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ECONIS (ZBW)
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Value and Momentum Everywhere
ASNESS, CLIFFORD S.
;
MOSKOWITZ, TOBIAS J.
;
PEDERSEN, …
- In:
The journal of finance : the journal of the American …
68
(
2013
)
3
,
pp. 929-985
Persistent link: https://www.econbiz.de/10010120277
Saved in:
2
Time series momentum
Moskowitz, Tobias J.
;
Ooi, Yao Hua
;
Pedersen, Lasse Heje
- In:
Journal of financial economics
104
(
2012
)
2
,
pp. 228-251
Persistent link: https://www.econbiz.de/10009840780
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3
U.S. and Japanese macroeconomic news and stock market volatility in Asia-Pacific
Vrugt, Evert B.
- In:
Pacific-Basin finance journal
17
(
2009
)
5
,
pp. 611-627
Persistent link: https://www.econbiz.de/10008311741
Saved in:
4
U.S. and Japanese macroeconomic news and stock market volatility in Asia-Pacific
Vrugt, Evert B.
- In:
Pacific-Basin finance journal
17
(
2009
)
5
,
pp. 611-628
Persistent link: https://www.econbiz.de/10008882592
Saved in:
5
MORTGAGE TIMING
Koijen, Ralph S.J.
;
Hemert, Otto Van
;
Nieuwerburgh, …
-
2007
Persistent link: https://www.econbiz.de/10007799345
Saved in:
6
Momentum and Mean Reversion in Strategic Asset Allocation
Koijen, Ralph S.J.
;
Rodríguez, Juan Carlos
;
Sbuelz, …
- In:
Management science : journal of the Institute for …
55
(
2009
)
7
,
pp. 1199-1213
Persistent link: https://www.econbiz.de/10008274854
Saved in:
7
OPTIMAL DECENTRALIZED INVESTMENT MANAGEMENT
Binsbergen, Jules H.van
;
Brandt, Michael W.
;
Koijen, …
-
2006
Persistent link: https://www.econbiz.de/10007256435
Saved in:
8
The term structure of interest rates in a DSGE model with recursive preferences
van Binsbergen, Jules H.
;
Fernández-Villaverde, Jesús
; …
- In:
Journal of monetary economics
59
(
2012
)
7
,
pp. 634-648
Persistent link: https://www.econbiz.de/10010046283
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9
When everyone runs for the exit
Pedersen, Lasse Heje
- In:
International journal of central banking : IJCB
5
(
2009
)
4
,
pp. 177-199
Persistent link: https://www.econbiz.de/10010006867
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10
Predicting stock price movements from past returns: the role of consistency and tax-loss selling
Grinblatt, Mark
;
Moskowitz, Tobias J.
- In:
Journal of financial economics
71
(
2004
)
3
,
pp. 541-580
Persistent link: https://www.econbiz.de/10006504788
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