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Asset volatility with prospect theory investors
Bekierman, Jeremias - In: Quantitative finance 19 (2019) 4, pp. 533-543
Persistent link: https://www.econbiz.de/10012194695
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Conditions for bubbles to arise under heterogeneous beliefs
Lee, Seunghyun; Park, Hyungbin - In: Quantitative finance 22 (2022) 3, pp. 409-421
Persistent link: https://www.econbiz.de/10013167765
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Antinoise in U.S. equity markets
Cheng, Enoch; Struck, Clemens C. - In: Quantitative finance 21 (2021) 12, pp. 2069-2087
Persistent link: https://www.econbiz.de/10012696815
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Slow-moving capital and stock returns
Isaenko, Sergei - In: Quantitative finance 20 (2020) 6, pp. 969-984
Persistent link: https://www.econbiz.de/10012262653
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Risk-managed 52-week high industry momentum, momentum crashes and hedging macroeconomic risk
Grobys, Klaus - In: Quantitative finance 18 (2018) 7, pp. 1233-1247
Persistent link: https://www.econbiz.de/10011911534