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Explaining and predicting momentum performance shifts across time and sectors

Mamais, Konstantinos; Thomakos, Dimitrios D.; Vlamis, … - In: Journal of forecasting 44 (2025) 3, pp. 960-977

Persistent link: https://www.econbiz.de/10015374212

Noisy biodiversity : the impact of ESG biodiversity ratings on asset prices

Xin, Wei; Grant, Lewis; Groom, Benjamin; Zhang, Chendi - In: Ecological economics 236 (2025), pp. 1-17

Persistent link: https://www.econbiz.de/10015421456

Cash duration, risk, and implications for stock returns

Taussig, Roi D. - In: Finance research letters 79 (2025), pp. 1-5

Persistent link: https://www.econbiz.de/10015421470

Understanding ESG investing using higher return moments

Shan, Tao - In: Finance research letters 80 (2025), pp. 1-10

Persistent link: https://www.econbiz.de/10015422161

Factors relevance in asset pricing : new evidences in emerging markets from random matrix theory

Molero-González, Laura; Trinidad Segovia, Juan Evangelista - In: Economics and Business Letters : EBL 14 (2025) 2, pp. 75-87

Persistent link: https://www.econbiz.de/10015437925

Combining low-volatility and momentum : recent evidence from the Nordic equities

Grobys, Klaus; Fatmy, Veda; Rajalin, Topias - In: Applied economics 57 (2025) 26, pp. 3543-3559

Persistent link: https://www.econbiz.de/10015442989

Asset embeddings

Gabaix, Xavier; Koijen, Ralph S. J.; Richmond, Robert J.; … - 2025

Persistent link: https://www.econbiz.de/10015406879

Unemployment fluctuations and the predictability of currency returns

Nucera, Federico - 2015 - This version: August 2015

We investigate if unemployment fluctuations generate predictability in the cross-section of currency excess returns. To assess the predictability exerted by unemployment fluctuations, we sort currencies according to past growth in the unemployment rate. We find that an investment strategy which...

Persistent link: https://www.econbiz.de/10015408806

Distortions caused by lending fee retention

Johnson, Travis L.; Weitzner, Gregory - In: Management science : journal of the Institute for … 71 (2025) 1, pp. 35-58

Persistent link: https://www.econbiz.de/10015409642

So what do we learn from Li and Wang (2025)?

Ungeheuer, Michael; Weber, Martin - In: Critical finance review 14 (2025) 1, pp. 123-128

Persistent link: https://www.econbiz.de/10015409946