Narrow search
Showing 1 - 10 of 75
Cover Image
Strategy diversification : combining momentum and carry strategies within a foreign exchange portfolio
Olszweski, Francis; Zhou, Guofu - In: Journal of derivatives & hedge funds 19 (2013) 4, pp. 311-320
Persistent link: https://www.econbiz.de/10010259395
Cover Image
An Information Factor : What Are Skilled Investors Buying and Selling?
Ma, Matthew - 2019
We construct an information factor (INFO) using the informed stock buying of corporate insiders and the informed selling of short sellers and option traders. INFO strongly predicts future stock returns -- a long-short portfolio formed on INFO earns monthly alphas of 1.24%, substantially...
Persistent link: https://www.econbiz.de/10012898919
Cover Image
A cross-sectional test of a production-based asset pricing model
Cochrane, John H. - 1992
Persistent link: https://www.econbiz.de/10000136635
Cover Image
What determines expected international asset retuns [returns]?
Solnik, Bruno; Harvey, Campbell R.; Zhou, Guofu - 1994
Persistent link: https://www.econbiz.de/10000897108
Cover Image
What determines expected international asset returns?
Harvey, Campbell R. - 1994
Persistent link: https://www.econbiz.de/10000883653
Cover Image
Momentum strategies
Chan, Louis K. C. - 1995
Persistent link: https://www.econbiz.de/10000935825
Cover Image
Explaining the variance of price dividend ratios
Cochrane, John H. - 1989
Persistent link: https://www.econbiz.de/10000778779
Cover Image
The risk and return from factors
Chan, Louis K. C.; Karceski, Jason; Lakonishok, Josef - 1997
Persistent link: https://www.econbiz.de/10000634580
Cover Image
Where is the market going? : Uncertain facts and novel theories
Cochrane, John H. - 1997
Persistent link: https://www.econbiz.de/10000641496
Cover Image
The stock market valuation of research and development expenditures
Chan, Louis K. C.; Lakonishok, Josef; Sougiannis, Theodore - 1999
Persistent link: https://www.econbiz.de/10001399757