9201 University City Boulevard
Charlotte, NC 28223
in Total Papers Downloads
in Total Papers Citations
Technical Analysis, Moving Average, Anomaly, Market Timing
Trends, Moving Averages, Asymmetric Information, Predictability, Momentum, Factor Models
Predictability, Intraday, Momentum, Economic Value
Momentum, crashes, downside risk, stop-loss orders
Market Risk Premium, Market Risk-Return Relation, Volatility Risk Premium, Stochastic Volatility, EMM
Anomaly, low frequency information, technical analysis
Team Management, Fund Performance, Self Selection
Team Management, Fund Performance, Fund Holdings, Self Selection
fetus, heart rate, prenatal environment, prenatal drug exposure, cigarette smoking
Cross-Sectional Return, International Markets, Idiosyncratic Volatility, Bid-Ask Spread
Cross-Sectional Return, Idiosyncratic Volatility, Asset Pricing Model, Zero Returns, Bid-Ask Spread, Liquidity Costs
return predictability, economic value, model mis-specification, VAR, GARCH, seminonparametric model, model selection criteria
Return predictability, Economic value, Portfolio performance, nonlinearity
Cross-Sectional Return, Idiosyncratic Volatility, Zero Returns, Bid-Ask Spread
Commodity Futures, Moving Average, Timing, Predictability
monetary policy, FOMC statements, asymmetry, mortgage rates, two-factor empirical specification
This is a Wiley-Blackwell Publishing paper. Wiley-Blackwell Publishing charges $38.00 .
File name: j-6229.
If you wish to purchase the right to make copies of this paper for distribution to others, please select the quantity.
Cookies are used by this site. To decline or learn more, visit our Cookies page.
This page was processed by apollobot1 in 0.766 seconds