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Residual momentum
Blitz, David; Huij, Joop; Martens, Martin - In: Journal of empirical finance 18 (2011) 3, pp. 506-521
Persistent link: https://www.econbiz.de/10009302077
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Hedging the time-varying risk exposures of momentum returns
Martens, Martin; Oord, Arco van - In: Journal of empirical finance 28 (2014), pp. 78-89
Persistent link: https://www.econbiz.de/10011284506
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Index futures arbitrage before and after the introduction of sixteenths on the NYSE
Henker, Thomas; Martens, Martin - In: Journal of empirical finance 12 (2005) 3, pp. 353-373
Persistent link: https://www.econbiz.de/10002900505
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Political risk and expected government bond returns
Duyvesteyn, Johan; Martens, Martin; Verwijmeren, Patrick - In: Journal of empirical finance 38 (2016), pp. 498-512
Persistent link: https://www.econbiz.de/10011664803
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Price convergence between credit default swap and put option : new evidence
Chan, Ka Kei; Kolokolova, Olga; Lin, Ming-Tsung; Poon, … - In: Journal of empirical finance 72 (2023), pp. 188-213
Persistent link: https://www.econbiz.de/10014476820
Cover Image
Index futures arbitrage before and after the introduction of sixteenths on the NYSE
Henker, Thomas; Martens, Martin - In: Journal of empirical finance 12 (2005) 3, pp. 353-373
Persistent link: https://www.econbiz.de/10007227715
Cover Image
Residual momentum
Blitz, David; Huij, Joop; Martens, Martin - In: Journal of empirical finance 18 (2011) 3, pp. 506-522
Persistent link: https://www.econbiz.de/10009030614