Rotterdam
Netherlands
Robeco Quantitative Investments
SSRN RANKINGS
in Total Papers Downloads
short-term signals, market frictions, portfolio construction, transaction costs, investments, market efficiency
Asset pricing, short-term reversal, momentum, factor investing, market efficiency, liquidity
Short-term Reversal, VIX, Liquidity Spillover, Market Maker
Time-varying Risk-aversion, Market Moments’ Risk Premia, Investor Sentiment Index, Intertemporal Capital Asset Pricing Model, Volatility Risk, Skewness Risk, Kurtosis Risk, Cross-Section of Expected Returns
Uncertainty, Volatility Risk Premium, Stock Market, Oil, Gold, Oil-relevant Industry, Market Segmentation