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Variance-ratio tests of random walk : an overview
Charles, Amélie; Darné, Olivier; Lozano, Javier - In: Journal of economic surveys 23 (2009) 3, pp. 503-527
Persistent link: https://www.econbiz.de/10003856443
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... and the cross-section of expected returns
Harvey, Campbell R.; Liu, Yan; Zhu, Heqing - 2014
Persistent link: https://www.econbiz.de/10010431329
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Replicating anomalies
Hou, Kewei; Xue, Chen; Zhang, Lu - In: The review of financial studies 33 (2020) 5, pp. 2019-2133
Persistent link: https://www.econbiz.de/10012244729
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Replicating anomalies
Hou, Kewei; Xue, Chen; Zhang, Lu - 2017
Persistent link: https://www.econbiz.de/10011664806