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~isPartOf:"Review of quantitative finance and accounting"
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Review of quantitative finance and accounting
NBER working paper series
2,420
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1,066
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1,007
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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1
Diversification
benefits of risk portfolio models : a case of Taiwan's stock market
Yu, Jing-Rung
;
Chiou, Wan-jiun Paul
;
Yang, Jian-Hong
- In:
Review of quantitative finance and accounting
48
(
2017
)
2
,
pp. 467-502
Persistent link: https://www.econbiz.de/10011796645
Saved in:
2
Diversification
, gambling and market forces
Broihanne, Marie-Hélène
;
Merli, Maxime
;
Roger, Patrick
- In:
Review of quantitative finance and accounting
47
(
2016
)
1
,
pp. 129-157
Persistent link: https://www.econbiz.de/10011595555
Saved in:
3
Momentum trading, mean reversal and overreaction in Chinese stock market
Wu, Yangru
- In:
Review of quantitative finance and accounting
37
(
2011
)
3
,
pp. 301-323
Persistent link: https://www.econbiz.de/10009301286
Saved in:
4
Markowitz efficiency and size effect : evidence from the UK stock market
Hwang, Tienyu
;
Gao, Simon S.
;
Owen, Heather
- In:
Review of quantitative finance and accounting
43
(
2014
)
4
,
pp. 721-750
Persistent link: https://www.econbiz.de/10010490996
Saved in:
5
Revisiting disposition effect and momentum : a quantile regression perspective
Ahmed, Mohamed S.
;
Doukas, John A.
- In:
Review of quantitative finance and accounting
56
(
2021
)
3
,
pp. 1087-1128
Persistent link: https://www.econbiz.de/10012498621
Saved in:
6
The impact of elasticity on disposition effect driven momentum, substitutability, size, and January seasonality
Egginton, Jared
;
Hur, Jungshik
;
Vivek Singh
- In:
Review of quantitative finance and accounting
52
(
2019
)
3
,
pp. 759-780
Persistent link: https://www.econbiz.de/10012171725
Saved in:
7
Overreaction after controlling for size and book-to-market effects and its mimicking portfolio in
Japan
Chiao, Chaoshin
;
Cheng, David C.
;
Hung, Welfeng
- In:
Review of quantitative finance and accounting
24
(
2005
)
1
,
pp. 65-91
Persistent link: https://www.econbiz.de/10002627129
Saved in:
8
Returns transmission, value at risk, and
diversification
benefits in international REITs : evidence from the financial crisis
Lu, Chiuling
;
Tse, Yiuman
;
Williams, Michael
- In:
Review of quantitative finance and accounting
40
(
2013
)
2
,
pp. 293-318
Persistent link: https://www.econbiz.de/10009708114
Saved in:
9
International equity flows, marginal conditional stochastic dominance and
diversification
Clark, Ephraim
;
Kassimatis, Konstantinos
- In:
Review of quantitative finance and accounting
40
(
2013
)
2
,
pp. 251-271
Persistent link: https://www.econbiz.de/10009708118
Saved in:
10
The high-volume return premium : evidence from the Chinese stock market
Zhou, Zhong-guo
- In:
Review of quantitative finance and accounting
35
(
2010
)
3
,
pp. 295-213
Persistent link: https://www.econbiz.de/10009260274
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