//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Schmeling, Maik"
~isPartOf:"Journal of Financial Economics"
~source:"repec"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
The fundamental theorem of ass...
Similar by subject
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Carry trades
1
Idiosyncratic volatility
1
Limits to arbitrage
1
Momentum returns
1
Online availability
All
Undetermined
1
Type of publication
All
Article
1
Language
All
Undetermined
1
Author
All
Schmeling, Maik
Hong, Harrison
3
Kumar, Alok
3
Longstaff, Francis A.
3
Ramadorai, Tarun
3
So, Eric C.
3
Yu, Jianfeng
3
Yuan, Yu
3
Acharya, Viral V.
2
Bakshi, Gurdip
2
Bali, Turan G.
2
Barberis, Nicholas
2
Bonaparte, Yosef
2
Brown, Stephen J.
2
Chordia, Tarun
2
Christoffersen, Peter
2
Cohen, Lauren
2
Fama, Eugene F.
2
French, Kenneth R.
2
Greenwood, Robin
2
Hanson, Samuel G.
2
Jacobs, Kris
2
Jankowitsch, Rainer
2
Kristensen, Dennis
2
Le, Anh
2
Li, Jun
2
Li, Yan
2
Lo, Andrew W.
2
Moskowitz, Tobias J.
2
Novy-Marx, Robert
2
Nyborg, Kjell G.
2
Ornthanalai, Chayawat
2
Pedersen, Lasse Heje
2
Reed, Adam V.
2
Roussanov, Nikolai
2
Santa-Clara, Pedro
2
Sarno, Lucio
2
Shleifer, Andrei
2
Stambaugh, Robert F.
2
Subrahmanyam, Marti G.
2
Thesmar, David
2
more ...
less ...
Published in...
All
Journal of Financial Economics
Hannover Economic Papers (HEP)
5
CREATES Research Papers
4
CEPR Discussion Papers
3
ZEW Discussion Papers
2
European Economic Review
1
Journal of Empirical Finance
1
MPRA Paper
1
SFB 649 Discussion Papers
1
Working Paper Series / Rimini Centre for Economic Analysis (RCEA)
1
more ...
less ...
Source
All
RePEc
Showing
1
-
1
of
1
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Currency momentum strategies
Menkhoff, Lukas
;
Sarno, Lucio
;
Schmeling, Maik
; …
- In:
Journal of Financial Economics
106
(
2012
)
3
,
pp. 660-684
. However, there seem to be very effective limits to
arbitrage
that prevent momentum returns from being easily exploitable in …
Persistent link: https://www.econbiz.de/10010587981
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->