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Have shifts in investor tastes led the market portfolio to capture ESG preferences?
Rojo-Suárez, Javier; Alonso-Conde, Ana B. - In: International review of financial analysis 91 (2024), pp. 1-13
Persistent link: https://www.econbiz.de/10014446995
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Asymmetry, tail risk and time series momentum
Liu, Zhenya; Lu, Shanglin; Wang, Shixuan - In: International review of financial analysis 78 (2021), pp. 1-15
Persistent link: https://www.econbiz.de/10013255854
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Are carry, momentum and value still there in currencies?
Hutchinson, Mark; Kyziropoulos, Panagiotis E.; O'Brien, John - In: International review of financial analysis 83 (2022), pp. 1-11
Persistent link: https://www.econbiz.de/10013455045
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Nonparametric inference of expectile-based value-at-risk for financial time series with application to risk assessment
Zhang, Feipeng; Xu, Yixiong; Fan, Caiyun - In: International review of financial analysis 90 (2023), pp. 1-8
Persistent link: https://www.econbiz.de/10014469910
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Can salience theory explain investor behaviour? : real-world evidence from the cryptocurrency market
Chen, Rongxin; Lepori, Gabriele M.; Tai, Chung-Ching; … - In: International review of financial analysis 84 (2022), pp. 1-18
Persistent link: https://www.econbiz.de/10013472901
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Investor attention, information acquisition, and value premium : a mispricing perspective
Ahmad, Fawad; Oriani, Raffaele - In: International review of financial analysis 79 (2022), pp. 1-21
Persistent link: https://www.econbiz.de/10013349824
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Up or down? : short-term reversal, momentum, and liquidity effects in cryptocurrency markets
Zaremba, Adam; Bilgin, Mehmet Huseyin; Long, Huaigang; … - In: International review of financial analysis 78 (2021), pp. 1-16
Persistent link: https://www.econbiz.de/10013253483
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The sources of portfolio volatility and mutual fund performance
Vafai, Nima; Rakowski, David - In: International review of financial analysis 91 (2024), pp. 1-17
Persistent link: https://www.econbiz.de/10014446960
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Is there more to asset price linkages in China than meets the eye : cross-asset momentum and the role of hybrid funds
Wang, Xiaowei; Wang, Rui; Yichun, Zhang - In: International review of financial analysis 95 (2024) 1, pp. 1-24
Persistent link: https://www.econbiz.de/10015145263
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Attention is all you need : an interpretable transformer-based asset allocation approach
Ma, Tian; Wang, Wanwan; Chen, Yu - In: International review of financial analysis 90 (2023), pp. 1-12
Persistent link: https://www.econbiz.de/10014469138