Narrow search
Showing 1 - 7 of 7
Cover Image
Is stock return predictability time-varying?
Devpura, Neluka; Narayan, Paresh Kumar; Sharma, Susan Sunila - In: Journal of international financial markets, … 52 (2018), pp. 152-172
Persistent link: https://www.econbiz.de/10011986233
Cover Image
Is inflation persistent? : evidence from a time-varying unit root model
Devpura, Neluka; Sharma, Susan Sunila; Harischandra, P. … - In: Pacific-Basin finance journal 68 (2021), pp. 1-17
Persistent link: https://www.econbiz.de/10013332445
Cover Image
Profitability of time series momentum
He, Xue-zhong; Li, Kai - In: Journal of banking & finance 53 (2015), pp. 140-157
Persistent link: https://www.econbiz.de/10011377714
Cover Image
Optimal time series momentum
He, Xue-zhong; Li, Kai; Li, Youwei - 2015
Persistent link: https://www.econbiz.de/10011344325
Cover Image
Time series momentum and market stability
He, Xue-zhong; Li, Kai - 2014
Persistent link: https://www.econbiz.de/10010349290
Cover Image
Asset allocation with time series momentum and reversal
He, Xue-zhong; Li, Kai; Li, Youwei - In: Journal of economic dynamics & control 91 (2018), pp. 441-457
Persistent link: https://www.econbiz.de/10011974221
Cover Image
Social interaction, volatility clustering, and momentum
He, Xue-zhong; Li, Kai; Santi, Caterina; Shi, Lei - In: Journal of economic behavior & organization : JEBO 203 (2022), pp. 125-149
Persistent link: https://www.econbiz.de/10014227916