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~subject:"Risk premium"
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Risk premium
Momentum
504
Kapitaleinkommen
406
Capital income
404
momentum
303
Portfolio-Management
270
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266
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234
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value
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36
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English
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Zaremba, Adam
4
Asness, Cliff
2
Clare, Andrew D.
2
Fan, John Hua
2
Ilmanen, Antti
2
Moskowitz, Tobias J.
2
Seaton, James
2
Smith, Peter N.
2
Thomas, Stephen
2
Zhang, Tingxi
2
Avramov, Doron
1
Bakshi, Gurdip S.
1
Bannigidadmath, Deepa
1
Barroso, Pedro
1
Basu, Devraj
1
Bianchi, Robert
1
Blitz, David
1
Byrne, Joseph P.
1
Chen, Chih-Nan
1
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1
Dinh Hoang Bach Phan
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
Huij, Joop
1
Israel, Ronen
1
Kambouris, George
1
Kelly, Bryan T.
1
Kim, Tong Suk
1
Kolari, James W.
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Journal of banking & finance
5
Journal of empirical finance
3
Journal of financial economics
3
Finance research letters
2
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
2
International review of financial analysis
2
Journal of investment management : JOIM
2
Management science : journal of the Institute for Operations Research and the Management Sciences
2
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2
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2
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1
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1
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1
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1
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1
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1
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
1
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1
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1
Handbook of recent advances in commodity and financial modeling : quantitative methods in banking, finance, insurance, energy and commodity markets
1
Journal of accounting literature : the official journal of the Fisher School of Accounting, Warrington College of Business, University of Florida
1
Journal of economic theory
1
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1
Journal of international financial markets, institutions & money
1
Pacific-Basin finance journal
1
Research in international business and finance
1
Spanish journal of finance & accounting : the official journal of AECA - Asociación Española de Contabilidad y Administración de Empresas
1
The journal of futures markets
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
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ECONIS (ZBW)
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1
Idiosyncratic information and the cost of equity capital : a meta-analytic review of the literature
Schreder, Max
- In:
Journal of accounting literature : the official journal …
41
(
2018
),
pp. 142-172
Persistent link: https://www.econbiz.de/10012030539
Saved in:
2
Residual
momentum
Blitz, David
;
Huij, Joop
;
Martens, Martin
- In:
Journal of empirical finance
18
(
2011
)
3
,
pp. 506-521
Persistent link: https://www.econbiz.de/10009302077
Saved in:
3
Value, size,
momentum
, and unique role of microcaps in CEE market stock returns
Zaremba, Adam
- In:
Eastern European economics
53
(
2015
)
3
,
pp. 221-241
Persistent link: https://www.econbiz.de/10011373707
Saved in:
4
Momentum
has its moments
Barroso, Pedro
;
Santa-Clara, Pedro
- In:
Journal of financial economics
116
(
2015
)
1
,
pp. 111-120
Persistent link: https://www.econbiz.de/10011347950
Saved in:
5
Trend following, risk parity and
momentum
in commodity futures
Clare, Andrew D.
;
Seaton, James
;
Smith, Peter N.
; …
-
2012
Persistent link: https://www.econbiz.de/10009663202
Saved in:
6
Capturing the risk premium of commodity futures : the role of hedging pressure
Basu, Devraj
;
Miffre, Joëlle
- In:
Journal of banking & finance
37
(
2013
)
7
,
pp. 2652-2664
Persistent link: https://www.econbiz.de/10009760567
Saved in:
7
Does stock liquidity explain the premium for stock price
momentum
?
Novák, Jiri
- In:
Finance a úvěr
64
(
2014
)
1
,
pp. 79-95
Persistent link: https://www.econbiz.de/10010245254
Saved in:
8
Cross-sectional anomalies and volatility risk in different economic and market cycles
Peltomäki, Jarkko
;
Äijö, Janne
- In:
Finance research letters
12
(
2015
),
pp. 17-22
Persistent link: https://www.econbiz.de/10011551749
Saved in:
9
Market volatility and
momentum
Wang, Kevin Q.
;
Xu, Jianguo
- In:
Journal of empirical finance
30
(
2015
),
pp. 79-91
Persistent link: https://www.econbiz.de/10011489219
Saved in:
10
Fear or fundamentals? Heterogeneous beliefs in the European sovereign CDS market
Chiarella, Carl
;
Ellen, Saskia ter
;
He, Xue-zhong
;
Wu, Eliza
- In:
Journal of empirical finance
32
(
2015
),
pp. 19-34
Persistent link: https://www.econbiz.de/10011556769
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