Narrow search
Showing 1 - 10 of 71
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
CDS-bond basis and bond return predictability
Kim, Gi H.; Li, Haitao; Zhang, Weina - In: Journal of empirical finance 38 (2016), pp. 307-337
Persistent link: https://www.econbiz.de/10011664711
Cover Image
Predicting exchange rate cycles utilizing risk factors
Ahmed, Jameel; Straetmans, Stefan - In: Journal of empirical finance 34 (2015), pp. 112-130
Persistent link: https://www.econbiz.de/10011557076
Cover Image
Equity order flow and exchange rate dynamics
Ferreira Filipe, Sara - In: Journal of empirical finance 19 (2012) 3, pp. 359-381
Persistent link: https://www.econbiz.de/10009615677
Cover Image
Variance risk premiums in foreign exchange markets
Ammann, Manuel; Buesser, Ralf - In: Journal of empirical finance 23 (2013), pp. 16-32
Persistent link: https://www.econbiz.de/10010221798
Cover Image
Trading the foreign exchange market with technical analysis and Bayesian Statistics
Hassanniakalager, Arman; Sermpinis, Georgios; … - In: Journal of empirical finance 63 (2021), pp. 230-251
Persistent link: https://www.econbiz.de/10013259265