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~subject:"Portfolio selection"
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Portfolio selection
Volatility
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Ankündigungseffekt
14
Announcement effect
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English
11
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Gray, Philip K.
8
Zhong, Angel
3
Bowman, Robert G.
2
Kalotay, Egon
2
Kam Fong Chan
2
Neely, Christopher J.
2
Alcock, Jamie
1
Benson, Karen
1
Cao, Viet Nga
1
Chan, Kam Fong
1
Limkriangkrai, Manapon
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Pan, Zheyao
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Qiu, Judy
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Sin, Samantha
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Whittaker, Mark
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International review of financial analysis
2
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Accounting and finance : journal of the Accounting Association of Australia and New Zealand
1
Australian journal of management
1
FRB St. Louis Working Paper
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International review of finance
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Journal of empirical finance
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ECONIS (ZBW)
11
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1
A new government bond volatility index predictor for the U.S. equity premium
Pan, Zheyao
;
Kam Fong Chan
- In:
Pacific-Basin finance journal
50
(
2018
),
pp. 200-215
Persistent link: https://www.econbiz.de/10012033788
Saved in:
2
Systematic cojumps, market component portfolios and scheduled macroeconomic announcements
Kam Fong Chan
;
Bowman, Robert G.
;
Neely, Christopher J.
- In:
Journal of empirical finance
43
(
2017
),
pp. 43-58
Persistent link: https://www.econbiz.de/10011817903
Saved in:
3
Stock weighting and nontrading bias in estimated portfolio returns
Gray, Philip K.
- In:
Accounting and finance : journal of the Accounting …
54
(
2014
)
2
,
pp. 467-503
Persistent link: https://www.econbiz.de/10010373402
Saved in:
4
Portfolio construction and performace measurement when returns are non-normal
Benson, Karen
;
Gray, Philip K.
;
Kalotay, Egon
;
Qiu, Judy
- In:
Australian journal of management
32
(
2007/08
)
3
,
pp. 445-461
Persistent link: https://www.econbiz.de/10003687021
Saved in:
5
Consumer expectations and short-horizon return predictability
Kalotay, Egon
;
Gray, Philip K.
;
Sin, Samantha
- In:
Journal of banking & finance
31
(
2007
)
10
,
pp. 3102-3124
Persistent link: https://www.econbiz.de/10003574444
Saved in:
6
Anomalies, risk adjustment and seasonality : Australian evidence
Zhong, Angel
;
Limkriangkrai, Manapon
;
Gray, Philip K.
- In:
International review of financial analysis
35
(
2014
),
pp. 207-218
Persistent link: https://www.econbiz.de/10010530242
Saved in:
7
Forecasting stock returns using model-selection criteria
Alcock, Jamie
;
Gray, Philip K.
- In:
The economic record : er
81
(
2005
)
253
,
pp. 135-151
Persistent link: https://www.econbiz.de/10002949871
Saved in:
8
Future long-horizon performance measurement conditional on past survival
Gray, Philip K.
;
Whittaker, Mark
- In:
International review of finance
4
(
2003
)
1/2
,
pp. 29-48
Persistent link: https://www.econbiz.de/10003014251
Saved in:
9
The MAX effect : an exploration of risk and mispricing explanations
Zhong, Angel
;
Gray, Philip K.
- In:
Journal of banking & finance
65
(
2016
),
pp. 76-90
Persistent link: https://www.econbiz.de/10011634328
Saved in:
10
Investment-related anomalies in Australia : evidence and explanations
Cao, Viet Nga
;
Gray, Philip K.
;
Zhong, Angel
- In:
International review of financial analysis
61
(
2019
),
pp. 97-109
Persistent link: https://www.econbiz.de/10012206943
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