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Examining the sources of excess return predictability : stochastic volatility or market inefficiency?
Lansing, Kevin J., (2018)
Football sentiment and stock market returns : evidence from a frontier market
Quang-Thai Truong, (2021)
Behavioral finance als Ansatz zur Erklärung von Aktienrenditen : eine empirische Analyse des deutschen Aktienmarktes
Murschall, Oliver, (2007)
Volume shocks and short-horizon stock return autocovariances : evidence from the Warsaw stock exchange
Ge̜bka, Bartosz, (2003)
Structure and sources of autocorrelations in portfolio returns : empirical investigation of the Warsaw Stock Exchange
Ge̜bka, Bartosz, (2002)
The dynamic relation between returns, trading volume, and volatility : lessons from spillovers between Asia and the United States
Ge̜bka, Bartosz, (2012)