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Momentum profits, nonnormality risks and the business cycle
Fuertes, Ana María; Miffre, Joëlle; Tan, Wooi-hou - In: Applied financial economics 19 (2009) 10/12, pp. 935-953
Persistent link: https://www.econbiz.de/10003856859
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Commodity, strategies based on momentum, term structure, and idiosyncratic volatility
Fuertes, Ana María; Miffre, Joëlle; Fernandez-Perez, … - In: The journal of futures markets 35 (2015) 3, pp. 274-297
Persistent link: https://www.econbiz.de/10011348423
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Conditional OLS minimum variance hedge ratios
Miffre, Joëlle - In: The journal of futures markets 24 (2004) 10, pp. 945-964
Persistent link: https://www.econbiz.de/10002190261
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The cross section of expected futures returns and the Keynesian hypothesis
Miffre, Joëlle - In: Applied financial economics 13 (2003) 10, pp. 731-739
Persistent link: https://www.econbiz.de/10001777214
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Normal backwardation is normal
Miffre, Joëlle - In: The journal of futures markets 20 (2000) 9, pp. 803-821
Persistent link: https://www.econbiz.de/10001525965