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The Great Divorce Between Investment and Profitability : A Duration-Based Explanation

Kilic, Mete - 2020

We document novel facts about the U.S. stock market during the past forty years which show opposing characteristics to the prior decades: A negative cross-sectional correlation between firms' investment and profitability, and strong premia of investment and profitability factors which are...

Persistent link: https://www.econbiz.de/10012847900

The cross-section of investment and profitability : implications for asset pricing

Kilic, Mete; Yang, Louis; Zhang, Miao Ben - In: Journal of financial economics 145 (2022) 3, pp. 706-724

Persistent link: https://www.econbiz.de/10013475434

Risks and rewards

James, Jessica - In: Currency management : overlay and alpha trading, (pp. 65-88). 2004

Persistent link: https://www.econbiz.de/10002177957

FX risk

James, Jessica - In: Currency management : overlay and alpha trading, (pp. 123-151). 2004

Persistent link: https://www.econbiz.de/10002177991

Trading for profit

James, Jessica - In: Currency management : overlay and alpha trading, (pp. 229-276). 2004

Persistent link: https://www.econbiz.de/10002178049

Currency management : overlay and alpha trading

James, Jessica (contributor) - 2004

Persistent link: https://www.econbiz.de/10004855876

Impact of economic data surprises on exchange rates in the inter-dealer market

James, Jessica; Kasikov, Kristjan - In: Quantitative Finance 8 (2008) 1, pp. 5-15

Persistent link: https://www.econbiz.de/10005462697

The fair value of FX options. Do you get what you pay for?

Charvin, Vincent; Fullwood, Jonathan; James, Jessica - In: Quantitative Finance 14 (2014) 1, pp. 15-23

Persistent link: https://www.econbiz.de/10010751541

[image omitted] Uncovered interest parity and the FX carry trade

James, Jessica; Kasikov, Kristjan; Secmen, Aysu - In: Quantitative Finance 9 (2009) 2, pp. 123-127

Persistent link: https://www.econbiz.de/10005639928

FX trading models - how are they doing?

James, Jessica - In: Quantitative Finance 5 (2005) 5, pp. 425-431

Persistent link: https://www.econbiz.de/10005639934