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Volatility
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NBER working paper series
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International Journal of Energy Economics and Policy : IJEEP
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The review of financial studies
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International journal of finance & economics : IJFE
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International journal of forecasting
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Quantitative finance
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Discussion paper / Tinbergen Institute
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Cogent economics & finance
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ECONIS (ZBW)
14,640
EconStor
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RePEc
6
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1
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10
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14,655
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1
Are intraday reversal and momentum trading strategies feasible? : an analysis for German blue chip stocks
Herberger, Tim
;
Horn, Matthias
;
Oehler, Andreas
- In:
Financial markets and portfolio management
34
(
2020
)
2
,
pp. 179-197
Persistent link: https://www.econbiz.de/10012289620
Saved in:
2
A note on Stein's
overreaction
puzzle
Lin, Yuehao
;
Lehnert, Thorsten
- In:
Decisions in economics and finance : a journal of …
43
(
2020
)
1
,
pp. 269-276
Persistent link: https://www.econbiz.de/10012285399
Saved in:
3
Institutional trading, momentum and idiosynratic volatility
Sonmez, Fatma
- In:
Investment management and financial innovations
10
(
2013
)
2
,
pp. 55-63
Persistent link: https://www.econbiz.de/10010201105
Saved in:
4
Risk bearing ability of investors in Indian stock market
Valliappan, M.
- In:
International journal of economic research
12
(
2015
)
2
,
pp. 287-293
Persistent link: https://www.econbiz.de/10011419781
Saved in:
5
Profitability of trading in the direction of asset price jumps : analysis of multiple assets and frequencies
Fičura, Milan
- In:
Prague economic papers : a bimonthly journal of …
28
(
2019
)
4
,
pp. 385-401
Persistent link: https://www.econbiz.de/10012130976
Saved in:
6
Examining the sources of excess return predictability : stochastic volatility or market inefficiency?
Lansing, Kevin J.
;
LeRoy, Stephen F.
;
Ma, Jun
-
2018
Persistent link: https://www.econbiz.de/10011977460
Saved in:
7
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:
8
Momentum profits, market cycles, and rebounds : evidence from Germany
Bohl, Martin T.
;
Czaja, Marc-Gregor
;
Kaufmann, Philipp
- In:
The quarterly review of economics and finance : journal …
61
(
2016
),
pp. 139-159
Persistent link: https://www.econbiz.de/10011627527
Saved in:
9
Returns, volatility and investor sentiment : evidence from European stock markets
Frugier, Alain
- In:
Research in international business and finance
38
(
2016
),
pp. 45-55
Persistent link: https://www.econbiz.de/10011640612
Saved in:
10
Excess sensitivity of stock markets to negative returns
Azar, Samih Antoine
;
Basmadjian, Raffi
- In:
International journal of economic perspectives : IJEP
6
(
2012
)
1
,
pp. 5-38
Persistent link: https://www.econbiz.de/10011587062
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