Narrow search
Showing 1 - 10 of 22
Cover Image
Reward-risk momentum strategies using classical tempered stable distribution
Choi, Jaehyung; Kim, Young Shin; Mitov, Ivan - In: Journal of banking & finance 58 (2015), pp. 194-213
Persistent link: https://www.econbiz.de/10011543976
Cover Image
In search of robust methods for dynamic panel data models in empirical corporate finance
Dang, Viet Anh; Kim, Minjoo; Shin, Yongcheol - In: Journal of banking & finance 53 (2015), pp. 84-98
Persistent link: https://www.econbiz.de/10011377703
Cover Image
Profitability of time series momentum
He, Xue-zhong; Li, Kai - In: Journal of banking & finance 53 (2015), pp. 140-157
Persistent link: https://www.econbiz.de/10011377714
Cover Image
Momentum and downside risk
Min, Byoung-Kyu; Kim, Tong Suk - In: Journal of banking & finance 72 (2016), pp. 104-118
Persistent link: https://www.econbiz.de/10011637082
Cover Image
Measuring the liquidity part of volume
Darolles, Serge; LeFol, Gaëlle; Mero, Gulten - In: Journal of banking & finance 50 (2015), pp. 92-105
Persistent link: https://www.econbiz.de/10010509138
Cover Image
Momentum is really short-term momentum
Gong, Qiang; Liu, Ming; Liu, Qianqiu - In: Journal of banking & finance 50 (2015), pp. 169-182
Persistent link: https://www.econbiz.de/10010509594
Cover Image
Consumer debt non-payment and the borrowing constraint : implications for consumer behavior
Bechlioulis, Alexandros P.; Brissimis, Sophocles N. - In: Journal of banking & finance 101 (2019), pp. 161-172
Persistent link: https://www.econbiz.de/10012162649
Cover Image
Curve momentum
Paschke, Raphael; Prokopczuk, Marcel; Wese Simen, Chardin - In: Journal of banking & finance 113 (2020), pp. 1-17
Persistent link: https://www.econbiz.de/10012226133
Cover Image
Momentum and funding conditions
Garcia-Feijoo, Luis; Jensen, Gerald R.; Jensen, Tyler K. - In: Journal of banking & finance 88 (2018), pp. 312-329
Persistent link: https://www.econbiz.de/10011962923
Cover Image
Portfolio performance measurement using APM-free kernel models
Ayadi, Mohamed A.; Kryzanowski, Lawrence - In: Journal of banking & finance 29 (2005) 3, pp. 623-659
Persistent link: https://www.econbiz.de/10002516949