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Cryptocurrency return reversals

Kozlowski, Steven E.; Puleo, Michael R.; Zhou, Jizhou - In: Applied economics letters 28 (2021) 11, pp. 887-893

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Arbitrage risk and the cross-section of stock returns : evidence from China

Lin, Yu En; Chu, Chien Chi; Omura, Akihiro; Li, Bin; … - In: Emerging markets review 43 (2020), pp. 1-14

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Understanding alpha decay

Pénasse, Julien - In: Management science : journal of the Institute for … 68 (2022) 5, pp. 3966-3973

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Financial Markets Efficiency and Economic Behaviour : Evaluating Euro Area Economies

Tomat, Gian Maria - 2023

Chapter 1 Introduction -- Chapter 2 Efficient markets -- Chapter 3 Equity premium -- Chapter 4 The dividend ratio model -- Chapter 5 Bond valuation -- Chapter 6 Yield curves -- Chapter 7 Term structure models -- Chapter 8 Real estate market -- Chapter 9 Derivative securities -- Chapter 10...

Persistent link: https://www.econbiz.de/10014337024

Trade momentum

Rizova, Savina - In: Journal of international financial markets, … 24 (2013), pp. 247-257

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Predictability of the simple technical trading rules : an out-of-sample test

Fang, Jiali; Jacobsen, Ben; Qin, Yafeng - In: Review of financial economics : RFE 23 (2014) 1, pp. 30-45

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Trade momentum for alpha

Hong, Weiting - In: Finance research letters 50 (2022), pp. 1-8

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Stock return predictability of residual-income-based valuation : risk or mispricing?

Hwang, Lee Seok; Lee, Woo-jong - In: Abacus : a journal of accounting, finance and business … 49 (2013) 2, pp. 219-241

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Understanding the determinants of analyst target price implied returns

Dechow, Patricia M.; You, Haifeng - In: The accounting review : a publication of the American … 95 (2020) 6, pp. 125-149

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Liquidity and short-run predictability : evidence from international stock markets

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