Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"B/M and momentum effects"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Dynamics of trade-by-trade pri...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
B/M and momentum effects
Forecasting
4,529
forecasting
3,734
Prognoseverfahren
3,158
Forecasting model
3,028
Theorie
1,535
Theory
1,466
decomposition
1,165
Prognose
950
Forecast
914
Zeitreihenanalyse
850
Time series analysis
828
Decomposition
774
Schätzung
745
Estimation
698
Dekompositionsverfahren
589
Decomposition method
551
Volatility
489
Volatilität
464
Wirtschaftsprognose
410
Economic forecast
390
size
356
Size
340
Frühindikator
327
Leading indicator
317
Kapitaleinkommen
315
Capital income
307
Welt
304
Artificial intelligence
302
Künstliche Intelligenz
300
VAR-Modell
295
World
292
VAR model
284
Börsenkurs
282
Share price
267
Schätztheorie
264
Estimation theory
260
Inflation
260
ARCH-Modell
251
FORECASTING
249
Bayesian inference
246
more ...
less ...
Online availability
All
Free
2
Type of publication
All
Book / Working Paper
2
Language
All
Undetermined
2
Author
All
Post, G.T.
1
Post, Post, G.T.
1
Versijp, P.J.P.M.
1
Versijp, Versijp, P.J.P.M.
1
Institution
All
Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
1
Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam
1
Published in...
All
ERIM Report Series Research in Management
1
Research Paper / Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
1
Source
All
RePEc
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A GMM Test for SSD Efficiency
Post, Post, G.T.
;
Versijp, Versijp, P.J.P.M.
-
Erasmus Research Institute of Management (ERIM), …
-
2004
this test, we demonstrate that the anomalous
size
effect can be explained with risk not captured by variance alone. However …
Persistent link: https://www.econbiz.de/10010837491
Saved in:
2
A GMM Test for SSD Efficiency
Post, G.T.
;
Versijp, P.J.P.M.
-
Erasmus Research Institute of Management (ERIM), ERIM …
-
2004
this test, we demonstrate that the anomalous
size
effect can be explained with risk not captured by variance alone. However …
Persistent link: https://www.econbiz.de/10005288832
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
