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Economic momentum and currency returns
Dahlquist, Magnus; Hasseltoft, Henrik - In: Journal of financial economics 136 (2020) 1, pp. 152-167
Persistent link: https://www.econbiz.de/10012545382
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A trend factor : Any economic gains from using information over investment horizons?
Han, Yufeng; Zhou, Guofu; Zhu, Yingzi - In: Journal of financial economics 122 (2016) 2, pp. 352-375
Persistent link: https://www.econbiz.de/10011590910
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Technical trading revisited : false discoveries, persistence tests, and transaction costs
Bajgrowicz, Pierre; Scaillet, Olivier - In: Journal of financial economics 106 (2012) 3, pp. 473-491
Persistent link: https://www.econbiz.de/10009710169
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Skill and luck in private equity performance
Korteweg, Arthur; Sørensen, Morten - In: Journal of financial economics 124 (2017) 3, pp. 535-562
Persistent link: https://www.econbiz.de/10011751482
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The economic consequences of increased disclosure : evidence from international cross-listings
Bailey, Warren; Karolyi, G. Andrew; Salva, Carolina - In: Journal of financial economics 81 (2006) 1, pp. 175-213
Persistent link: https://www.econbiz.de/10003340778
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Liquidity needs and vulnerability to financial underdevelopment
Raddatz, Claudio E. - In: Journal of financial economics 80 (2006) 3, pp. 677-722
Persistent link: https://www.econbiz.de/10003331367
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Do investors value smooth performance?
Rountree, Brian; Weston, James P.; Allayannis, George - In: Journal of financial economics 90 (2008) 3, pp. 237-251
Persistent link: https://www.econbiz.de/10003833346
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Option valuation with long-run and short-run volatility components
Christoffersen, Peter F.; Jacobs, Kris; Ornthanalai, … - In: Journal of financial economics 90 (2008) 3, pp. 272-297
Persistent link: https://www.econbiz.de/10003833351
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Conditional volatility in affine term-structure models : evidence from Treasury and swap markets
Jacobs, Kris; Karoui, Lotfi - In: Journal of financial economics 91 (2009) 3, pp. 288-318
Persistent link: https://www.econbiz.de/10003833577
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Can interest rate volatility be extracted from the cross section of bond yields?
Collin-Dufresne, Pierre; Goldstein, Robert S.; Jones, … - In: Journal of financial economics 94 (2009) 1, pp. 47-66
Persistent link: https://www.econbiz.de/10003891547