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Equity market anomalies in major European economies

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Persistent link: https://www.econbiz.de/10012698617

Liquidity and asset pricing : evidence from the Chinese stock markets

Zhang, Tianyang; Lence, Sergio H. - In: The North American journal of economics and finance : a … 59 (2022), pp. 1-20

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Stock weighting and nontrading bias in estimated portfolio returns

Gray, Philip K. - In: Accounting and finance : journal of the Accounting … 54 (2014) 2, pp. 467-503

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Markowitz efficiency and size effect : evidence from the UK stock market

Hwang, Tienyu; Gao, Simon S.; Owen, Heather - In: Review of quantitative finance and accounting 43 (2014) 4, pp. 721-750

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Does Momentum Profit Exist in Australia - A Systematic Analysis of Price and Alpha Momentum Strategies

Deng, Yijie - 2022

This paper examines the momentum strategy in Australia under the debate on whether momentum strategy is profitable in … Australia. It studies both the price and alpha momentum strategy performance under several lookback periods, and applies short …

Persistent link: https://www.econbiz.de/10013492318

Explaining size effect for Indian stock market

Pandey, Asheesh; Sehgal, Sanjay - In: Asia-Pacific financial markets 23 (2016) 1, pp. 45-68

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Zero-investment portfolio strategy and excess returns in ESG100 stocks

Parichat Sinlapates; Thawaree Chinnasaeng - In: Comparative analysis of trade and finance in emerging …, (pp. 51-66). 2023

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Style-investing auf europäischen Aktienmärkten : eine empirische Analyse bewertungsrelevanter Fundamentalfaktoren

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Does idiosyncratic volatility predict future growth of the Australian economy?

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The relevance of using accounting fundamentals in the Mexican stock market

Dorantes Dosamantes, Carlos Alberto - In: Journal of economics, finance & administrative science 18 (2013), pp. 2-10

This paper examines the value relevance of accounting fundamentals in the Mexican Stock Market ([BMV] - Bolsa Mexicana de Valores). The research question that motivated the paper was: Can accounting fundamentals provide relevant information to better understand firm value? More specifically, the...

Persistent link: https://www.econbiz.de/10011872378