Pages that link to "Item:Q5455559"
From MaRDI portal
The following pages link to Predicting stock price movements from past returns: the role of consistency and tax-loss selling (Q5455559):
Displaying 7 items.
- Black-Litterman model for continuous distributions (Q1622823) (← links)
- Momentum and the cross-section of stock volatility (Q2102873) (← links)
- Do emerging markets with consistent returns have better future performance? (Q3437398) (← links)
- Time-varying economic dominance in financial markets: A bistable dynamics approach (Q4575499) (← links)
- Time series momentum trading strategy and autocorrelation amplification (Q4683079) (← links)
- Optimal Dynamic Momentum Strategies (Q5106353) (← links)
- A simple mechanism for financial bubbles: time-varying momentum horizon (Q5234324) (← links)