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A model-free identification of relative risk
Kuzmina, Olga - In: Economics letters 190 (2020), pp. 1-3
Persistent link: https://www.econbiz.de/10012228132
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Crises and hedge fund risk
Billio, Monica; Getmansky, Mila; Pelizzon, Loriana - 2008
Persistent link: https://www.econbiz.de/10003912698
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Phase-locking and switching volatility in hedge funds
Billio, Monica (contributor); Getmansky, Mila (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003397556
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Hedge fund tail risk : an investigation in stressed markets, extended version with appendix
Billio, Monica; Frattarolo, Lorenzo; Pelizzon, Loriana - 2016
Persistent link: https://www.econbiz.de/10011629465
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The mean-variance relation and the role of institutional investor sentiment
Wang, Wenzhao - In: Economics letters 168 (2018), pp. 61-64
Persistent link: https://www.econbiz.de/10012016716
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Cryptocurrencies and momentum
Grobys, Klaus; Sapkota, Niranjan - In: Economics letters 180 (2019), pp. 6-10
Persistent link: https://www.econbiz.de/10012121731
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Day-of-the-week effect in anomaly returns : international evidence
Chiah, Mardy; Zhong, Angel - In: Economics letters 182 (2019), pp. 90-92
Persistent link: https://www.econbiz.de/10012122438
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Sovereign credit ratings, market volatility, and financial gains
Afonso, António; Gomes, Pedro; Taamouti, Abderrahim - 2014
Persistent link: https://www.econbiz.de/10011554962
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Why don't you trade only four days a year? : an empirical study into the abnormal returns of quarters first trading day
Cohen, Gil - In: Economics letters 124 (2014) 3, pp. 335-337
Persistent link: https://www.econbiz.de/10010493976
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Do individual investors trade differently in different markets?
Abreu, Margarida; Mendes, Victor - 2018 - This version: 21 January 2018
Persistent link: https://www.econbiz.de/10011794656