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Maxing out short-term reversals in weekly stock returns
Chen, Chen; Cohen, Andrew; Liang, Qiqi; Sun, Licheng - In: Journal of empirical finance 82 (2025), pp. 1-21
Persistent link: https://www.econbiz.de/10015432823
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Technology prospects and the cross-section of stock returns
Thomakos, Dimitrios D.; Wang, Tao - In: Journal of empirical finance 17 (2010) 1, pp. 39-54
Persistent link: https://www.econbiz.de/10008349679
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Realized volatility in the futures markets
Thomakos, Dimitrios D.; Wang, Tao - In: Journal of empirical finance 10 (2003) 3, pp. 321-354
Persistent link: https://www.econbiz.de/10007233231
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Realized volatility in the futures markets
Thomakos, Dimitrios D.; Wang, Tao - In: Journal of empirical finance 10 (2003) 3, pp. 321-353
Persistent link: https://www.econbiz.de/10001752107
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"Optimal" probabilistic and directional predictions of financial returns
Thomakos, Dimitrios D.; Wang, Tao - In: Journal of empirical finance 17 (2010) 1, pp. 102-119
Persistent link: https://www.econbiz.de/10003943949