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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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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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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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What drives equity market non-participation?
Hsu, Jason C. - In: The North American journal of economics and finance : a … 23 (2012) 1, pp. 86-114
Persistent link: https://www.econbiz.de/10009673889
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Pricing the hedging factor in the cross-section of stock returns
Dunbar, Kwamie - In: The North American journal of economics and finance : a … 56 (2021), pp. 1-20
Persistent link: https://www.econbiz.de/10012821473
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Dispersion in analysts' target prices and stock returns
Li, Xingjian; Feng, Hongrui; Yan, Shu; Wang, Heng - In: The North American journal of economics and finance : a … 56 (2021), pp. 1-18
Persistent link: https://www.econbiz.de/10012821478
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Cross-sectional tests of asset pricing models with full-rank mimicking portfolios
Kim, Jinyong; Kim, Kun Ho; Lee, Jeong Hwan - In: The North American journal of economics and finance : a … 57 (2021), pp. 1-12
Persistent link: https://www.econbiz.de/10012822275
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The rise of passive investing and index-linked comovement
Grégoire, Vincent - In: The North American journal of economics and finance : a … 51 (2020), pp. 1-16
Persistent link: https://www.econbiz.de/10012659532
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Are the profitability and investment factors valid ICAPM risk factors? : pre-1963 evidence
Lin, Qi; Lin, Xi - In: The North American journal of economics and finance : a … 58 (2021), pp. 1-11
Persistent link: https://www.econbiz.de/10013186489