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Geopolitical risk and excess stock returns predictability : new evidence from a century of data
Ma, Feng; Lu, Fei; Tao, Ying - In: Finance research letters 50 (2022), pp. 1-7
Persistent link: https://www.econbiz.de/10014233984
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Momentum has its own values
Chuang, Hongwei - 2021
Persistent link: https://www.econbiz.de/10012616130
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Interest rate and exchange rate exposure of portfolio stock returns : does the financial crisis matter?
Dwumfour, Richard Adjei; Addy, Naa Adokarley - In: Journal of African business 20 (2019) 3, pp. 339-357
Persistent link: https://www.econbiz.de/10012180403
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Momentum crash, credit risk and optionality effects in bear markets and crisis periods : evidence from the US stock market
Grobys, Klaus - In: Applied economics letters 24 (2017) 4/6, pp. 387-391
Persistent link: https://www.econbiz.de/10011705358
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Meteor showers and global asset allocation
Ahmed, Rashad; Hasan, Mohammad S.; Sultan, Jahangir - In: The European journal of finance 26 (2020) 17, pp. 1703-1724
Persistent link: https://www.econbiz.de/10012314648
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Dynamic behavior of United States closed-end country funds
Tsai, Pei-jung - 2003
Persistent link: https://www.econbiz.de/10003386122
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New risk management practices
Morales-Arias, Leonardo - In: The crisis and beyond, (pp. 93-107). 2009
Persistent link: https://www.econbiz.de/10003941516
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Benefits of wavelet-based carry trade diversification
Orlov, Vitaly; Äijö, Janne - In: Research in international business and finance 34 (2015), pp. 17-32
Persistent link: https://www.econbiz.de/10011325759
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International diversification during the financial crisis : a blessing for equity investors?
Vermeulen, Robert - In: Journal of international money and finance 35 (2013), pp. 104-123
Persistent link: https://www.econbiz.de/10009751746