Narrow search
Showing 1 - 10 of 15,506
Cover Image
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
Cover Image
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
Cover Image
Isolating momentum crashes
Dierkes, Maik; Krupski, Jan - In: Journal of empirical finance 66 (2022), pp. 1-22
Persistent link: https://www.econbiz.de/10013370567
Cover Image
Taming momentum crashes
Bianchi, Daniele; De Polis, Andrea; Petrella, Ivan - 2024
Persistent link: https://www.econbiz.de/10014529581
Cover Image
The pricing of unexpected volatility in the currency market
Copeland, Laurence S.; Xu, Yongdeng - 2021
Many recent papers have investigated the role played by volatility in determining the cross-section of currency returns. This paper employs two time-varying factor models: a threshold model and a Markov-switching model to price the excess returns from the currency carry trade. We show that the...
Persistent link: https://www.econbiz.de/10012591966
Cover Image
The pricing of unexpected volatility in the currency market
Copeland, Laurence S.; Xu, Yongdeng - In: The European journal of finance 29 (2023) 17, pp. 2032-2046
Persistent link: https://www.econbiz.de/10014388546
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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