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Trading futures spread portfolios : applications of higher order and recurrent networks
Dunis, Christian
;
Laws, Jason
;
Evans, Ben
- In:
The European journal of finance
14
(
2008
)
5/6
,
pp. 503-521
Persistent link: https://www.econbiz.de/10003772117
Saved in:
2
Trading futures spreads : an application of correlation and threshold filters
Dunis, C. L.
;
Laws, Jason
;
Evans, Ben
- In:
Applied financial economics
16
(
2006
)
12
,
pp. 903-914
Persistent link: https://www.econbiz.de/10003377844
Saved in:
3
Modelling and trading the corn-ethanol crush spread with neural networks
Dunis, Christian
;
Laws, Jason
;
Middleton, Peter W.
; …
- In:
Computational intelligence techniques for trading and …
,
(pp. 81-115)
.
2014
Persistent link: https://www.econbiz.de/10010341928
Saved in:
4
Profitable mean reversion after large price drops : a story of day and night in the S&P 500, 400 MidCap and 600 SmallCap Indices
Dunis, Christian
;
Laws, Jason
;
Rudy, Jozef
- In:
The journal of asset management
12
(
2011
)
3
,
pp. 185-202
Persistent link: https://www.econbiz.de/10009297425
Saved in:
5
Estimating the dynamics of mutual fund alphas and betas
Mamaysky, Harry
;
Spiegel, Matthew
;
Zhang, Hong
- In:
The review of financial studies
21
(
2008
)
1
,
pp. 233-264
Persistent link: https://www.econbiz.de/10003716154
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6
Three essays on asset pricing anomalies, investor overreaction, and mutual fund performance
Zhang, Hong
-
2004
Persistent link: https://www.econbiz.de/10003551684
Saved in:
7
When is good news not good news? : opening up the black box of innovation for family firms
Hsu, Po-Hsuan
;
Huang, Sterling
;
Massa, Massimo
;
Zhang, Hong
-
2016
Persistent link: https://www.econbiz.de/10011544503
Saved in:
8
Short selling meets hedge fund 13F : an anatomy of informed demand
Jiao, Yawan
;
Massa, Massimo
;
Zhang, Hong
-
2015
Persistent link: https://www.econbiz.de/10010509459
Saved in:
9
Guru dreams and competition : an anatomy of the economics of blogs
Dong, Yi
;
Massa, Massimo
;
Zhang, Hong
-
2015
Persistent link: https://www.econbiz.de/10010509461
Saved in:
10
Are LPS funds of funds? : relationship building in the private equity industry
Massa, Massimo
;
Zhang, Hong
;
Zhou, Xiaolan
-
2015
Persistent link: https://www.econbiz.de/10010509482
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