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Mutual fund performance and seemingly unrelated assets

Pástor, Ľuboš; Stambaugh, Robert F. - In: Journal of financial economics 63 (2002) 3, pp. 315-349

Persistent link: https://www.econbiz.de/10001661695

Mutual fund performance and seemingly unrelated assets

Pástor, Ľuboš (contributor); … - 2001 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002011410

Mutual fund performance and seemingly unrelated assets

Pástor, Ľuboš (contributor); … - 2000 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001551884

Momentum effects in the cryptocurrency market after one-day abnormal returns

Caporale, Guglielmo Maria; Plastun, Alex - In: Financial markets and portfolio management 34 (2020) 3, pp. 251-266

Persistent link: https://www.econbiz.de/10012289645

Short-term price overreactions : identification, testing, exploitation

Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; … - In: Computational economics 51 (2018) 4, pp. 913-940

Persistent link: https://www.econbiz.de/10011972202

Momentum effects in the cryptocurrency market after one-day abnormal returns

Caporale, Guglielmo Maria; Plastun, Alex - 2019

This paper examines whether there exists a momentum effect after one-day abnormal returns in the cryptocurrency market. For this purpose a number of hypotheses of interest are tested for the BitCoin, Ethereum and LiteCoin exchange rates vis-à-vis the US dollar over the period...

Persistent link: https://www.econbiz.de/10012118561