Narrow search
Showing 1 - 10 of 115
Cover Image
Momentum trading in the NFL gambling market
Nofsinger, John R.; Shank, Corey A. - In: Finance research letters 55 (2023) 2, pp. 1-5
Persistent link: https://www.econbiz.de/10014473551
Cover Image
Cross-sectional anomalies and volatility risk in different economic and market cycles
Peltomäki, Jarkko; Äijö, Janne - In: Finance research letters 12 (2015), pp. 17-22
Persistent link: https://www.econbiz.de/10011551749
Cover Image
An idea of risk-neutral momentum and market fear
Schadner, Wolfgang - In: Finance research letters 37 (2020), pp. 1-6
Persistent link: https://www.econbiz.de/10012484870
Cover Image
Weekly momentum in the commodity futures market
Kwon, Kyungyoon; Kang, Jangkoo; Yun, Jaesun - In: Finance research letters 35 (2020), pp. 1-8
Persistent link: https://www.econbiz.de/10012438709
Cover Image
Momentum and the Halloween Indicator : evidence of a new seasonal pattern in momentum returns
Bhootra, Ajay - In: Finance research letters 31 (2019), pp. 26-31
Persistent link: https://www.econbiz.de/10012420974
Cover Image
Asymmetric effect of style comovement on momentum
Hsu, Ching-Chi; Chen, Miao-Ling - In: Finance research letters 31 (2019), pp. 146-154
Persistent link: https://www.econbiz.de/10012421265
Cover Image
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
Cover Image
Nonrandom price movements
Madan, Dilip B.; Wang, King - In: Finance research letters 17 (2016), pp. 103-109
Persistent link: https://www.econbiz.de/10011596246
Cover Image
Pricing within and across asset classes
Dobrynskaja, V. V. - In: Finance research letters 25 (2018), pp. 10-15
Persistent link: https://www.econbiz.de/10012003407
Cover Image
Performance persistence of government bond factor premia
Zaremba, Adam - In: Finance research letters 22 (2017), pp. 182-189
Persistent link: https://www.econbiz.de/10011808138