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Economic activity and time variation in expected futures returns
Miffre, Joëlle - In: Economics letters 73 (2001) 1, pp. 73-79
Persistent link: https://www.econbiz.de/10001613334
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The cross section of expected futures returns and the Keynesian hypothesis
Miffre, Joëlle - In: Applied financial economics 13 (2003) 10, pp. 731-739
Persistent link: https://www.econbiz.de/10001777214
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Conditional OLS minimum variance hedge ratios
Miffre, Joëlle - In: The journal of futures markets 24 (2004) 10, pp. 945-964
Persistent link: https://www.econbiz.de/10002190261
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Normal backwardation is normal
Miffre, Joëlle - In: The journal of futures markets 20 (2000) 9, pp. 803-821
Persistent link: https://www.econbiz.de/10001525965
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Transaction costs, trading volume and momentum strategies
Li, Xiafei; Brooks, Chris; Miffre, Joëlle - In: The journal of trading 5 (2010) 1, pp. 66-81
Persistent link: https://www.econbiz.de/10003931735
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The value premium and time-varying volatility
Li, Xiafei; Brooks, Chris; Miffre, Joëlle - In: Journal of business finance & accounting : JBFA 36 (2009) 9/10, pp. 1252-1272
Persistent link: https://www.econbiz.de/10003909854
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Low-cost momentum strategies
Li, Xiafei; Brooks, Chris; Miffre, Joëlle - In: The journal of asset management 9 (2008/09) 6, pp. 366-379
Persistent link: https://www.econbiz.de/10003812497
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Commodity risk factors and the cross-section of equity returns
Brooks, Chris; Fernandez-Perez, Adrian; Miffre, Joëlle; … - 2014
Persistent link: https://www.econbiz.de/10010440251
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Idiosyncratic volatility and the pricing of poorly-diversified portfolios
Miffre, Joëlle; Brooks, Chris; Li, Xiafei - In: International review of financial analysis 30 (2013), pp. 78-85
Persistent link: https://www.econbiz.de/10010459997
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Momentum profits, nonnormality risks and the business cycle
Fuertes, Ana María; Miffre, Joëlle; Tan, Wooi-hou - In: Applied financial economics 19 (2009) 10/12, pp. 935-953
Persistent link: https://www.econbiz.de/10003856859