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~subject:"Estimation"
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ECONIS (ZBW)
67
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1
The use of asset growth in empirical asset pricing models
Cooper, Michael J.
;
Gulen, Huseyin
;
Ion, Mihai
- In:
Journal of financial economics
151
(
2024
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014452109
Saved in:
2
Examining the adaptive market hypothesis with calendar effects : international evidence and the impact of COVID-19
Bassiouny, Aliaa
;
Kiryakos, Mariam
;
Tooma, Eskandar A.
- In:
Global finance journal
56
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014478982
Saved in:
3
The adaptive market hypothesis of Decentralized finance (DeFi)
Zhang, Yuanyuan
;
Chan, Stephen
;
Chu, Jeffrey
;
Shih, …
- In:
Applied economics
55
(
2023
)
42
,
pp. 4975-4989
Persistent link: https://www.econbiz.de/10014334903
Saved in:
4
Dynamic analysis of calendar anomalies in cryptocurrency markets : evidences of adaptive market hypothesis
López-Martín, Carmen
- In:
Spanish journal of finance & accounting : the official …
52
(
2023
)
4
,
pp. 559-592
Persistent link: https://www.econbiz.de/10014415952
Saved in:
5
How robust are empirical factor models to the choice of breakpoints?
Hollstein, Fabian
;
Prokopczuk, Marcel
;
Voigts, Victoria
- In:
The Quarterly Journal of Finance : QJF
13
(
2023
)
4
,
pp. 1-68
Persistent link: https://www.econbiz.de/10014490274
Saved in:
6
Estimating and testing investment-based asset pricing models
Belo, Frederico
;
Deng, Yao
;
Salomão, Juliana
-
2023
Persistent link: https://www.econbiz.de/10014286028
Saved in:
7
Persistence of jump-induced tail risk and limits to arbitrage
Chow, K. Victor
;
John, Kose
;
Li, Jingrui
;
Sopranzetti, …
- In:
Quantitative finance
23
(
2023
)
4
,
pp. 705-719
Persistent link: https://www.econbiz.de/10014304321
Saved in:
8
Evidence of the adaptive market hypothesis in shares traded by B3 listed banking companies
Souza, Paulo Vitor Souza de
;
Silva, César Augusto Tibúrcio
- In:
Managerial finance
48
(
2022
)
1
,
pp. 113-125
Persistent link: https://www.econbiz.de/10012798531
Saved in:
9
On exchange rate predictability and adaptive market hypothesis in South Africa
Tweneboah, George
;
Asamoah, Michael Effah
;
Owusu …
- In:
Journal of African business
23
(
2022
)
4
,
pp. 984-1008
Persistent link: https://www.econbiz.de/10013417091
Saved in:
10
Dissecting currency momentum
Zhang, Shaojun
- In:
Journal of financial economics
144
(
2022
)
1
,
pp. 154-173
Persistent link: https://www.econbiz.de/10013407087
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