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Time-series momentum in nearly 100 years of stock returns
Lim, Bryan Y.; Wang, Jiaguo; Yao, Yaqiong - In: Journal of banking & finance 97 (2018), pp. 283-296
Persistent link: https://www.econbiz.de/10011968748
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The trend is your friend : time-series momentum strategies across equity and commodity markets
Georgopoulou, Athina; Wang, Jiaguo - In: Review of finance : journal of the European Finance … 21 (2017) 4, pp. 1557-1592
Persistent link: https://www.econbiz.de/10011804328
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On the other side of hedge fund equity trades
Cui, Xinyu; Kolokolova, Olga; Wang, Jiaguo - In: Management science : journal of the Institute for … 70 (2024) 6, pp. 3684-3710
Persistent link: https://www.econbiz.de/10014551965
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On the portfolio properties of real estate in good times and bad times
Sa-Aadu, Jarjisu; Shilling, James D.; Tiwari, Ashish - In: Real estate economics : journal of the American Real … 38 (2010) 3, pp. 529-565
Persistent link: https://www.econbiz.de/10008649889
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The role of real estate in an institutional investor's portfolio revisited
Chun, Gregory H.; Sa-Aadu, Jarjisu; Shilling, James D. - In: The journal of real estate finance and economics 29 (2004) 3, pp. 295-320
Persistent link: https://www.econbiz.de/10002208921