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Improving market timing of time series momentum in the Chinese stock market
Qin, Yafeng; Pan, Guoyao; Bai, Min - In: Applied economics 52 (2020) 43, pp. 4711-4725
Persistent link: https://www.econbiz.de/10012298683
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Are stock returns long term dependent? : Some empirical evidence
Jacobsen, Ben - In: Journal of international financial markets, … 5 (1995) 2/3, pp. 37-52
Persistent link: https://www.econbiz.de/10001507986
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Time series properties of stock returns
Jacobsen, Ben - 1997 - 1. dr
Persistent link: https://www.econbiz.de/10000977416
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Long term dependence in stock returns
Jacobsen, Ben - In: Journal of empirical finance 3 (1996) 4, pp. 393-417
Persistent link: https://www.econbiz.de/10001215361
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Classical and modified rescaled range analysis : some evidence
Jacobsen, Ben - In: Predictability and nonlinear modelling in natural …, (pp. 638-647). 1994
Persistent link: https://www.econbiz.de/10001288237
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Volatility clustering in stock returns at low frequencies
Jacobsen, Ben; Dannenburg, Dennis Ramon - 1995
Persistent link: https://www.econbiz.de/10000918266
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Time series properties of stock returns
Jacobsen, Ben - 1997
Persistent link: https://www.econbiz.de/10000657666
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The Halloween indicator, “Sell in May and Go Away” : everywhere and all the time
Zhang, Cherry Yi; Jacobsen, Ben - In: Journal of international money and finance 110 (2021), pp. 1-49
Persistent link: https://www.econbiz.de/10012794950
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Time-series momentum in individual stocks : is it there and where to look?
Fang, Jiali; Wei, Hao; Wongchoti, Udomsak - In: Applied economics 54 (2022) 18, pp. 2048-2066
Persistent link: https://www.econbiz.de/10012875717