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Brooks, Chris
53
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10
Li, Xiafei
7
Persand, Gita
7
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5
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4
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4
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BAILEY, MARK
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Journal of banking & finance
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5
Economic modelling
4
Computational economics
3
International journal of forecasting
3
Journal of business finance & accounting : JBFA
3
The journal of futures markets
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Bulletin of economic research
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International review of financial analysis
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Journal / The Capco Institute : journal of financial transformation
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Journal of applied econometrics
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Journal of economics and business
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Journal of multinational financial management
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Macroeconomic dynamics
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Research in international business and finance
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Risk : managing risk in the world's financial markets
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Momentum profits and time-varying unsystematic risk
Li, Xiafei
;
Miffre, Joëlle
;
Brooks, Chris
; …
- In:
Journal of banking & finance
32
(
2008
)
4
,
pp. 541-558
Persistent link: https://www.econbiz.de/10007988549
Saved in:
2
Momentum profits and time-varying unsystematic risk
Li, Xiafei
;
Miffre, Joëlle
;
Brooks, Chris
; …
- In:
Journal of banking & finance
32
(
2008
)
4
,
pp. 541-558
Persistent link: https://www.econbiz.de/10007990740
Saved in:
3
The Value Premium and Time-Varying Volatility
Li, Xiafei
;
Brooks, Chris
;
Miffre, Joëlle
- In:
Journal of business finance & accounting : JBFA
36
(
2009
)
9
,
pp. 1252-1272
Persistent link: https://www.econbiz.de/10008330130
Saved in:
4
Low-cost momentum strategies
Li, Xiafei
;
Brooks, Chris
;
Miffre, Joe͏̈lle
- In:
The journal of asset management
9
(
2008/09
)
6
,
pp. 366-379
Persistent link: https://www.econbiz.de/10009871033
Saved in:
5
Transaction costs, trading volume and momentum strategies
Li, Xiafei
;
Brooks, Chris
;
Miffre, Joe͏̈lle
- In:
The journal of trading
5
(
2010
)
1
,
pp. 66-81
Persistent link: https://www.econbiz.de/10009881805
Saved in:
6
Optimal hedging with higher moments
Brooks, Chris
;
Černý, Alešs
;
Miffre, Joëlle
- In:
The journal of futures markets
32
(
2012
)
10
,
pp. 909-945
Persistent link: https://www.econbiz.de/10009999413
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7
High-frequency equity pairs trading : transaction costs, speed of execution, and patterns in returns
Bowen, David
;
Hutchinson, Mark C.
;
O’Sullivan, Niall
- In:
The journal of trading
5
(
2010
)
3
,
pp. 31-38
Persistent link: https://www.econbiz.de/10009881827
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8
The overreaction hypothesis in the UK market: empirical analysis
Mazouz, Khelifa
;
Li, Xiafei
- In:
Applied financial economics
17
(
2007
)
13-15
,
pp. 1101-1200
Persistent link: https://www.econbiz.de/10007877621
Saved in:
9
The overreaction hypothesis in the UK market: empirical analysis
Mazouz, Khelifa
;
Li, Xiafei
- In:
Applied financial economics
17
(
2007
)
13
,
pp. 1101
Persistent link: https://www.econbiz.de/10007793413
Saved in:
10
Strategic and Tactical Roles of Enhanced Commodity Indices
Rallis, Georgios
;
Miffre, Joëlle
;
Fuertes, Ana‐Maria
- In:
The journal of futures markets
33
(
2013
)
10
,
pp. 965-992
Persistent link: https://www.econbiz.de/10010153642
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