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Carry momentum
Davis, Joshua M.; Dorsten, Matt; Gillmann, Normane; … - In: Financial analysts journal : FAJ 78 (2022) 1, pp. 5-38
Persistent link: https://www.econbiz.de/10013167451
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The new finance : overreaction, complexity, and uniqueness
Haugen, Robert A. - 2004 - 3. ed.
Persistent link: https://www.econbiz.de/10001786555
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Bond market response to the collapse of prominent investment banks
Li, Si; Madura, Jeff; Richie, Nivine - In: The financial review : the official publication of the … 48 (2013) 4, pp. 645-670
Persistent link: https://www.econbiz.de/10010197661
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Analysis of monthly rates of return in April on the example of selected world stock exchange indices
Borowski, Krzysztof - In: Equilibrium : quarterly journal of economics and … 11 (2016) 2, pp. 307-325
Persistent link: https://www.econbiz.de/10011499054
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Separating momentum from reversal in international stock markets
Walkshäusl, Christian; Weißofner, Florian; Wessels, Ulrich - In: The journal of asset management 20 (2019) 2, pp. 111-123
Persistent link: https://www.econbiz.de/10012059768
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Navigating the factor zoo around the world : an institutional investor perspective
Bartram, Söhnke M.; Lohre, Harald; Pope, Peter F.; … - In: Journal of business economics : JBE 91 (2021) 5, pp. 655-703
Persistent link: https://www.econbiz.de/10012588809
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Exploring efficiency, co-integration, causality and volatility clustering in unrestricted and Islamic portfolios
Shaikh, Salman Ahmed; Muhammad Hakimi Mohd. Shafiai; … - In: Islamic capital markets : volatility, performance and …, (pp. 101-122). 2016
Persistent link: https://www.econbiz.de/10011533476
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The new finance : overreaction, complexity, and their consequences
Haugen, Robert A. - 2010 - 4. ed.
Persistent link: https://www.econbiz.de/10003805971
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Empirical essays on the information transfer between and the informational efficiency of stock markets
Zolotoy, Leon - 2008
Persistent link: https://www.econbiz.de/10003931647
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Predictability of asset returns and the efficient market hypothesis
Pesaran, M. Hashem - 2010
This paper is concerned with empirical and theoretical basis of the Efficient Market Hypothesis (EMH). The paper begins with an overview of the statistical properties of asset returns at different frequencies (daily, weekly and monthly), and considers the evidence on return predictability, risk...
Persistent link: https://www.econbiz.de/10003983206