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Assessing asset pricing anomalies
Groot, Wilma de - 2017
Persistent link: https://www.econbiz.de/10011862366
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Trading costs, short sale constraints, and the performance of stock market anomalies in Emerging Europe
Zaremba, Adam; Nikorowski, Jerzy - In: Economic research 32 (2019) 1,1, pp. 403-422
Persistent link: https://www.econbiz.de/10012388032
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Past price changes, trading volume and prediction of portfolio returns : evidence from select emerging markets
Sehgal, Sanjay; Vasishth, Vibhuti - In: Journal of advances in management research : JAMR 12 (2015) 3, pp. 330-356
Persistent link: https://www.econbiz.de/10011507420
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Low-risk effect : evidence, explanations and approaches to enhancing the performance of low-risk investment strategies
Joshipura, Mayank; Joshipura, Nehal - In: Investment management and financial innovations 17 (2020) 2, pp. 128-145
Persistent link: https://www.econbiz.de/10012303103
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Common risk factors in international stock markets
Schmidt, Peter S.; Arx, Urs von; Schrimpf, Andreas; … - In: Financial markets and portfolio management 33 (2019) 3, pp. 213-241
Persistent link: https://www.econbiz.de/10012427778
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Does idiosyncratic volatility matter in the emerging markets? : Istanbul Stock Exchange evidence
Gökgöz, Fazıl; Altintaş, Ipek - In: Economic research 26 (2013) 3, pp. 133-150
Persistent link: https://www.econbiz.de/10010197022
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Emerging market stock momentum returns during US economic regimes
Martirosyan, Anna; Simonian, Joseph - In: The journal of portfolio management : JPM 47 (2021) 7, pp. 27-45
Persistent link: https://www.econbiz.de/10012613225
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Empirical evidence of the existence of investable premiums in emerging market investable stocks
Girard, Eric C. - In: The financial review : the official publication of the … 45 (2010) 4, pp. 1025-1051
Persistent link: https://www.econbiz.de/10008698947
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(Ab)normal returns in an emerging stock market : international investor perspective
Roszkowska, Paulina; Langer, Lukasz K. - In: Emerging markets, finance & trade : a journal of the … 55 (2019) 12, pp. 2809-2833
Persistent link: https://www.econbiz.de/10012211039
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Constant leverage covering strategy for equity momentum portfolio with transaction costs
Negrete, Mario Enrique - In: International Journal of Financial Studies : open … 12 (2024) 2, pp. 1-25
The Constant Leverage covering strategy for the equity momentum portfolio (CLvg) developed in this project cannot mask its shortcomings by increasing leverage. It has to successfully forecast and avoid more losses than profits to perform better than the momentum portfolio. This approach is...
Persistent link: https://www.econbiz.de/10014636284