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Capital income
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Diebold, Francis X.
75
Stambaugh, Robert F.
55
Bollerslev, Tim
51
Harvey, Campbell R.
45
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43
Bekaert, Geert
40
Timmermann, Allan
40
Caporale, Guglielmo Maria
35
Ferson, Wayne E.
35
Pástor, Ľuboš
28
Subrahmanyam, Avanidhar
28
Zhou, Guofu
28
Pedersen, Lasse Heje
27
Ludvigson, Sydney C.
26
Guidolin, Massimo
25
Lettau, Martin
25
Engle, Robert F.
24
Gil-Alaña, Luis A.
24
Jagannathan, Ravi
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Pesaran, M. Hashem
24
Lo, Andrew W.
23
Lux, Thomas
23
Andersen, Torben
22
Gupta, Rangan
22
Kogan, Leonid
22
Moskowitz, Tobias J.
22
Zhang, Lu
21
Backus, David
20
Cochrane, John H.
20
Nagel, Stefan
20
Van Nieuwerburgh, Stijn
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Vayanos, Dimitri
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Zaremba, Adam
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Bali, Turan G.
19
Fabozzi, Frank J.
19
Lewis, Karen K.
19
Li, Kai
19
Titman, Sheridan
19
Nieuwerburgh, Stijn van
18
Schlag, Christian
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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International Center for Financial Asset Management and Engineering
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Svenska Handelshögskolan <Helsinki>
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Federal Reserve System / Division of Research and Statistics
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Gottfried Wilhelm Leibniz Universität Hannover
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Institute of Finance and Accounting <London>
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Centre for Analytical Finance <Århus>
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Centre for Economic Policy Research
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Conference on Risk and the Rate of Return <1973, Vail, Colo.>
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European University Institute / Department of Economics
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Federal Reserve Bank of San Francisco
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Frank J. Fabozzi Associates <New Hope, Pa.>
2
Harvard Institute of Economic Research
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Innocenzo Gasparini Institute for Economic Research <Mailand>
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Institut für Statistik und Mathematische Wirtschaftstheorie <Augsburg>
2
Internationaler Währungsfonds / Western Hemisphere Department
2
Judge Institute of Management Studies
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Massachusetts Institute of Technology / Department of Economics
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Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
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Albert-Ludwigs-Universität Freiburg / Betriebswirtschaftliches Seminar
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American Enterprise Institute for Public Policy Research
1
American Finance Association
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American Management Association / Finance Division
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Associazione Operatori Bancari in Titoli
1
Australien / Division of Regional Development
1
Banca Commerciale Italiana <Mailand>
1
Banca nazionale del lavoro / Ufficio scenari economici
1
Banca nazionale del lavoro / Ufficio studi
1
Bank of England / Monetary Analysis Division
1
Brown University / Department of Economics
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Working paper / National Bureau of Economic Research, Inc.
243
NBER working paper series
235
NBER Working Paper
182
Journal of banking & finance
167
Finance research letters
153
Journal of financial economics
147
Journal of empirical finance
136
The journal of finance : the journal of the American Finance Association
106
International review of financial analysis
94
The review of financial studies
83
Discussion paper / Centre for Economic Policy Research
82
International review of economics & finance : IREF
78
The European journal of finance
75
Applied economics
72
Economics letters
63
Journal of economic dynamics & control
61
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
60
Management science : journal of the Institute for Operations Research and the Management Sciences
60
Journal of financial and quantitative analysis : JFQA
57
Journal of econometrics
56
The North American journal of economics and finance : a journal of financial economics studies
56
International journal of forecasting
54
Pacific-Basin finance journal
52
Economic modelling
50
Journal of forecasting
49
Review of quantitative finance and accounting
49
Applied financial economics
48
Applied economics letters
47
Research paper series / Swiss Finance Institute
46
Journal of risk and financial management : JRFM
44
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CESifo working papers
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Journal of financial markets
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Journal of international financial markets, institutions & money
41
Finance and economics discussion series
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Journal of international money and finance
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Discussion paper / Tinbergen Institute
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Research in international business and finance
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ECONIS (ZBW)
9,814
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1
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date (oldest first)
1
Who's smart and who's lucky? : inferring trading
strategy
, learning and adaptation in financial markets through data mining
Stephens, Christopher R.
;
Gordillo, José Luis
; …
- In:
Natural computing in computational finance : volume 2 ; …
,
(pp. 95-114)
.
2009
Persistent link: https://www.econbiz.de/10009515157
Saved in:
2
Computation of the ex-post optimal
strategy
for the trading of a single financial asset
Brandouy, Olivier
;
Mathieu, Philippe
;
Veryzhenko, Iryna
- In:
Artificial economics : the generative method in …
,
(pp. 171-184)
.
2009
Persistent link: https://www.econbiz.de/10003889478
Saved in:
3
Momentum strategies and reward risk stock selection criteria
Jašić, Teo
-
2006
Persistent link: https://www.econbiz.de/10003456650
Saved in:
4
Is momentum due to data-snooping?
Parmler, Johan
;
González, Andrés
- In:
The European journal of finance
13
(
2007
)
3/4
,
pp. 301-318
Persistent link: https://www.econbiz.de/10003550383
Saved in:
5
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
Saved in:
6
Taming Momentum Crashes : A Simple Stop-Loss
Strategy
Han, Yufeng
-
2016
In this paper, we propose a stop-loss
strategy
to limit the downside risk of the well-known momentum
strategy
. At a …
Persistent link: https://www.econbiz.de/10013006637
Saved in:
7
Reversing momentum : the optimal dynamic momentum
strategy
Li, Kai
;
Liu, Jun
-
2016
Persistent link: https://www.econbiz.de/10011777992
Saved in:
8
Higher order expectations, illiquidity, and short-term trading
Cespa, Giovanni
;
Vives, Xavier
-
2011
Persistent link: https://www.econbiz.de/10008989341
Saved in:
9
Higher order expectations, illiquidity, and short-term trading
Cespa, Giovanni
;
Vives, Xavier
-
2011
We propose a
theory
that jointly accounts for an asset illiquidity and for the asset price potential over-reliance on …
Persistent link: https://www.econbiz.de/10009011130
Saved in:
10
Margin-based asset pricing and deviations from the law of one price
Garleanu, Nicolae
;
Pedersen, Lasse Heje
-
2011
Persistent link: https://www.econbiz.de/10008860093
Saved in:
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