Narrow search
Showing 1 - 4 of 4
Cover Image
Momentum has its moments
Barroso, Pedro; Santa-Clara, Pedro - In: Journal of financial economics 116 (2015) 1, pp. 111-120
Persistent link: https://www.econbiz.de/10011347950
Cover Image
Hedging demand and market intraday momentum
Baltussen, Guido; Da, Zhi; Lammers, Sten; Martens, Martin - In: Journal of financial economics 142 (2021) 1, pp. 377-403
Persistent link: https://www.econbiz.de/10012650726
Cover Image
Time-varying state variable risk premia in the ICAPM
Barroso, Pedro; Boons, Martijn; Karehnke, Paul - In: Journal of financial economics 139 (2021) 2, pp. 428-451
Persistent link: https://www.econbiz.de/10012693673
Cover Image
Indexing and stock market serial dependence around the world
Baltussen, Guido; Bekkum, Sjoerd van; Da, Zhi - In: Journal of financial economics 132 (2019) 1, pp. 26-48
Persistent link: https://www.econbiz.de/10012134770