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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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Value and momentum from investors' perspective : evidence from professionals' risk-ratings
Merkle, Christoph; Sextroh, Christoph - In: Journal of empirical finance 62 (2021), pp. 159-178
Persistent link: https://www.econbiz.de/10012693335
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Investment and profitability versus value and momentum : the price of residual risk
Li, Yuming - In: Journal of empirical finance 46 (2018), pp. 1-10
Persistent link: https://www.econbiz.de/10012103433
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Model averaging in risk management with an application to futures markets
Pesaran, M. Hashem; Schleicher, Christoph; Zaffaroni, Paolo - In: Journal of empirical finance 16 (2009) 2, pp. 280-305
Persistent link: https://www.econbiz.de/10003839329
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Timing the investment grade securities market : evidence from high quality bond funds
Boney, Vaneesha; Comer, George; Kelly, Lynne - In: Journal of empirical finance 16 (2009) 1, pp. 55-69
Persistent link: https://www.econbiz.de/10003800199
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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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International conditional asset allocation under specification uncertainty
Barras, Laurent - In: Journal of empirical finance 14 (2007) 4, pp. 443-464
Persistent link: https://www.econbiz.de/10003609902