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On the interaction between momentum effect and size effect
Alhenawi, Yasser - In: Review of financial economics : RFE 26 (2015), pp. 36-46
Persistent link: https://www.econbiz.de/10011411959
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The predictability of aggregate returns on commodity futures
Lutzenberger, Fabian - In: Review of financial economics : RFE 23 (2014) 3, pp. 120-130
Persistent link: https://www.econbiz.de/10010442582
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The high returns to low volatility stocks are actually a premium on high quality firms
Walkshäusl, Christian - In: Review of financial economics : RFE 22 (2013) 4, pp. 180-186
Persistent link: https://www.econbiz.de/10010442729
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The conditional relation between dispersion and return
Demirer, Rıza; Jategaonkar, Shrikant P. - In: Review of financial economics : RFE 22 (2013) 3, pp. 125-134
Persistent link: https://www.econbiz.de/10010221362
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The incremental information content of innovations in implied idiosyncratic volatility
Moll, Cliff R.; Huffman, Stephen P. - In: Review of financial economics : RFE 30 (2016), pp. 33-44
Persistent link: https://www.econbiz.de/10011579946