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Trading signal, functional data analysis and time series momentum
Boubaker, Sabri; Liu, Zhenya; Lu, Shanglin; Zhang, Yifan - In: Finance research letters 42 (2021), pp. 1-8
Persistent link: https://www.econbiz.de/10014581379
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A note of techniques that mitigate floating-point errors in PIN estimation
Ke, Wen-Chyan; Chen, Hueiling; Lin, Hsiou-Wei William - In: Finance research letters 31 (2019), pp. 458-462
Persistent link: https://www.econbiz.de/10012421767
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Firm-specific credit risk estimation in the presence of regimes and noisy prices
Bégin, Jean-François; Boudreault, Mathieu; Gauthier, … - In: Finance research letters 23 (2017), pp. 306-313
Persistent link: https://www.econbiz.de/10011808423
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Cryptocurrencies and the low volatility anomaly
Burggraf, Tobias; Rudolf, Markus - In: Finance research letters 40 (2021), pp. 1-8
Persistent link: https://www.econbiz.de/10012819216
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Seasonality in the cross-section of cryptocurrency returns
Long, Huaigang; Zaremba, Adam; Demir, Ender; … - In: Finance research letters 35 (2020), pp. 1-8
Persistent link: https://www.econbiz.de/10012439072
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Residual momentum and the cross-section of stock returns : Chinese evidence
Lin, Qi - In: Finance research letters 29 (2019), pp. 206-215
Persistent link: https://www.econbiz.de/10012418711
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The temporal evolution of mispricing in prediction markets
Restocchi, Valerio; McGroarty, Frank; Gerding, Enrico - In: Finance research letters 29 (2019), pp. 303-307
Persistent link: https://www.econbiz.de/10012419128
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Risk premium contributions of the Fama and French mimicking factors
Bank, Matthias; Insam, Franz - In: Finance research letters 29 (2019), pp. 347-356
Persistent link: https://www.econbiz.de/10012419218
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Social-media and intraday stock returns : the pricing power of sentiment
Broadstock, David C.; Zhang, Dayong - In: Finance research letters 30 (2019), pp. 116-123
Persistent link: https://www.econbiz.de/10012420315
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Capital structure volatility, financial vulnerability, and stock returns : evidence from Korean firms
Chong, Byung-Uk; Kim, Heonsoo - In: Finance research letters 30 (2019), pp. 318-326
Persistent link: https://www.econbiz.de/10012420868