option-like payoffs of past losers. An implementable dynamic momentum strategy based on forecasts of momentum's mean and … variance approximately doubles the alpha and Sharpe Ratio of a static momentum strategy, and is not explained by other factors …

during dramatic losses (crashes). As a result, the dynamics of the strategy expected returns reflects the time variation in …

effect on profitability and investment has not yet been assessed. In this paper, we investigate the pricing roles of these … two factors, using overlapping profitability and investment returns over horizons from 1 month to 5 years. Using different … particular, the profitability factor has significant pricing power in most horizons, while the investment factor is only priced …

The purpose of this study is to analyze significant variables that permit us to ascertain the profitability of … Bangladeshi Shariah-based banks. In doing so, two profitability measurements, namely, return on asset (ROA) and return on equity … findings. The results revealed that the profitability of Bangladeshi Shariah-based Islamic banks is positively associated with …