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Past price changes, trading volume and prediction of portfolio returns : evidence from select emerging markets
Sehgal, Sanjay; Vasishth, Vibhuti - In: Journal of advances in management research : JAMR 12 (2015) 3, pp. 330-356
Persistent link: https://www.econbiz.de/10011507420
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Risk factors explaining returns anomaly in emerging market banks : study on Indian banking system
Mohapatra, Sabyasachi; Misra, Arun Kumar; Kannan, … - In: Journal of economics and finance : JEF 44 (2020) 3, pp. 417-433
Persistent link: https://www.econbiz.de/10012239197
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Assessing asset pricing anomalies
Groot, Wilma de - 2017
Persistent link: https://www.econbiz.de/10011862366
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Cost mitigation of factor investing in emerging equity markets
Stankov, Kay; Schiereck, Dirk; Flögel, Volker - In: The journal of asset management : a major new, … 25 (2024) 3, pp. 303-325
Persistent link: https://www.econbiz.de/10014583409
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Ambiguity and asset pricing : an empirical investigation for an emerging market
Sahin, Baki Cem; Danışoğlu, Seza - In: International review of financial analysis 84 (2022), pp. 1-14
Persistent link: https://www.econbiz.de/10013472710
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Low-risk effect : evidence, explanations and approaches to enhancing the performance of low-risk investment strategies
Joshipura, Mayank; Joshipura, Nehal - In: Investment management and financial innovations 17 (2020) 2, pp. 128-145
Persistent link: https://www.econbiz.de/10012303103
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Momentum crashes
Daniel, Kent; Moskowitz, Tobias J. - In: Journal of financial economics 122 (2016) 2, pp. 221-247
Persistent link: https://www.econbiz.de/10011590901
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Isolating momentum crashes
Dierkes, Maik; Krupski, Jan - In: Journal of empirical finance 66 (2022), pp. 1-22
Persistent link: https://www.econbiz.de/10013370567
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Overlapping momentum portfolios
Blanco, Ivan; Jesus, Miguel de; Remesal, Alvaro - In: Journal of empirical finance 72 (2023), pp. 1-22
Persistent link: https://www.econbiz.de/10014476787
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Constant leverage covering strategy for equity momentum portfolio with transaction costs
Negrete, Mario Enrique - In: International Journal of Financial Studies : open … 12 (2024) 2, pp. 1-25
The Constant Leverage covering strategy for the equity momentum portfolio (CLvg) developed in this project cannot mask its shortcomings by increasing leverage. It has to successfully forecast and avoid more losses than profits to perform better than the momentum portfolio. This approach is...
Persistent link: https://www.econbiz.de/10014636284