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Avoiding regret in an agent-based asset pricing model
Pruna, Radu T.
;
Polukarov, Maria
;
Jennings, Nick
- In:
Finance research letters
24
(
2018
),
pp. 273-277
Persistent link: https://www.econbiz.de/10011982602
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2
Reversal of Monday returns : it is the afternoon that matters
Pigorsch, Uta
;
Schäfer, Sebastian
- In:
Finance research letters
65
(
2024
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014563770
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3
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
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4
A common pattern across asset pricing
anomalies
Božović, Miloš
- In:
Finance research letters
48
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013464296
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5
Can a dynamic correlation factor improve the pricing of industry portfolios?
Božović, Miloš
- In:
Finance research letters
53
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014472399
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6
Alternative reversal variable
Anh Duy Nguyen
- In:
Finance research letters
33
(
2020
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012430971
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7
Does sentiment matter for stock returns? : evidence from Indian stock market using wavelet approach
Dash, Saumya Ranjan
;
Maitra, Debasish
- In:
Finance research letters
26
(
2018
),
pp. 32-39
Persistent link: https://www.econbiz.de/10012005423
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8
Is macroeconomic tail risk contagious to stock idiosyncratic risk?
Yao, Shouyu
;
Liu, Zezhong
;
Wang, Chunfeng
;
Palma, Alessia
; …
- In:
Finance research letters
63
(
2024
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014531317
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9
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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10
Mispricing, returns and the quest for parsimony
Qiu, Wanling
- In:
Finance research letters
37
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012484942
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