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Testing normality : a GMM appr...
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Capital income
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Fabozzi, Frank J.
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Lucas, André
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Li, Youwei
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12
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12
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Journal of banking & finance
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Finance research letters
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International review of financial analysis
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The European journal of finance
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Pacific-Basin finance journal
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The North American journal of economics and finance : a journal of financial economics studies
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Research in international business and finance
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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International journal of forecasting
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International journal of theoretical and applied finance
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Management science : journal of the Institute for Operations Research and the Management Sciences
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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International Journal of Financial Studies : open access journal
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Journal of risk and financial management : JRFM
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Risks : open access journal
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The journal of futures markets
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ECONIS (ZBW)
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1
Momentum strategies and reward risk stock selection criteria
Jašić, Teo
-
2006
Persistent link: https://www.econbiz.de/10003456650
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2
Momentum strategies based on reward-risk stock selection criteria
Račev, Svetlozar T.
;
Jašić, Teo
;
Stoyanov, Stoyan
; …
- In:
Journal of banking & finance
31
(
2007
)
8
,
pp. 2325-2346
Persistent link: https://www.econbiz.de/10003522928
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3
Momentum profit fluctuations in seasonal conditions due to default probability
Lee, Nicholas Rueilin
;
Liu, Jung Fang
;
Lin, Yih-Bey
; …
- In:
The empirical economics letters : a monthly …
13
(
2014
)
6
,
pp. 715-722
Persistent link: https://www.econbiz.de/10010520042
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4
Probabilistic and statistical properties of moment variations and their use in inference and estimation based on high requency return data
Lee, Kyungsub
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
20
(
2016
)
1
,
pp. 19-36
Persistent link: https://www.econbiz.de/10011431109
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5
Higher moments and beta asymmetry : evidence from Australia
Doan, Minh-Phuong
;
Lin, Chien-ting
;
Chng, Michael
- In:
Accounting and finance : journal of the Accounting …
54
(
2014
)
3
,
pp. 779-807
Persistent link: https://www.econbiz.de/10011348087
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6
How does trading volume affect financial return distributions?
Do, Hung Xuan
;
Brooks, Robert
;
Sirimon Treepongkaruna
; …
- In:
International review of financial analysis
35
(
2014
),
pp. 190-206
Persistent link: https://www.econbiz.de/10010530243
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7
Asymmetric extreme tails and prospective utility of momentum returns
Gregory-Allen, Russell B.
;
Lu, Helen
;
Stork, Philip
- In:
Economics letters
117
(
2012
)
1
,
pp. 295-297
Persistent link: https://www.econbiz.de/10009697756
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8
Reward-risk momentum strategies using classical tempered stable distribution
Choi, Jaehyung
;
Kim, Young Shin
;
Mitov, Ivan
- In:
Journal of banking & finance
58
(
2015
),
pp. 194-213
Persistent link: https://www.econbiz.de/10011543976
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9
Evaluating investments using higher moments
Diro Ejara, Demissew
- In:
Modern economy
7
(
2016
)
3
,
pp. 320-326
Persistent link: https://www.econbiz.de/10011548758
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10
The influence of higher moments and non-normality on the sharpe ratio : a South African perspective
Van Heerden, Chris
- In:
The journal of applied business research
31
(
2015
)
1
,
pp. 197-220
Persistent link: https://www.econbiz.de/10010502644
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