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1
When does investor sentiment predict stock returns?
Chung, San-lin
;
Hung, Chi-hsiou
;
Yeh, Chung-ying
- In:
Journal of empirical finance
19
(
2012
)
2
,
pp. 217-240
Persistent link: https://www.econbiz.de/10009615715
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2
Style momentum within the S&P-500 index
Chen, Hsiu-lang
;
De Bondt, Werner Franciscus Marcel
- In:
Journal of empirical finance
11
(
2004
)
4
,
pp. 483-507
Persistent link: https://www.econbiz.de/10002145207
Saved in:
3
Be greedy when others are fearful : evidence from a two-decade assessment of the NDX 100 and S&P 500 indexes
Day, Min-Yuh
;
Ni, Yensen
- In:
International review of financial analysis
90
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014468853
Saved in:
4
Temporal aggregation of the Aumann-Serrano and Foster-Hart performance indexes
Hodoshima, Jiro
;
Yamawake, Toshiyuki
- In:
International review of financial analysis
83
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013454995
Saved in:
5
On the stability of portfolio selection models
Cesarone, Francesco
;
Mango, Fabiomassimo
;
Mottura, Carlo D.
- In:
Journal of empirical finance
59
(
2020
),
pp. 210-234
Persistent link: https://www.econbiz.de/10012437975
Saved in:
6
Multivariate stochastic volatility models :
estimation
and a comparison with VGARCH models
Daníelsson, Jón
- In:
Journal of empirical finance
5
(
1998
)
2
,
pp. 155-173
Persistent link: https://www.econbiz.de/10001374884
Saved in:
7
The Monday effect revisited : an alternative testing approach
Alt, Raimund
;
Fortin, Ines
;
Weinberger, Simon
- In:
Journal of empirical finance
18
(
2011
)
3
,
pp. 447-460
Persistent link: https://www.econbiz.de/10009302091
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8
The performance effects of composition changes on sector specific stock indices : the case of European listed real estate
Brooks, Chris
;
Kappou, Konstantina
;
Stevenson, Simon
; …
- In:
International review of financial analysis
29
(
2013
),
pp. 132-142
Persistent link: https://www.econbiz.de/10010244117
Saved in:
9
Smooth transition patterns in the realized stock-bond correlation
Aslanidis, Nekatrios
;
Christiansen, Charlotte
- In:
Journal of empirical finance
19
(
2012
)
4
,
pp. 454-464
Persistent link: https://www.econbiz.de/10009615670
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10
U.S. monetary policy indicators and international stock returns : 1970 - 2001
Mann, Thomas
;
Atra, Robert J.
;
Dowen, Richard J.
- In:
International review of financial analysis
13
(
2004
)
4
,
pp. 543-558
Persistent link: https://www.econbiz.de/10002224949
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