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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

Intraday Return Predictability in the Cryptocurrency Markets : Momentum, Reversal, or Both

Wen, Zhuzhu; Bouri, Elie; Xu, Yahua; Zhao, Yang - 2022

This paper reports evidence of intraday return predictability, consisting of both intraday momentum and reversal, in the cryptocurrency market. Using high-frequency price data on Bitcoin from March 3, 2013, to May 31, 2020, it shows that the patterns of intraday return predictability change in...

Persistent link: https://www.econbiz.de/10013289927