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Investor sentiment : does it a...
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International review of financial analysis
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Journal of banking & finance
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Journal of risk and financial management : JRFM
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Economics letters
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The journal of futures markets
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of international money and finance
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Pacific-Basin finance journal
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The European journal of finance
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Discussion paper / Tinbergen Institute
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International journal of forecasting
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CESifo working papers
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International journal of finance & economics : IJFE
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Research paper series / Swiss Finance Institute
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Quantitative finance
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Journal of economic dynamics & control
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
63
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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International Journal of Energy Economics and Policy : IJEEP
59
Journal of forecasting
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Cogent economics & finance
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ECONIS (ZBW)
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EconStor
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USB Cologne (EcoSocSci)
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1
Investor sentiment and the mean-variance relationship : European evidence
Wang, Wenzhao
- In:
Research in international business and finance
46
(
2018
),
pp. 227-239
Persistent link: https://www.econbiz.de/10011983623
Saved in:
2
Breaking bad trends
Goulding, Christian L.
;
Harvey, Campbell R.
;
Mazzoleni, …
- In:
Financial analysts journal : FAJ
80
(
2024
)
1
,
pp. 84-98
Persistent link: https://www.econbiz.de/10014576152
Saved in:
3
Isolating momentum crashes
Dierkes, Maik
;
Krupski, Jan
- In:
Journal of empirical finance
66
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013370567
Saved in:
4
Taming momentum crashes
Bianchi, Daniele
;
De Polis, Andrea
;
Petrella, Ivan
-
2024
Persistent link: https://www.econbiz.de/10014529581
Saved in:
5
Behavioral Finance - Asset Prices Predictability, Equity Premium Puzzle, Volatility Puzzle : The Rational Finance Approach
Rachev, Svetlozar T.
-
2020
“
anomalies
” the theory of rational finance cannot explain: (i) Predictability of asset returns; (ii) The Equity Premium; (iii … are the only possible explanations of the “
anomalies
”, but offer statistical models within the rational theory of finance … which can be used without relying on behavioral finance assumptions when searching for explanations of those “
anomalies
” …
Persistent link: https://www.econbiz.de/10012842392
Saved in:
6
International sentiment spillovers in equity returns
Bathia, Deven
;
Bredin, Donal
;
Nitzsche, Dirk
- In:
International journal of finance & economics : IJFE
21
(
2016
)
4
,
pp. 332-359
Persistent link: https://www.econbiz.de/10011698788
Saved in:
7
On the time-varying dynamics of stock and commodity momentum returns
Stadtmüller, Immo
;
Auer, Benjamin R.
;
Schuhmacher, Frank
- In:
Finance research letters
46
(
2022
)
2
,
pp. 1-10
Persistent link: https://www.econbiz.de/10013341591
Saved in:
8
Momentum crashes and the 52-week high
Byun, Suk Joon
;
Jeon, Byounghyun
- In:
Financial analysts journal : FAJ
79
(
2023
)
2
,
pp. 120-139
Persistent link: https://www.econbiz.de/10014291965
Saved in:
9
Trading, profits, and volatility in a dynamic information network model
Walden, Johan
- In:
The review of economic studies : RES
86
(
2019
)
5
,
pp. 2248-2283
Persistent link: https://www.econbiz.de/10012111950
Saved in:
10
Are momentum crashes pervasive regardless of strategy? : evidence from the foreign exchange market
Grobys, Klaus
;
Haga, Jesper
- In:
Applied economics letters
24
(
2017
)
20
,
pp. 1499-1503
Persistent link: https://www.econbiz.de/10011853099
Saved in:
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