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A prospect-theoretical interpretation of momentum returns
Menkhoff, Lukas; Schmeling, Maik - In: Economics letters 93 (2006) 3, pp. 360-366
Persistent link: https://www.econbiz.de/10007383370
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A prospect-theoretical interpretation of momentum returns
Menkhoff, Lukas; Schmeling, Maik - In: Economics letters 93 (2006) 3, pp. 360-366
Persistent link: https://www.econbiz.de/10003398832
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Impulse response functions for periodic integration
Breitung, Jörg - In: Economics letters 55 (1997) 1, pp. 35-40
Persistent link: https://www.econbiz.de/10001225289
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Analyzing business cycle asymmetries in a multi-level factor model
Breitung, Jörg; Eickmeier, Sandra - In: Economics letters 127 (2015), pp. 31-34
Persistent link: https://www.econbiz.de/10011382826