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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

What drives retail portfolio exposure to ESG factors?

D'Hondt, Catherine; Merli, Maxime; Roger, Tristan - In: Finance research letters 46 (2022) 2, pp. 1-8

Persistent link: https://www.econbiz.de/10013342669

Style rotation on the JSE

Page, Daniel; McClelland, David E.; Auret, C. - In: Finance research letters 46 (2022) 2, pp. 1-11

Persistent link: https://www.econbiz.de/10013342824

What affects the financial asset allocation of the elderly? : from the perspective of financial literacy and risk attitude

Yang, Cheng; Wang, Jie; Liu, Xiaoyu - In: Finance research letters 63 (2024), pp. 1-7

Persistent link: https://www.econbiz.de/10014531329

The sustainability trap : active fund managers between ESG investing and fund overpricing

Bofinger, Yannik; Heyden, Kim J.; Rock, Björn; … - In: Finance research letters 45 (2022), pp. 1-5

Persistent link: https://www.econbiz.de/10014576891

Can factor momentum beat momentum factor? : evidence from China

Ouyang, Ruolan; Zhang, Kun; Zhang, Xuan; Zhu, Dongming - In: Finance research letters 62 (2024) 1, pp. 1-12

While existing studies have not detected a significant standard momentum in the A-share market, recent literature has documented several modified momentum factors. Echoing the findings of Ehsani and Linnainmaa (2022), our study identifies strong factor momentum in the A-share market. Factor...

Persistent link: https://www.econbiz.de/10014530711

Asset pricing with dividend surprises

Guo, Pancheng; Li, Shi; Wang, Yan - In: Finance research letters 58 (2023) 2, pp. 1-7

Persistent link: https://www.econbiz.de/10014583552

Predicting cryptocurrency returns for real-world investments : a daily updated and accessible predictor

He, Mengxi; Shen, Lihua; Zhang, Yaojie; Zhang, Yi - In: Finance research letters 58 (2023) 1, pp. 1-6

Persistent link: https://www.econbiz.de/10014584792

Using fear, greed and machine learning for optimizing global portfolios : a Black-Litterman approach

Barua, Ronil; Sharma, Anil Kumar - In: Finance research letters 58 (2023) 3, pp. 1-12

Persistent link: https://www.econbiz.de/10014631505

Dual-class stock structure and firm investment

Beladi, Hamid; Hu, May; Yang, Jingjing; Zhu, Ruicheng - In: Finance research letters 47 (2022) 1, pp. 1-9

Persistent link: https://www.econbiz.de/10013455536