7

Arbitrage risk and the turnover anomaly

Year:
2013
Language:
english
File:
PDF, 1.07 MB
english, 2013
10

Asset Growth, Style Investing, and Momentum

Year:
2018
Language:
english
File:
PDF, 965 KB
english, 2018
20

Median Momentum

Year:
2018
Language:
english
File:
PDF, 671 KB
english, 2018
25

Price limits, margin requirements, and default risk

Year:
2000
Language:
english
File:
PDF, 195 KB
english, 2000
40

A study on a multivariate EWMA controller

Year:
2002
Language:
english
File:
PDF, 495 KB
english, 2002
45

Sources of contrarian profits in the Japanese stock market

Year:
2007
Language:
english
File:
PDF, 439 KB
english, 2007