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A Conditional Single Index model with Local Covariates for detecting and evaluating active portfolio management
Caporin, Massimiliano; Lisi, Francesco - In: The North American journal of economics and finance : a … 26 (2013), pp. 236-249
Persistent link: https://www.econbiz.de/10010365770
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On the robustness of persistence in mutual fund performance
Matallín-Sáez, Juan Carlos; Soler-Domínguez, Amparo; … - In: The North American journal of economics and finance : a … 36 (2016), pp. 192-231
Persistent link: https://www.econbiz.de/10011672658
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Positional momentum and liquidity management : a bivariate rank approach
Panahidargahloo, Akram - In: The North American journal of economics and finance : a … 52 (2020), pp. 1-23
Persistent link: https://www.econbiz.de/10012656981
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Wealth effect and investor sentiment
Tsai, I-Chun - In: The North American journal of economics and finance : a … 38 (2016), pp. 111-123
Persistent link: https://www.econbiz.de/10011673349
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Stock index direction forecasting using an explainable eXtreme Gradient Boosting and investor sentiments
Deng, Shangkun; Huang, Xiaoru; Zhu, Yingke; Su, Zhihao; … - In: The North American journal of economics and finance : a … 64 (2023), pp. 1-16
Persistent link: https://www.econbiz.de/10014246834
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Stock-level sentiment contagion and the cross-section of stock returns
Zhou, Liyun; Chen, Dongqiao; Huang, Jialiang - In: The North American journal of economics and finance : a … 68 (2023), pp. 1-24
Persistent link: https://www.econbiz.de/10014485274
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The economic benefits of market timing the style allocation of characteristic-based portfolios
Ardia, David; Boudt, Kris; Wauters, Marjan - In: The North American journal of economics and finance : a … 37 (2016), pp. 38-62
Persistent link: https://www.econbiz.de/10011672885
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Heterogeneous beliefs with herding behaviors and asset pricing in two goods world
Wang, Hailong; Hu, Duni - In: The North American journal of economics and finance : a … 57 (2021), pp. 1-36
Persistent link: https://www.econbiz.de/10012822218
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Time-varying lead–lag structure between investor sentiment and stock market
Yao, Can-Zhong; Li, Hong-Yu - In: The North American journal of economics and finance : a … 52 (2020), pp. 1-8
Persistent link: https://www.econbiz.de/10012654780
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The momentum and reversal effects of investor sentiment on stock prices
Li, Jinfang - In: The North American journal of economics and finance : a … 54 (2020), pp. 1-13
Persistent link: https://www.econbiz.de/10012665098