge and merger arbitrage funds actually hedge? : A time-varying volatility spillover approach
Papathanasiou, Spyros; Vasiliou, Dimitrios; Magoutas, … - In: Finance research letters 44 (2022), pp. 1-9
Persistent link: https://www.econbiz.de/10014495017
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Relationship between deep hedging and delta hedging : leveraging a statistical arbitrage strategy
Horikawa, Hiroaki; Nakagawa, Kei - In: Finance research letters 62 (2024) 1, pp. 1-8
Persistent link: https://www.econbiz.de/10014530849
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Revisiting the earnings-price effect : the importance of future earnings
Chen, Li-Wen; Yu, Hsin-Yi; Huang, Hsu-Huei - In: Finance research letters 13 (2015), pp. 90-96
Persistent link: https://www.econbiz.de/10011552412
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Echo effects and the returns from 52-week high strategies
Chen, An-sing; Yang, Wayne - In: Finance research letters 16 (2016), pp. 38-46
Persistent link: https://www.econbiz.de/10011655072
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A note on why doesn't the choice of performance measure matter?
Guo, Biao; Xiao, Yugu - In: Finance research letters 16 (2016), pp. 248-254
Persistent link: https://www.econbiz.de/10011656210
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Markowitz meets technical analysis : building optimal portfolios by exploiting information in trend-following signals
Santos, André A. P.; Torrent, Hudson S. - In: Finance research letters 49 (2022), pp. 1-7
Persistent link: https://www.econbiz.de/10013478652