Works matching DE "SECURITIES -- Rate of return"
Results: 25
TSFDC: A trading strategy based on forecasting directional change.
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- Intelligent Systems in Accounting, Finance & Management, 2018, v. 25, n. 3, p. 105, doi. 10.1002/isaf.1425
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Investor Attention, Institutional Ownership, and Stock Return: Empirical Evidence from China.
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- Emerging Markets Finance & Trade, 2015, v. 51, n. 3, p. 672, doi. 10.1080/1540496X.2015.1046339
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Inflation, Hyperinflation, Adjustment Lags: Why TIPS Don't Guarantee Real Rates of Return.
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- Journal of Financial Planning, 2013, v. 26, n. 5, p. 54
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Matching with Phantoms.
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- Review of Economic Studies, 2017, v. 84, n. 3, p. 1041, doi. 10.1093/restud/rdw032
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PRICE STABILIZATION AND IPO UNDERPRICING: AN EMPIRICAL STUDY IN THE INDONESIAN STOCK EXCHANGE.
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- Journal of Indonesian Economy & Business, 2014, v. 29, n. 3, p. 292
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PRICE STABILIZATION AND IPO UNDERPRICING: AN EMPIRICAL STUDY IN THE INDONESIAN STOCK EXCHANGE.
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- Journal of Indonesian Economy & Business, 2014, v. 29, n. 2, p. 129
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Conditional Indexation Bias in Yields Reported on Inflation-Indexed Securities with Special Reference to UDIBONOS and TIPS.
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- Economia Mexicana, 1998, v. 7, n. 2, p. 149
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- Article
Long-Term Bond Returns under Duration Targeting.
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- Financial Analysts Journal, 2014, v. 70, n. 1, p. 31, doi. 10.2469/faj.v70.n1.5
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Inflation and Individual Equities.
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- Financial Analysts Journal, 2012, v. 68, n. 4, p. 36, doi. 10.2469/faj.v68.n4.3
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PRIVATE INFORMATION, OVERCONFIDENCE AND TRADER RETURNS IN PREDICTION MARKETS.
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- Journal of Prediction Markets, 2015, v. 9, n. 3, p. 1
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Monetary policy and TIPS yields before the crisis.
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- B.E. Journal of Macroeconomics, 2014, v. 14, n. 1, p. 689, doi. 10.1515/bejm-2012-0154
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Do political risks matter in the financial markets?: evidence from Turkey.
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- Eurasian Business Review, 2018, v. 8, n. 2, p. 209, doi. 10.1007/s40821-017-0077-5
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Partial moment volatility indices.
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- Accounting & Finance, 2018, v. 58, n. 1, p. 195, doi. 10.1111/acfi.12209
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Analysts’ stock recommendations, earnings growth and risk.
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- Accounting & Finance, 2018, v. 58, n. 1, p. 217, doi. 10.1111/acfi.12202
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Stock return reversal and continuance anomaly: new evidence from Hong Kong.
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- Applied Economics, 2014, v. 46, n. 12, p. 1335, doi. 10.1080/00036846.2013.872767
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Political connections and stock returns: evidence from the Boulangist campaign, 1888–1889.
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- Financial History Review, 2018, v. 25, n. 3, p. 323, doi. 10.1017/S0968565018000148
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Unconventional Monetary Policy, Bank Lending, and Security Holdings: The Yield-Induced Portfolio-Rebalancing Channel.
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- Journal of Financial & Quantitative Analysis, 2021, v. 56, n. 2, p. 531, doi. 10.1017/S0022109019001054
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Leverage Effect, Volatility Feedback, and Self-Exciting Market Disruptions.
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- Journal of Financial & Quantitative Analysis, 2017, v. 52, n. 5, p. 2119, doi. 10.1017/S0022109017000564
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Volume and Volatility in a Common-Factor Mixture of Distributions Model.
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- Journal of Financial & Quantitative Analysis, 2014, v. 49, n. 1, p. 33, doi. 10.1017/S0022109014000106
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Does Risk-Neutral Skewness Predict the Cross-Section of Equity Option Portfolio Returns?
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- Journal of Financial & Quantitative Analysis, 2013, v. 48, p. 1
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THE IMPACT OF THE BANKING SECTOR CRISIS UPON THE UKRAINIAN INVESTMENT FUND MARKET.
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- Financial Sciences / Nauki o Finansach, 2017, v. 2, n. 31, p. 92, doi. 10.15611/nof.2017.2.08
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The Impact of Fraudulent False Information on Equity Values.
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- Journal of Business Ethics, 2014, v. 120, n. 2, p. 219, doi. 10.1007/s10551-013-1657-7
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Revisiting Mutual Fund Portfolio Disclosure.
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- Review of Financial Studies, 2016, v. 29, n. 12, p. 3519, doi. 10.1093/rfs/hhw057
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Revealing Shorts An Examination of Large Short Position Disclosures.
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- Review of Financial Studies, 2016, v. 29, n. 12, p. 3278, doi. 10.1093/rfs/hhw064
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Exploring Return Dynamics via Corridor Implied Volatility.
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- Review of Financial Studies, 2015, v. 28, n. 10, p. 2902, doi. 10.1093/rfs/hhv033
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- Article