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Short-term residual reversal
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1
Fast and slow arbitrage : fund flows and mispricing in the frequency domain
Peress, Joël
;
Xi, Dong
;
Kang, Namho
-
2020
Persistent link: https://www.econbiz.de/10012300568
Saved in:
2
Investment strategy in Brazil's financial market : wide possibilities of choice between
risk
and return
Feijó, Ricardo
- In:
International journal of economics and finance
12
(
2020
)
8
,
pp. 40-51
Persistent link: https://www.econbiz.de/10012425900
Saved in:
3
Cryptocurrency return reversals
Kozlowski, Steven E.
;
Puleo, Michael R.
;
Zhou, Jizhou
- In:
Applied economics letters
28
(
2021
)
11
,
pp. 887-893
Persistent link: https://www.econbiz.de/10012589685
Saved in:
4
Short-term residual reversal
Blitz, David
;
Huij, Joop
;
Lansdorp, Simon
;
Verbeek, Marno
- In:
Journal of Financial Markets
16
(
2013
)
3
,
pp. 477-504
risk
-adjusted returns that are twice as large as those of a conventional reversal strategy. Residual reversal strategies …
Persistent link: https://www.econbiz.de/10010869376
Saved in:
5
What you see is not what you get : the costs of trading market anomalies
Patton, Andrew J.
;
Weller, Brian M.
- In:
Journal of financial economics
137
(
2020
)
2
,
pp. 515-549
Persistent link: https://www.econbiz.de/10012652828
Saved in:
6
Book-to-market, mispricing, and the cross-section of corporate bond returns
Bartram, Söhnke M.
;
Grinblatt, Mark
;
Nozawa, Yoshio
-
2022
Persistent link: https://www.econbiz.de/10013412816
Saved in:
7
Do arbitragers exploit the January effect?
Lasser, Dennis J.
;
Wang, Xue
- In:
Frontiers of business research in China : selected …
9
(
2015
)
4
,
pp. 481-515
Persistent link: https://www.econbiz.de/10011490583
Saved in:
8
Past returns and the perceived Sharpe ratio
Kaplanski, Guy
;
Levy, Haim
;
Veld, Chris H.
;
Veld- …
- In:
Journal of economic behavior & organization : JEBO
123
(
2016
),
pp. 149-167
Persistent link: https://www.econbiz.de/10011584254
Saved in:
9
Risk
and return in international corporate bond markets
Bekaert, Geert
;
De Santis, Roberto A.
- In:
Journal of international financial markets, …
72
(
2021
),
pp. 1-32
Persistent link: https://www.econbiz.de/10012801548
Saved in:
10
Large-scale portfolio allocation under transaction costs and model uncertainty
Hautsch, Nikolaus
;
Voigt, Stefan
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 221-240
Persistent link: https://www.econbiz.de/10012303923
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