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Memory-enhanced momentum in commodity futures markets
Mehlitz, Julia S.; Auer, Benjamin R. - In: The European journal of finance 30 (2024) 8, pp. 773-802
Persistent link: https://www.econbiz.de/10014547998
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Sources of predictability of European stock markets for high-technology firms
Pierdzioch, Christian; Schertler, Andrea - In: The European journal of finance 13 (2007) 1/2, pp. 1-27
Persistent link: https://www.econbiz.de/10003437912
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Threshold non-linear dynamics between Hang Seng stock index and futures returns
Chung, Hon-lun; Chan, Wai-Sum; Batten, Jonathan A. - In: The European journal of finance 17 (2011) 7/8, pp. 471-486
Persistent link: https://www.econbiz.de/10009509864
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The sensitivity of beta to the time horizon when log prices follow an Ornstein-Uhlenbeck process
Hong, KiHoon Jimmy; Satchell, Stephen - In: The European journal of finance 20 (2014) 1/3, pp. 264-290
Persistent link: https://www.econbiz.de/10010462111
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The stable tail dependence and influence among the European stock markets : a score-driven dynamic copula approach
Barnett, William A.; Wang, Xue; Xu, Hai-Chuan; Zhou, … - In: The European journal of finance 29 (2023) 16, pp. 1933-1956
Persistent link: https://www.econbiz.de/10014388527
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Red sky at night or in the morning, to the equity market neither a delight nor a warning : the weather effect re-examined using intraday stock data
Pizzutilo, Fabio; Roncone, Valeria - In: The European journal of finance 23 (2017) 13/15, pp. 1280-1310
Persistent link: https://www.econbiz.de/10012014381
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Investment style positioning of UK unit trusts
Brookfield, David; Su, Chen; Bangassa, Kenbata - In: The European journal of finance 21 (2015) 10/12, pp. 946-970
Persistent link: https://www.econbiz.de/10011301957
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An examination of investor sentiment effect on G7 stock market returns
Bathia, Deven; Bredin, Donal - In: The European journal of finance 19 (2013) 9/10, pp. 909-937
Persistent link: https://www.econbiz.de/10010245651
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Tomorrow's fish and chip paper? : slowly incorporated news and the cross-section of stock returns
Tao, Ran; Brooks, Chris; Bell, Adrian R. - In: The European journal of finance 27 (2021) 8, pp. 774-795
Persistent link: https://www.econbiz.de/10012516133
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Trading volume, return variability and short-term momentum
Gökçen, Umut; Post, Thierry - In: The European journal of finance 24 (2018) 1/3, pp. 231-249
Persistent link: https://www.econbiz.de/10012244308