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Investment restrictions and fund performance
Fulkerson, Jon A.; Hong, Xin - In: Journal of empirical finance 64 (2021), pp. 317-336
Persistent link: https://www.econbiz.de/10013259497
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Enhancing betting against beta with stochastic dominance
Kolokolova, Olga; Xu, Xia - In: Journal of empirical finance 76 (2024), pp. 1-19
Persistent link: https://www.econbiz.de/10014491900
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The pricing of jump and diffusive risks in the cross-section of cryptocurrency returns
Leong, Minhao; Kwok, Simon Sai Man - In: Journal of empirical finance 74 (2023), pp. 1-21
Persistent link: https://www.econbiz.de/10014477057
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Improved inference for fund alphas using high-dimensional cross-sectional tests
Cheng, Tingting; Yan, Cheng; Yan, Yayi - In: Journal of empirical finance 61 (2021), pp. 57-81
Persistent link: https://www.econbiz.de/10012693236
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Volatility timing, sentiment, and the short-term profitability of VIX-based cross-sectional trading strategies
Ding, Wenjie; Mazouz, Khelifa; Wang, Qingwei - In: Journal of empirical finance 63 (2021), pp. 42-56
Persistent link: https://www.econbiz.de/10013258724
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Short trading and short investing
Blocher, Jesse; Haslag, Peter; Zhang, Chi - In: Journal of empirical finance 59 (2020), pp. 154-171
Persistent link: https://www.econbiz.de/10012437970
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Market uncertainty, expected volatility and the mispricing of S&P 500 index futures
Tu, Anthony H.; Hsieh, Wen-Liang G.; Wu, Wei-Shao - In: Journal of empirical finance 35 (2016), pp. 78-98
Persistent link: https://www.econbiz.de/10011662722
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Mispricing firm-level productivity
Ang, Tze Chuan; Lam, F. Y. Eric C.; Wei, K. C. John - In: Journal of empirical finance 58 (2020), pp. 139-163
Persistent link: https://www.econbiz.de/10012430668
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US cross-listing and domestic high-frequency trading : evidence from Canadian stocks
Dodd, Olga; Frijns, Bart; Indriawan, Ivan; Pascual, Roberto - In: Journal of empirical finance 72 (2023), pp. 301-320
Persistent link: https://www.econbiz.de/10014476858
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Coreversal : the booms and busts of arbitrage activities in China
Liu, Xin; Qiu, Zhigang; Shen, Luyao; Zheng, Weinan - In: Journal of empirical finance 71 (2023), pp. 51-65
Persistent link: https://www.econbiz.de/10014293029