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Modeling price dynamics and risk forecasting in Tehran stock exchange : conditional variance heteroscedasticity hidden Markov models
Nilchi, Moslem; Farid, Daryush; Peymany, Moslem; … - In: Iranian journal of finance 7 (2023) 3, pp. 1-24
Persistent link: https://www.econbiz.de/10014429053
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An empirical study of momentum and reversal in United States equity market
Jun, Wang - 2005
Persistent link: https://www.econbiz.de/10003384691
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Recent large-cap stock outperformance and its impact on US equities
Shapiro, Rob; Zheng, Fangze - In: The journal of investing : JOI 30 (2021) 5, pp. 95-106
Persistent link: https://www.econbiz.de/10012613204
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Excess sensitivity of stock markets to negative returns
Azar, Samih Antoine; Basmadjian, Raffi - In: International journal of economic perspectives : IJEP 6 (2012) 1, pp. 5-38
Persistent link: https://www.econbiz.de/10011587062
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The neglect effect in security beta estimates - an observation of the US stock market from 1933 until 2016
Scheler, Fabian; Ecker, Frank; Werner, Jan - 2017
Persistent link: https://www.econbiz.de/10011921132
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Large scale mean-variance strategies in the U.S. stock market
Pezzo, Luca; Wang, Lei; Zirek, Duygu - In: Research in international business and finance 66 (2023), pp. 1-20
Persistent link: https://www.econbiz.de/10014462513
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Der Anlageerfolg des Minimum-Varianz-Portfolios : eine empirische Untersuchung am deutschen, englischen, japanischen, kanadischen und US-amerikanischen Aktienmarkt
Kleeberg, Jochen M. - 1995 - 2., unveränd. Aufl.
Persistent link: https://www.econbiz.de/10013438231
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An empirical investigation of the Fama-French five-factor model
Paliienko, Oleksandr; Naumenkova, Svitlana; Mishchenko, … - In: Investment management and financial innovations 17 (2020) 1, pp. 143-155
Persistent link: https://www.econbiz.de/10012300519
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Sources of risk and expected returns in global equity markets
Ferson, Wayne E.; Harvey, Campbell R. - 1994
Persistent link: https://www.econbiz.de/10000881184
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The individual and incremental significance of the economic determinants of stock returns and systematic risk
Martikainen, Teppo - 1990
Persistent link: https://www.econbiz.de/10000021184