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Modeling structural changes in the volatility process
Frijns, Bart; Lehnert, Thorsten; Zwinkels, Remco C. J. - In: Journal of empirical finance 18 (2011) 3, pp. 522-532
Persistent link: https://www.econbiz.de/10009302073
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A tale of feedback trading by hedge funds
Schauten, Maximilien Bernard Joseph; Willemstein, Robin; … - In: Journal of empirical finance 34 (2015), pp. 239-259
Persistent link: https://www.econbiz.de/10011557138
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Timing is money : the factor timing ability of hedge fund managers
Osinga, Albert Jakob; Schauten, Maximilien Bernard Joseph; … - In: Journal of empirical finance 62 (2021), pp. 266-281
Persistent link: https://www.econbiz.de/10012693426
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Time-varying importance of country and industry factors in European corporate bonds
Pieterse-Bloem, Mary; Qian, Zhaowen; Verschoor, Willem F. C. - In: Journal of empirical finance 38 (2016), pp. 429-448
Persistent link: https://www.econbiz.de/10011664791
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Loss-aversion and household portfolio choice
Dimmock, Stephen G.; Kouwenberg, Roy - In: Journal of empirical finance 17 (2010) 3, pp. 441-459
Persistent link: https://www.econbiz.de/10009267289