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Disagreements with noisy signals and asset pricing
Wang, Hailong; Hu, Duni; Ma, Chaoqun; Cheng, Fengchao - In: The North American journal of economics and finance : a … 51 (2020), pp. 1-35
Persistent link: https://www.econbiz.de/10012659556
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Lasso-based index tracking and statistical arbitrage long-short strategies
Sant'Anna, Leonardo Riegel; Caldeira, João F.; … - In: The North American journal of economics and finance : a … 51 (2020), pp. 1-24
Persistent link: https://www.econbiz.de/10012659433
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Hard to arbitrage, hard for analysts to forecast
Wu, Yanran; Zhang, Chao - In: The North American journal of economics and finance : a … 62 (2022), pp. 1-22
Persistent link: https://www.econbiz.de/10013539081
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Predictability in international stock returns using currency fluctuations and forward rate forecasts
Wang, Jiexin; Han, Xue; Huang, Emily J.; Yost-Bremm, Chris - In: The North American journal of economics and finance : a … 52 (2020), pp. 1-21
Persistent link: https://www.econbiz.de/10012656847
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Dynamic risk spillovers and portfolio risk management between precious metals and global foreign exchange markets
Mensi, Walid; Hammoudeh, Shawkat; Ur Rehman, Mobeen; … - In: The North American journal of economics and finance : a … 51 (2020), pp. 1-19
Persistent link: https://www.econbiz.de/10012659807
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Modeling Latin-American stock and Forex markets volatility : empirical application of a model with random level shifts and genuine long memory
Rodriguez, Gabriel - In: The North American journal of economics and finance : a … 42 (2017), pp. 393-420
Persistent link: https://www.econbiz.de/10011938140
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Can skewness predict currency excess returns?
Jiang, Xue; Han, Liyan; Yin, Libo - In: The North American journal of economics and finance : a … 48 (2019), pp. 628-641
Persistent link: https://www.econbiz.de/10012120316
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On the predictive content of technical analysis
Reitz, Stefan - In: The North American journal of economics and finance : a … 17 (2006) 2, pp. 121-137
Persistent link: https://www.econbiz.de/10003334314
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Portfolio selection and portfolio frontier with background risk
Huang, Hung-hsi; Wang, Ching-ping - In: The North American journal of economics and finance : a … 26 (2013), pp. 177-196
Persistent link: https://www.econbiz.de/10010364815
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Improved beta modeling and forecasting : an unobserved component approach with conditional heteroscedastic disturbances
Ortas, E.; Salvador, Manuel; Moneva, J. M. - In: The North American journal of economics and finance : a … 31 (2015), pp. 27-51
Persistent link: https://www.econbiz.de/10011511029