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Day-of-the-month effects in the performance of monumentum trading strategies in the foreign exchange market
Harris, Richard D. F.; Stoja, Evarist; Yilmaz, Fatih - In: The journal of trading 4 (2009) 1, pp. 48-55
Persistent link: https://www.econbiz.de/10009881769
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A cyclical model of exchange rate volatility
Harris, Richard D.F.; Stoja, Evarist; Yilmaz, Fatih - In: Journal of banking & finance 35 (2011) 11, pp. 3055-3065
Persistent link: https://www.econbiz.de/10009290653
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Conditional investment policy under uncertainty and irreversibility
Yilmaz, Fatih - In: European journal of operational research : EJOR 132 (2001) 3, pp. 681-686
Persistent link: https://www.econbiz.de/10006658912
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Judging the judges through accuracy-implication metrics: The case of inventory forecasting
Harris, Richard D.F.; Yilmaz, Fatih - In: International journal of forecasting 26 (2010) 1, pp. 134-144
Persistent link: https://www.econbiz.de/10008378738
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A momentum trading strategy based on the low frequency component of the exchange rate
Harris, Richard D.F.; Yilmaz, Fatih - In: Journal of banking & finance 33 (2009) 9, pp. 1575-1585
Persistent link: https://www.econbiz.de/10008262219
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Retrieving seasonally adjusted quarterly growth rates from annual growth rates that are reported quarterly
Harris, Richard D.F.; Yilmaz, Fatih - In: European journal of operational research : EJOR 188 (2008) 3, pp. 846-853
Persistent link: https://www.econbiz.de/10007905783
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Skewness in the conditional distribution of daily equity returns
Harris, Richard D.F.; Coskun Küçüközmen, C.; … - In: Applied financial economics 14 (2004) 3, pp. 195-202
Persistent link: https://www.econbiz.de/10007651370
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RESIDUAL INCOME, REVERSIBILITY AND THE VALUATION OF EQUITY
Tippett, Mark; Yilmaz, Fatih - In: The British accounting review : the journal of the … 34 (2002) 2, pp. 141-166
Persistent link: https://www.econbiz.de/10007037386
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A momentum trading strategy based on the low frequency component of the exchange rate
Harris, Richard D.F.; Yilmaz, Fatih - In: Journal of banking & finance 33 (2009) 9, pp. 1575-1586
Persistent link: https://www.econbiz.de/10008895822
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The Limits to Minimum-Variance Hedging
Harris, Richard D.F.; Shen, Jian; Stoja, Evarist - In: Journal of business finance & accounting : JBFA 37 (2010) 5, pp. 737-762
Persistent link: https://www.econbiz.de/10008436367