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Speculator Activity and Cross-Asset Predictability of FX Returns

Hasselgren, Anton - 2019

The gradual information diffusion hypothesis (GIDH) suggests that information flows slowly across investors and asset markets and thus generates return predictability. We examine cross-asset return predictability of FX market strategies. Apply the GIDH to empirically investigate the role of...

Persistent link: https://www.econbiz.de/10012898654

Global economic activity as an explicator of emerging market equity returns

Graham, Michael; Peltomäki, Jarkko; Piljak, Vanja - In: Research in international business and finance 36 (2016), pp. 424-435

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Speculator activity and the cross-asset predictability of FX returns

Hasselgren, Anton; Peltomäki, Jarkko; Graham, Michael - In: International review of financial analysis 72 (2020), pp. 1-15

Persistent link: https://www.econbiz.de/10012437440

Investor sentiment and time-varying market risk in market-neutral hedge funds

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Nonlinear exposures of fundamental index returns

Peltomäki, Jarkko - In: The journal of wealth management 13 (2010/11) 3, pp. 96-106

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The relation between manager description and fund performance : evidence from emerging market hedge funds

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Is there momentum in cross-sectional anomalies?

Peltomäki, Jarkko; Peni, Emilia - In: The journal of wealth management 12 (2009/10) 3, pp. 78-88

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Cross-sectional anomalies and volatility risk in different economic and market cycles

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Investor attention and portfolio performance : what information does it pay to pay attention to?

Davydov, Denis; Khrashchevskyi, Ian; Peltomäki, Jarkko - In: The European journal of finance 27 (2021) 17, pp. 1740-1764

Persistent link: https://www.econbiz.de/10012872915