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The real-life performance of market timing with moving average and time-series momentum rules
Zakamulin, Valeriy - In: The journal of asset management 15 (2014) 4, pp. 261-278
Persistent link: https://www.econbiz.de/10010476240
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Information content of right option tails : evidence from S&P 500 index options
Orosi, Greg - In: The journal of asset management 18 (2017) 7, pp. 516-526
Persistent link: https://www.econbiz.de/10011855205
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Which trades move stock prices on Euronext Paris?
Louhichi, Wae͏̈l - In: The journal of asset management 10 (2009/10) 6, pp. 382-391
Persistent link: https://www.econbiz.de/10003924924
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Short-selling ban and cross-sectoral contagion : evidence from the UK
Mohamad, Azhar; Jaafar, Aziz; Goddard, John - In: The journal of asset management 16 (2015) 7, pp. 484-501
Persistent link: https://www.econbiz.de/10011455743
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A simple scheme for allocating capital in a foreign exchange proprietary trading firm
Jackson, Antony - In: The journal of asset management 16 (2015) 1, pp. 2-13
Persistent link: https://www.econbiz.de/10010528224
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Pure return persistence, Hurst exponents and hedge fund selection : a practical note
Auer, Benjamin R. - In: The journal of asset management 17 (2016) 5, pp. 319-330
Persistent link: https://www.econbiz.de/10011634661
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Constructing 130/30-portfolios with the Omega ratio
Gilli, Manfred; Schumann, Enrico; Di Tollo, Giacomo; … - In: The journal of asset management 12 (2011) 2, pp. 94-108
Persistent link: https://www.econbiz.de/10009232559
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Complementary or contradictory? : combining returns-based and characteristics-based investment style analysis
Mason, Andrew; McGroarty, Frank; Thomas, Stephen - In: The journal of asset management 14 (2013) 6, pp. 423-438
Persistent link: https://www.econbiz.de/10010258473
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Mutual fund performance and management location
Clare, Andrew D.; Nitzsche, Dirk; Sherman, Meadhbh - In: The journal of asset management 14 (2013) 6, pp. 336-353
Persistent link: https://www.econbiz.de/10010258483
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Attempt to resolve the momentum effect enigma : proposition of investors' progressive rationality
Zoghlami, Faten - In: The journal of asset management 14 (2013) 4, pp. 255-266
Persistent link: https://www.econbiz.de/10010237896