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Mean Reversion and Momentum: A...
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Grobys, Klaus
Gil-Alaña, Luis A.
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1
On survivor stocks in the S&P 500 stock index
Grobys, Klaus
- In:
Journal of Risk and Financial Management
15
(
2022
)
2
,
pp. 1-24
conservatively. Surprisingly, survivor stocks tend to be loser stocks with negative exposure to the
momentum
factor. Further analyses …
Persistent link: https://www.econbiz.de/10013201398
Saved in:
2
Momentum
, sovereign credit ratings and global equity markets
Grobys, Klaus
- In:
Applied economics letters
21
(
2014
)
16/18
,
pp. 1288-1292
Persistent link: https://www.econbiz.de/10010467472
Saved in:
3
Momentum
in global equity markets in times of troubles : does the economic state matter?
Grobys, Klaus
- In:
Economics letters
123
(
2014
)
1
,
pp. 100-103
Persistent link: https://www.econbiz.de/10010399032
Saved in:
4
On survivor stocks in the S&P 500 stock index
Grobys, Klaus
- In:
Journal of risk and financial management : JRFM
15
(
2022
)
2
,
pp. 1-24
conservatively. Surprisingly, survivor stocks tend to be loser stocks with negative exposure to the
momentum
factor. Further analyses …
Persistent link: https://www.econbiz.de/10012888297
Saved in:
5
Blockchain consensus protocols, energy consumption and cryptocurrency prices
Sapkota, Niranjan
;
Grobys, Klaus
- In:
The journal of energy markets
13
(
2020
)
4
,
pp. 117-139
Persistent link: https://www.econbiz.de/10012662328
Saved in:
6
Is smart beta investing profitable? : evidence from the Nordic stock market
Silvasti, Veikkopekka
;
Grobys, Klaus
;
Äijö, Janne
- In:
Applied economics
53
(
2021
)
16
,
pp. 1826-1839
Persistent link: https://www.econbiz.de/10012485297
Saved in:
7
Return dispersion risk in FX and global equity markets : does it explain currency
momentum
?
Grobys, Klaus
;
Heinonen, Jari-Pekka
;
Kolari, James W.
- In:
International review of financial analysis
56
(
2018
),
pp. 264-280
Persistent link: https://www.econbiz.de/10012006275
Saved in:
8
Cryptocurrencies and
momentum
Grobys, Klaus
;
Sapkota, Niranjan
- In:
Economics letters
180
(
2019
),
pp. 6-10
Persistent link: https://www.econbiz.de/10012121731
Saved in:
9
Combining value and
momentum
: evidence from the Nordic equity market
Grobys, Klaus
;
Huhta-Halkola, Topi
- In:
Applied economics
51
(
2019
)
26
,
pp. 2872-2884
Persistent link: https://www.econbiz.de/10012196759
Saved in:
10
Momentum
crash, credit risk and optionality effects in bear markets and crisis periods : evidence from the US stock market
Grobys, Klaus
- In:
Applied economics letters
24
(
2017
)
4/6
,
pp. 387-391
Persistent link: https://www.econbiz.de/10011705358
Saved in:
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