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The relationship between stock returns and inflation : new evidence from wavelet analysis
Kim, Sangbae; In, Francis Haeuck - In: Journal of empirical finance 12 (2005) 3, pp. 435-444
Persistent link: https://www.econbiz.de/10002900509
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The relationship between stock returns and inflation: new evidence from wavelet analysis
Kim, Sangbae; In, Francis - In: Journal of empirical finance 12 (2005) 3, pp. 435-444
Persistent link: https://www.econbiz.de/10007227712
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Timescale betas and the cross section of equity returns : framework, application, and implications for interpreting the Fama-French factors
Kang, Byoung Uk; In, Francis Haeuck; Kim, Tong Suk - In: Journal of empirical finance 42 (2017), pp. 15-39
Persistent link: https://www.econbiz.de/10011808473
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Systemic risk and cross-sectional hedge fund returns
Hwang, Inchang; Xu, Simon; In, Francis Haeuck; Kim, Tong Suk - In: Journal of empirical finance 42 (2017), pp. 109-130
Persistent link: https://www.econbiz.de/10011808555
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Does sophistication of the weighting scheme enhance the performance of long-short commodity portfolios?
Rad, Hossein; Low, Rand Kwong Yew; Miffre, Joëlle; … - In: Journal of empirical finance 58 (2020), pp. 164-180
Persistent link: https://www.econbiz.de/10012430671
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The commodity risk premium and neural networks
Rad, Hossein; Low, Rand Kwong Yew; Miffre, Joëlle; … - In: Journal of empirical finance 74 (2023), pp. 1-20
Persistent link: https://www.econbiz.de/10014477111