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31
Interlinkage of Johannesburg Stock Exchange super sectors during extreme market events
Lawrence, Babatunde
;
Obalade, Adefemi Alamu
;
Doorasamy, …
- In:
African journal of business & economic research : AJBER
19
(
2024
)
1
,
pp. 101-121
Persistent link: https://www.econbiz.de/10015044954
Saved in:
32
A tale of two states : asymmetries in the UK small, value and
momentum
premiums
Sarwar, Golam
;
Mateus, Cesario
;
Todorovic, Natasa
- In:
Applied economics
49
(
2017
)
5
,
pp. 456-476
Persistent link: https://www.econbiz.de/10011810682
Saved in:
33
Cross-sectional anomalies and volatility risk in different economic and market cycles
Peltomäki, Jarkko
;
Äijö, Janne
- In:
Finance research letters
12
(
2015
),
pp. 17-22
Persistent link: https://www.econbiz.de/10011551749
Saved in:
34
Momentum
in global equity markets in times of troubles : does the economic state matter?
Grobys, Klaus
- In:
Economics letters
123
(
2014
)
1
,
pp. 100-103
Persistent link: https://www.econbiz.de/10010399032
Saved in:
35
Time-varying expected
momentum
profits
Kim, Dongcheol
;
Roh, Tai-Yong
;
Min, Byoung-Kyu
;
Byun, …
- In:
Journal of banking & finance
49
(
2014
),
pp. 191-215
Persistent link: https://www.econbiz.de/10010508045
Saved in:
36
Impact of credit risk and business cycles on
momentum
returns
Sarwar, Sirajum Munira
;
Lin, Sharon X. W.
;
Muradoğlu, …
- In:
Handbook of recent advances in commodity and financial …
,
(pp. 17-39)
.
2018
Persistent link: https://www.econbiz.de/10011898598
Saved in:
37
Frictionless house-price
momentum
Fève, Patrick
;
Moura, Alban
-
2023
Persistent link: https://www.econbiz.de/10014428525
Saved in:
38
Frictionless house-price
momentum
Fève, Patrick
;
Moura, Alban
-
2023
Persistent link: https://www.econbiz.de/10014432856
Saved in:
39
Determinants of stock returns :
factors
or systematic co-moments? ; crisis versus non-crisis periods
Hung, Chi-Hsiou D.
;
Azad, A. S. M. Sohel
;
Fang, Victor
- In:
Journal of international financial markets, …
31
(
2014
),
pp. 14-29
Persistent link: https://www.econbiz.de/10011299361
Saved in:
40
The impact of highter order moments added to the multiscale Carhart model for different investment periods
Trimech, Anyssa
- In:
International journal of decision sciences, risk and …
5
(
2013/14
)
3
,
pp. 263-276
Persistent link: https://www.econbiz.de/10011347007
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