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Journal of empirical finance
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Volatility clustering and the bid-ask spread : exchange rate behavior in early Renaissance Florence
Booth, G. Geoffrey
;
Gurun, Umit G.
- In:
Journal of empirical finance
15
(
2008
)
1
,
pp. 131-144
Persistent link: https://www.econbiz.de/10003693033
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A risk-return explanation of the momentum-reversal "anomaly"
Booth, G. Geoffrey
;
Fung, Hung-gay
;
Leung, Wai K.
- In:
Journal of empirical finance
35
(
2016
),
pp. 68-77
Persistent link: https://www.econbiz.de/10011662718
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