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Asset growth, profitability, and investment opportunities

Cooper, Ilan; Maio, Paulo - In: Management science : journal of the Institute for … 65 (2019) 9, pp. 3988-4010

Persistent link: https://www.econbiz.de/10012118532

The 52-week high and momentum investing : implications for asset pricing models

Lobão, Júlio; Fernandes, João Meira - In: Annals of economics and finance 18 (2017) 2, pp. 349-376

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Aggregate expected investment growth and stock market returns

Li, Jun; Wang, Huijun; Yu, Jianfeng - In: Journal of monetary economics 117 (2021), pp. 618-638

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Bad news bears : effects of expected market volatility on daily tracking error of leveraged bull and bear ETFs

Holzhauer, Hunter Matthew; Lu, Xing; MacLeod, Robert W.; … - In: Managerial finance 39 (2013) 12, pp. 1169-1187

Persistent link: https://www.econbiz.de/10010197618

Essays on asset pricing and portfolio optimization

Koeppel, Christian - 2021

optimization under parameter uncertainty. The ﬁrst essay "Sentiment risk premia in the cross-section of global equity" applies a … investment. Applying a robust GMM estimator, the sentiment risk premium provides the missing component in the behavioral asset … extreme investment stocks and small stocks that invest heavily despite low proﬁtability. The third essay "Diversifying …

Persistent link: https://www.econbiz.de/10012651028

Can Warren Buffett forecast equity market corrections?

Lleo, Sébastien; Ziemba, William T. - In: The European journal of finance 25 (2019) 4, pp. 369-393

Persistent link: https://www.econbiz.de/10012206981

On the determinants of pairs trading profitability

Jacobs, Heiko; Weber, Martin - In: Journal of financial markets 23 (2015), pp. 75-97

Persistent link: https://www.econbiz.de/10011377498

A new strategy for short-term stock investment using Bayesian approach

Tai Vo-Van; Ha Che-Ngoc; Nghiep Le-Dai; Thao Nguyen-Trang - In: Computational economics 59 (2022) 2, pp. 887-911

Persistent link: https://www.econbiz.de/10013169109

Machine learning predictions of international stock returns

Tobek, Ondrej - 2019

Persistent link: https://www.econbiz.de/10012387039

Prediction of investor-specific trading trends in south korean stock markets using a bilstm prediction model based on sentiment analysis of financial news articles

Han, Jae Jung; Kim, Hyun-jung - In: The journal of behavioral finance : a publication of … 24 (2023) 4, pp. 398-410

Persistent link: https://www.econbiz.de/10014422264