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~subject:"Estimation"
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Estimation
Momentum
504
Kapitaleinkommen
406
Capital income
404
momentum
303
Portfolio-Management
270
Portfolio selection
266
Anlageverhalten
234
Behavioural finance
233
Börsenkurs
210
Share price
207
Stock market
170
Aktienmarkt
168
CAPM
150
Schätzung
138
Momentenmethode
89
Method of moments
88
Volatility
82
Volatilität
82
Theorie
75
Theory
73
Forecasting model
67
Prognoseverfahren
67
Welt
58
World
58
Wertpapierhandel
53
Securities trading
52
Efficient market hypothesis
44
Value
44
Risikoprämie
43
Risk premium
43
Size
43
value
41
Effizienzmarkthypothese
40
Asset pricing
39
size
36
China
32
Capital market returns
31
Kapitalmarktrendite
31
Reversal
28
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Undetermined
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22
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Article
119
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17
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Article in journal
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Aufsatz in Zeitschrift
116
Graue Literatur
16
Non-commercial literature
16
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13
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13
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4
Aufsatz im Buch
2
Book section
2
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2
Sammlung
2
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1
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1
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1
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English
136
Author
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Zaremba, Adam
14
Amengual, Dante
3
Moskowitz, Tobias J.
3
Sentana, Enrique
3
Tian, Zhanyuan
3
Ahmed, Mohamed S.
2
Alhenawi, Yasser
2
Byun, Suk Joon
2
Czapkiewicz, Anna
2
Fink, Fabian
2
Frei, Lukas
2
Gloede, Oliver
2
Grobys, Klaus
2
Hur, Jungshik
2
Martens, Martin
2
Maydybura, Alina
2
Sakemoto, Ryuta
2
Snigaroff, Robert
2
Tu, Jun
2
Vivek Singh
2
Wroblewski, David
2
Yan, Shu
2
Zhang, Shaojun
2
Zhou, Guofu
2
Alhadab, Mohammad
1
Ali, Fahad
1
Anderson, Hamish D.
1
Annaert, Jan
1
Arx, Urs von
1
Ashour, Samar
1
Asness, Cliff
1
Atanasov, Victoria
1
Avramov, Doron
1
Azad, A. S. M. Sohel
1
Bakshi, Gurdip S.
1
Barroso, Pedro
1
Barth, Florian
1
Bhattacharya, Debarati
1
Bhayo, M. U. R.
1
Bielstein, Patrick
1
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Journal of financial economics
8
Journal of empirical finance
7
Journal of banking & finance
6
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
4
Finance research letters
4
International review of financial analysis
4
Review of quantitative finance and accounting
4
Economic modelling
3
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
3
Journal of international financial markets, institutions & money
3
Management science : journal of the Institute for Operations Research and the Management Sciences
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Accounting and finance
2
Applied economics
2
Applied economics letters
2
Finance a úvěr
2
Financial analysts journal : FAJ
2
Financial markets and portfolio management
2
International Journal of Financial Studies : open access journal
2
Investment management and financial innovations
2
Journal of financial markets
2
Pacific-Basin finance journal
2
Research in international business and finance
2
Review of finance : journal of the European Finance Association
2
The European journal of finance
2
The North American journal of economics and finance : a journal of financial economics studies
2
The empirical economics letters : a monthly international journal of economics
2
The journal of asset management
2
Argumenta oeconomica
1
Australian journal of management
1
Borsa Istanbul Review
1
CEMFI working paper
1
CEMMAP working papers / Centre for Microdata Methods and Practice
1
Cogent economics & finance
1
Contemporary economics
1
Discussion paper / Tinbergen Institute
1
Discussion papers / CEPR
1
Dissertation Series CentER
1
ERIM Ph. D. series research in management / Erasmus Institute of Management
1
Eastern European economics
1
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ECONIS (ZBW)
136
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1
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136
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1
Common risk factors and the macroeconomy : new evidence from the Japanese stock market
Bretschger, Lucas
;
Lechthaler, Filippo
-
2012
momentum
strategy. The Japanese case illustrates the necessity of considering structural instability related to the …
Persistent link: https://www.econbiz.de/10009552906
Saved in:
2
Residual
momentum
Blitz, David
;
Huij, Joop
;
Martens, Martin
- In:
Journal of empirical finance
18
(
2011
)
3
,
pp. 506-521
Persistent link: https://www.econbiz.de/10009302077
Saved in:
3
Testing conditional factor models : a nonparametric approach
Li, Yan
;
Yang, Liyan
- In:
Journal of empirical finance
18
(
2011
)
5
,
pp. 972-992
Persistent link: https://www.econbiz.de/10009492521
Saved in:
4
Cross-sectional return patterns in New Zealand's registered and OTC stock markets
Anderson, Hamish D.
;
Marshall, Ben R.
;
Wang, Xiao
- In:
Pacific accounting review
27
(
2015
)
1
,
pp. 51-68
Persistent link: https://www.econbiz.de/10010532569
Saved in:
5
Hedging the time-varying risk exposures of
momentum
returns
Martens, Martin
;
Oord, Arco van
- In:
Journal of empirical finance
28
(
2014
),
pp. 78-89
Persistent link: https://www.econbiz.de/10011284506
Saved in:
6
Value, size,
momentum
, and unique role of microcaps in CEE market stock returns
Zaremba, Adam
- In:
Eastern European economics
53
(
2015
)
3
,
pp. 221-241
Persistent link: https://www.econbiz.de/10011373707
Saved in:
7
Determinants of stock returns : factors or systematic co-moments? ; crisis versus non-crisis periods
Hung, Chi-Hsiou D.
;
Azad, A. S. M. Sohel
;
Fang, Victor
- In:
Journal of international financial markets, …
31
(
2014
),
pp. 14-29
Persistent link: https://www.econbiz.de/10011299361
Saved in:
8
Market sentiment and paradigm shifts
Chu, Liya
;
He, Xue-zhong
;
Li, Kai
;
Tu, Jun
-
2015
Persistent link: https://www.econbiz.de/10011344305
Saved in:
9
The impact of highter order moments added to the multiscale Carhart model for different investment periods
Trimech, Anyssa
- In:
International journal of decision sciences, risk and …
5
(
2013/14
)
3
,
pp. 263-276
Persistent link: https://www.econbiz.de/10011347007
Saved in:
10
Momentum
has its moments
Barroso, Pedro
;
Santa-Clara, Pedro
- In:
Journal of financial economics
116
(
2015
)
1
,
pp. 111-120
Persistent link: https://www.econbiz.de/10011347950
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