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How we contradict ourselves : the case of John Cochrane : gliding and behavioral economics

Sazhin, Daniel; Morey, Matthew R. - In: The American economist : journal of Omnicron Delta … 63 (2018) 1, pp. 31-40

Persistent link: https://www.econbiz.de/10011875991

A double Sharpe ratio

Morey, Matthew R.; Vinod, Hrishikesh D. - In: Advances in investment analysis and portfolio … 8 (2001), pp. 57-65

Persistent link: https://www.econbiz.de/10001640870

Trade opening and the behavior of emerging stock market prices

Basu, Parantap; Morey, Matthew R. - In: Journal of economic integration 20 (2005) 1, pp. 68-92

Persistent link: https://www.econbiz.de/10003052023

The strategic use of convertible debt in "deep pocket" predatory games

Gottesman, Aron A. - In: The American economist : journal of Omnicron Delta … 48 (2004) 1, pp. 50-60

Persistent link: https://www.econbiz.de/10002113493

Value investing or investing in illiquidity? : the profitability of contrarian investment strategies, revisited

Gottesman, Aron A.; Jacoby, Gady; Li, Huijing - In: Financial innovation : FIN 3 (2017) 34, pp. 1-12

Background: We investigate whether the success of contrarian investment strategies can be attributed to differences in the relative illiquidity of stocks categorized as value investments versus those categorized as glamour portfolios. Methods: Following Lakonishok et al. (J Financ...

Persistent link: https://www.econbiz.de/10011772283