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Commodity futures and momentum...
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Bourse
Efficient market hypothesis
7,823
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2,508
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4
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4
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3
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Bessembinder, Hendrik
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2
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Research in international business and finance
7
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4
Finance India : the quarterly journal of Indian Institute of Finance
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International review of economics & finance : IREF
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
3
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2
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2
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2
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2
Zagreb international review of economics & business
2
Zeitschrift für Wirtschafts- und Sozialwissenschaften : ZWS ; Vierteljahresschrift der Gesellschaft für Wirtschafts- und Sozialwissenschaften - Verein für Socialpolitik
2
5th Annual Conference on Empirical Legal Studies Paper
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ECONIS (ZBW)
334
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1
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1
The four-factor model and stock returns : evidence from Sri Lanka
Abeysekera, Amal Peter
;
Pulukkuttige Don Nimal
- In:
Afro-Asian Journal of Finance and Accounting : AAJFA
7
(
2017
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10011748636
Saved in:
2
Return prediction in small capitalization companies on the Johannesburg Stock Exchange
Cox, Shaun
;
Willows, Gizelle D.
- In:
Investment management and financial innovations
14
(
2017
)
2
,
pp. 316-327
Persistent link: https://www.econbiz.de/10011818795
Saved in:
3
Asset pricing and
momentum
: a South African perspective
Charteris, Ailie
;
Rwishema, Mukashema
;
Chidede, …
- In:
Journal of African business
19
(
2018
)
1
,
pp. 62-85
Persistent link: https://www.econbiz.de/10011930343
Saved in:
4
Cross-sectional return predictability in Taiwan Stock Exchange : an empirical investigation
Cakici, Nusret
;
Topyan, Kudret
;
Wang, Chia-jane
- In:
Review of Pacific Basin financial markets and policies
17
(
2014
)
2
,
pp. 1-44
Persistent link: https://www.econbiz.de/10010392606
Saved in:
5
The NASDAQ restructuring : do names even matter?
Broom, Kevin D.
- In:
International journal of financial research
4
(
2013
)
2
,
pp. 1-18
Persistent link: https://www.econbiz.de/10010205122
Saved in:
6
A risk-based explanation of return patterns : evidence from the Polish stock market
Waszczuk, Antonina
- In:
Emerging markets review
15
(
2013
),
pp. 186-210
Persistent link: https://www.econbiz.de/10009748593
Saved in:
7
Cross-sectional predictability of stock returns, evidence from the 19th century Brussels Stock Exchange (1873–1914)
Annaert, Jan
;
Mensah, Lord
- In:
Explorations in economic history : EEH
52
(
2014
),
pp. 22-43
Persistent link: https://www.econbiz.de/10010381501
Saved in:
8
Return predictability of Turkish stocks : an empirical investigation
Cakici, Nusret
;
Topyan, Kudret
- In:
Emerging markets finance & trade : a journal of the …
49
(
2013
)
5
,
pp. 99-119
Persistent link: https://www.econbiz.de/10010258511
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9
Cyclicality of size, value, and
momentum
on the Johannesburg Stock Exchange
Kapche Fotso, M. H.
;
Brown, Warren
- In:
Journal for studies in economics and econometrics : SEE
45
(
2021
)
2
,
pp. 117-129
Persistent link: https://www.econbiz.de/10013173965
Saved in:
10
A six-factor extension of the Fama-French asset pricing model : the case of the Polish stock market
Zsolt Nagy, Bálint
;
Dezméri, Tünde
- In:
Argumenta oeconomica
49
(
2022
)
2
,
pp. 5-22
Persistent link: https://www.econbiz.de/10014279302
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