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International price and earnings momentum
Leippold, Markus; Lohre, Harald - In: The European journal of finance 18 (2012) 6, pp. 535-574
Persistent link: https://www.econbiz.de/10009980919
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Data snooping and the global accrual anomaly
Leippold, Markus; Lohre, Harald - In: Applied financial economics 22 (2012) 7, pp. 509-536
Persistent link: https://www.econbiz.de/10009818920
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Short-term residual reversal
Blitz, David; Huij, Joop; Lansdorp, Simon; Verbeek, Marno - In: Journal of financial markets 16 (2013) 3, pp. 477-504
Persistent link: https://www.econbiz.de/10010156393
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An unbiased variance estimator for overlapping returns
Bod, Pauline; Blitz, David; Franses, Philip Hans; … - In: Applied financial economics 12 (2002) 3, pp. 155-158
Persistent link: https://www.econbiz.de/10007665346
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Residual momentum
Blitz, David; Huij, Joop; Martens, Martin - In: Journal of empirical finance 18 (2011) 3, pp. 506-522
Persistent link: https://www.econbiz.de/10009030614
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Evaluating the performance of global emerging markets equity exchange-traded funds
Blitz, David; Huij, Joop - In: Emerging markets review 13 (2012) 2, pp. 149-158
Persistent link: https://www.econbiz.de/10010003806
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The Performance of European Index Funds and Exchange‐Traded Funds
Blitz, David; Huij, Joop; Swinkels, Laurens - In: European financial management : the journal of the … 18 (2012) 4, pp. 649-663
Persistent link: https://www.econbiz.de/10010012896
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Fundamental indexation : an active value strategy in disguise
Blitz, David; Swinkels, Laurens - In: The journal of asset management 9 (2008/09) 4, pp. 264-269
Persistent link: https://www.econbiz.de/10009871026
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Dynamic strategic asset allocation : risk and return across the business cycle
Vliet, Pim van; Blitz, David - In: The journal of asset management 12 (2011) 5, pp. 360-375
Persistent link: https://www.econbiz.de/10009871114