Skip to contents

  1. Lansing, Kevin J. [Author]; LeRoy, Stephen F. [Author]; Ma, Jun [Author]

    Examining the sources of excess return predictability : stochastic volatility or market inefficiency?

    Books
    View online
    Schließen
    Close

    Bookmarks

    You can manage bookmarks using lists, please log in to your user account for this.

    [San Francisco, CA]: Federal Reserve Bank of San Francisco, December 3, 2018

    Published in: Federal Reserve Bank of San Francisco: Working papers series ; 20181400

  2. Cheema, Muhammad A. [Author]; Nartea, Gilbert V. [Author]

    Cross-sectional and time-series momentum returns and market dynamics : are Islamic stocks different?

    Books
    View online
    Schließen
    Close

    Bookmarks

    You can manage bookmarks using lists, please log in to your user account for this.

    Christchurch, New Zealand: Department of Economics and Finance, College of Business and Economics, University of Canterbury, 2017

    Published in: University of Canterbury: Working paper ; 201714

  3. Guo, Xiaoshi [Author]; Ryan, Sarah M. [Author]

    Portfolio rebalancing based on time series momentum and downside risk

    Articles
    View online
    Schließen
    Close

    Bookmarks

    You can manage bookmarks using lists, please log in to your user account for this.

    2023

    Published in: Institute of Mathematics and Its Applications: IMA journal of management mathematics ; 34(2023), 2 vom: Apr., Seite 355-381

  11. Goel, Garima [Author]; Dash, Saumya Ranjan [Author]; Mata, Mário Nuno [Author]; Caleiro, António [Author]; Rita, João Xavier [Author]; Filipe, José António [Author]

    Economic policy uncertainty and stock return momentum

    Articles
    View online
    Schließen
    Close

    Bookmarks

    You can manage bookmarks using lists, please log in to your user account for this.

    2021

    Published in: Journal of risk and financial management ; 14(2021), 4 vom: Apr., Artikel-ID 141, Seite 1-17