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  • Search: subject:"Long-run reversal"
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Subject
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Capital income 3 Kapitaleinkommen 3 Long-run reversal 3 Welt 3 World 3 Equity anomalies 2 Estimation 2 Forecasting model 2 Prognoseverfahren 2 Return predictability 2 Schätzung 2 Aktienmarkt 1 Anlageverhalten 1 Asset pricing 1 Behavioral finance 1 Behavioural finance 1 Börsenkurs 1 CAPM 1 Commodity derivative 1 Commodity market 1 Commodity markets 1 Commodity price 1 Country equity indices 1 Country returns 1 Early commodity prices 1 Early security data 1 Economic history 1 Efficient market hypothesis 1 Effizienzmarkthypothese 1 Industry returns 1 International investment 1 Investor learning 1 Long-term historical returns 1 Long-term reversal 1 Low-risk 1 Market efficiency 1 Mean Reversion 1 Mean reversion 1 Momentum 1 Portfolio selection 1
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Article 3
Type of publication (narrower categories)
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Article in journal 3 Aufsatz in Zeitschrift 3
Language
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English 3
Author
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Zaremba, Adam 3 Bianchi, Robert 1 Kizys, Renatas 1 Maydybura, Alina 1 Mikutowski, Mateusz 1 Raza, Muhammad Wajid 1 Umutlu, Mehmet 1
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Journal of banking & finance 2 Journal of empirical finance 1
Source
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ECONIS (ZBW) 3
Showing 1 - 3 of 3
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Long-run reversal in commodity returns : insights from seven centuries of evidence
Zaremba, Adam; Bianchi, Robert; Mikutowski, Mateusz - In: Journal of banking & finance 133 (2021), pp. 1-25
Persistent link: https://www.econbiz.de/10013256444
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Where have the profits gone? : market efficiency and the disappearing equity anomalies in country and industry returns
Zaremba, Adam; Umutlu, Mehmet; Maydybura, Alina - In: Journal of banking & finance 121 (2020), pp. 1-18
Persistent link: https://www.econbiz.de/10012521610
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The long-run reversal in the long run : Insights from two centuries of international equity returns
Zaremba, Adam; Kizys, Renatas; Raza, Muhammad Wajid - In: Journal of empirical finance 55 (2020), pp. 177-199
Persistent link: https://www.econbiz.de/10012175753
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