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Science or scientism? : on the momentum illusion
Grobys, Klaus - In: Annals of finance 20 (2024) 4, pp. 479-519
Persistent link: https://www.econbiz.de/10015188762
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A common component of Fama and French factor variances
Fathi, Masoumeh; Grobys, Klaus; Äijö, Janne - 2025
Persistent link: https://www.econbiz.de/10015359779
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Correlation versus co-fractality : evidence from foreign-exchange-rate variances
Grobys, Klaus - In: International review of financial analysis 86 (2023), pp. 1-22
Persistent link: https://www.econbiz.de/10014248594
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What do we know about the second moment of financial markets?
Grobys, Klaus - In: International review of financial analysis 78 (2021), pp. 1-12
Persistent link: https://www.econbiz.de/10013252740