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The profitability of momentum...
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Volatility
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109
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International journal of forecasting
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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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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Journal of forecasting
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Economics letters
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ECONIS (ZBW)
7,946
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1
Time-varying conditional profitability of momentum strategies in commodity futures market : evidence from India
Jaiswal, Ritika
;
Uchil, Rashmi
- In:
Asian journal of business and accounting : AJBA
13
(
2020
)
2
,
pp. 245-276
Persistent link: https://www.econbiz.de/10012587261
Saved in:
2
Does idiosyncratic risk matter to momentum profits? : evidence from China
Kao, Wei-Shun
;
Wang, Li-Hsun
;
Lin, Chu-Hsiung
;
Huang, …
- In:
The empirical economics letters : a monthly …
17
(
2018
)
10
,
pp. 1259-1264
Persistent link: https://www.econbiz.de/10012006820
Saved in:
3
Study on the nonlinear and chaotic behavior of exchange traded funds listed in Hong Kong Stock Exchanges
Chu, Patrick Kuok-Kun
- In:
The journal of prediction markets
13
(
2019
)
2
,
pp. 45-62
Persistent link: https://www.econbiz.de/10012607897
Saved in:
4
Direction-of-change forecasts based on conditional variance, skewness and kurtosis dynamics : international evidence
Christoffersen, Peter F.
;
Diebold, Francis X.
;
Mariano, …
-
2007
Persistent link: https://www.econbiz.de/10003729191
Saved in:
5
Common stochastic volatility trends in international stock returns
Dao, Chi-Mai
;
Wolters, Jürgen
- In:
International review of financial analysis
17
(
2008
)
3
,
pp. 431-445
Persistent link: https://www.econbiz.de/10003764415
Saved in:
6
Short and long term components of volatility in Hong Kong stock returns
Ané, Thierry
- In:
Applied financial economics
16
(
2006
)
6
,
pp. 439-460
Persistent link: https://www.econbiz.de/10003335010
Saved in:
7
Estimating and predicting multivariate volatility thresholds in global stock markets
Audrino, Francesco
;
Trojani, Fabio
- In:
Journal of applied econometrics
21
(
2006
)
3
,
pp. 345-369
Persistent link: https://www.econbiz.de/10003316303
Saved in:
8
International linkages of the Chinese stock exchange : a multivariate GARCH analysis
Li, Hong
- In:
Applied financial economics
17
(
2007
)
4/6
,
pp. 285-297
Persistent link: https://www.econbiz.de/10003445979
Saved in:
9
Short sales constraints and return volatility : evidence from the Chinese A and H share markets
Gu, Anthony Yanxiang
;
Yang, Chauchen
- In:
Review of Pacific Basin financial markets and policies
10
(
2007
)
4
,
pp. 469-478
Persistent link: https://www.econbiz.de/10003675450
Saved in:
10
Rate of subscription and after-market volatility in Hong Kong IPOs
Vong, Anna P. I.
- In:
Applied financial economics
16
(
2006
)
16
,
pp. 1217-1224
Persistent link: https://www.econbiz.de/10003387386
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