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Goulding, Christian L.; Harvey, Campbell R.; Mazzoleni, … - In: Journal of financial economics 149 (2023) 3, pp. 378-406

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Time series reversal in trend-following strategies

Liu, Jiadong; Papailias, Fotis - In: European financial management : the journal of the … 29 (2023) 1, pp. 76-108

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Risk factor exposure variation and mutual fund performance

Ammann, Manuel; Fischer, Sebastian; Weigert, Florian - 2018

fund's forced trading through investor flows. We conclude that fund managers voluntarily attempt to time risk factors, but …

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Zeitparametervariable Analyse und Visualisierung von Finanzdaten : Methoden der Investmentprozessbegleitung fondsgebundener Anlageformen

Schelwies, Norman - 2008 - 1. Aufl.

Viele aktive Entscheidungen bei der Anlage in Wertpapieren werden auf Basis von Informationen getroffen, die mit Hilfe empirischer Analysen historischer Finanzdaten gewonnen wurden. Leider sind die meisten Ergebnisse dieser Analysen sehr anfällig gegenüber einer Änderung der Zeitparameter,...

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The real-life performance of market timing with moving average and time-series momentum rules

Zakamulin, Valeriy - In: The journal of asset management 15 (2014) 4, pp. 261-278

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Improving market timing of time series momentum in the Chinese stock market

Qin, Yafeng; Pan, Guoyao; Bai, Min - In: Applied economics 52 (2020) 43, pp. 4711-4725

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Time series momentum and reversal : intraday information from realized semivariance

Liu, Zhenya; Lu, Shanglin; Li, Bo; Wang, Shixuan - In: Journal of empirical finance 72 (2023), pp. 54-77

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Intraday time-series momentum and investor trading behavior

Onishchenko, Olena; Zhao, Jing; Kuruppuarachchi, Duminda; … - In: Journal of behavioral and experimental finance 31 (2021), pp. 1-8

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Determinants of equity mutual fund flows : evidence from the fund flow dynamics between Hong Kong and global markets

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