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Records found: 21

DP12657	Paths to Convergence: Stock Price Behavior After Donald Trump's Election Author(s): Alexander F Wagner, Richard Zeckhauser and Alexandre Ziegler Published: January 2018
DP11455	Expected skewness and momentum Author(s): Heiko Jacobs, Tobias Regele and Martin Weber Published: August 2016
DP11190	Data Abundance and Asset Price Informativeness Author(s): Jérôme Dugast and Thierry Foucault Published: March 2016
DP10966	Has the Pricing of Stocks Become More Global? Author(s): Ivan Petzev, Andreas Schrimpf and Alexander F Wagner Published: November 2015
DP10809	Is a normal copula the right copula? Author(s): Dante Amengual and Enrique Sentana Published: September 2015
DP10804	Size and Momentum Profitability in International Stock Markets Author(s): Peter S. Schmidt, Andreas Schrimpf, Urs von Arx, Alexander F Wagner and Andreas Ziegler Published: September 2015
DP10601	Expected Skewness and Momentum Author(s): Heiko Jacobs, Tobias Regele and Martin Weber Published: May 2015
DP10335	Capital Share Risk and Shareholder Heterogeneity in U.S. Stock Pricing Author(s): Martin Lettau, Sydney Ludvigson and Sai Ma Published: January 2015
DP10234	Momentum Trading, Return Chasing, and Predictable Crashes Author(s): Benjamin Chabot, Eric Ghysels and Ravi Jagannathan Published: November 2014
DP10016	Common Macro Factors and Currency Premia Author(s): Ilias Filippou and Mark P Taylor Published: June 2014
DP9852	Out-of-Sample Evidence on the Returns to Currency Trading Author(s): Olivier Accominotti and David Chambers Published: March 2014
DP8773	Why Do Institutional Investors Chase Return Trends? Author(s): Aydogan Alt, Ron Kaniel and Uzi Yoeli Published: January 2012
DP8747	Currency Momentum Strategies Author(s): Lukas Menkhoff, Lucio Sarno, Maik Schmeling and Andreas Schrimpf Published: January 2012
DP8303	Expectations, Liquidity, and Short-term Trading Author(s): Giovanni Cespa and Xavier Vives Published: March 2011
DP7506	Dynamic Trading and Asset Prices: Keynes vs. Hayek Author(s): Giovanni Cespa and Xavier Vives Published: October 2009
DP7068	An Institutional Theory of Momentum and Reversal Author(s): Dimitri Vayanos and Paul Woolley Published: December 2008
DP6588	Advance Information and Asset Prices Author(s): Rui Albuquerque and Jianjun Miao Published: November 2007
DP3353	Momentum and Turnover: Evidence from the German Stock Market Author(s): Markus Glaser and Martin Weber Published: April 2002
DP3033	Foreigners Trading and Price Effects Across Firms Author(s): Magnus Dahlquist and Göran Robertsson Published: October 2001
DP2438	Evaluating The Persistence And Structuralist Theories Of Unemployment Author(s): Jerry Coakley, Ana María Fuertes and Gylfi Zoega Published: April 2000
DP2180	Can Book-to-Market, Size and Momentum Be Risk Factors That Predict Economic Growth Author(s): Jimmy Liew and Maria Vassalou Published: June 1999

Records Found 21