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Value and momentum everywhere
Asness, Clifford S.; Moskowitz, Tobias J.; Pedersen, … - In: The journal of finance : the journal of the American … 68 (2013) 3, pp. 929-985
Persistent link: https://www.econbiz.de/10009754789
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Measuring fund strategy and performance in changing economic conditions
Ferson, Wayne E. - In: The journal of finance : the journal of the American … 51 (1996) 2, pp. 425-461
Persistent link: https://www.econbiz.de/10001205910
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Changes in expected security returns, risk, and the level of interest rates
Ferson, Wayne E. - In: The journal of finance : the journal of the American … 44 (1989) 5, pp. 1191-1217
Persistent link: https://www.econbiz.de/10001080362
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Do industries explain monumentum?
Moskowitz, Tobias J.; Grinblatt, Mark - In: The journal of finance : the journal of the American … 54 (1999) 4, pp. 1249-1290
Persistent link: https://www.econbiz.de/10001395757
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General tests of latent variable models and mean-variance spanning
Ferson, Wayne E. - In: The journal of finance : the journal of the American … 48 (1993) 1, pp. 131-156
Persistent link: https://www.econbiz.de/10001141547
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Spurious regressions in financial economics?
Ferson, Wayne E.; Sarkissian, Sergei; Simin, Timothy T. - In: The journal of finance : the journal of the American … 58 (2003) 4, pp. 1393-1414
Persistent link: https://www.econbiz.de/10001780902
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Mutual fund performance: discussion
Moskowitz, Tobias J. - In: The journal of finance : the journal of the American … 55 (2000) 4, pp. 1695-1703
Persistent link: https://www.econbiz.de/10001505414
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The efficient use of conditioning information in portfolios
Ferson, Wayne E.; Siegel, Andrew F. - In: The journal of finance : the journal of the American … 56 (2001) 3, pp. 967-982
Persistent link: https://www.econbiz.de/10001593015
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Bank mergers and crime : the real and social effects of credit market competition
Garmaise, Mark J.; Moskowitz, Tobias J. - In: The journal of finance : the journal of the American … 61 (2006) 2, pp. 495-538
Persistent link: https://www.econbiz.de/10003305054
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The political economy of financial regulation : evidence from U.S. state usury laws in the 19th century
Benmelech, Efraim; Moskowitz, Tobias J. - In: The journal of finance : the journal of the American … 65 (2010) 3, pp. 1029-1073
Persistent link: https://www.econbiz.de/10003982067