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The accruals anomaly : can imp...
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1
The post-cost profitability of momentum trading strategies : further evidence from the UK
Agyei-Ampomah, Sam
- In:
European financial management : the journal of the …
13
(
2007
)
4
,
pp. 776-802
Persistent link: https://www.econbiz.de/10003534160
Saved in:
2
Beyond Fama-French factors : alpha from short-term signals
Blitz, David
;
Hanauer, Matthias
;
Honarvar, Iman
; …
- In:
Financial analysts journal : FAJ
79
(
2023
)
4
,
pp. 96-117
Persistent link: https://www.econbiz.de/10014427369
Saved in:
3
Fast and slow arbitrage : fund flows and mispricing in the frequency domain
Peress, Joël
;
Xi, Dong
;
Kang, Namho
-
2020
Persistent link: https://www.econbiz.de/10012300568
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4
Portfolio rebalancing : a test of the Markowitz-van Dijk heuristic
Kritzman, Mark
(
contributor
);
Myrgren, Simon
(
contributor
); …
-
2007
-
This version: March 15th, 2007
Persistent link: https://www.econbiz.de/10003745526
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5
The profitability, costs and systematic risk of the post-earnings-announcement-drift trading strategy
Zhang, Qi
;
Cai, Charlie X.
;
Keasey, Kevin
- In:
Review of quantitative finance and accounting
43
(
2014
)
3
,
pp. 605-625
Persistent link: https://www.econbiz.de/10010490369
Saved in:
6
The predictability of stock returns : a cross-sectional simulation
Fluck, Zsuzsanna
- In:
The review of economics and statistics
79
(
1997
)
2
,
pp. 176-183
Persistent link: https://www.econbiz.de/10001222498
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7
Profitability of short-term contrarian strategies : implications for market efficiency
Conrad, Jennifer S.
- In:
Journal of business & economic statistics : JBES ; a …
15
(
1997
)
3
,
pp. 379-386
Persistent link: https://www.econbiz.de/10001222707
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8
Forward discount bias : is it near-rationality in the foreign exchange market?
Gruen, David W. R.
- In:
The economic record : er
71
(
1995
)
213
,
pp. 157-166
Persistent link: https://www.econbiz.de/10001186623
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9
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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10
Market efficiency and arbitrage opportunities for Russian depositary receipts cross-listed on the London stock exchange
Kim, Oksana
- In:
Review of Pacific Basin financial markets and policies
19
(
2016
)
2
,
pp. 1-36
Persistent link: https://www.econbiz.de/10011521422
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