Momentum: Evidence and insights 30 years later
Publication date: Available online 7 November 2023Source: Pacific-Basin Finance JournalAuthor(s): Narasimhan Jegadeesh, Sheridan Titman
The case for CASE: Estimating Heterogeneous Systemic Effects
Publication date: Available online 7 November 2023Source: Journal of Banking & FinanceAuthor(s): Zaichao Du, Juan Carlos Escanciano, Guangwei Zhu
Do Stock-Level Experienced Returns Influence Security Selection?
Publication date: Available online 7 November 2023Source: Journal of Banking & FinanceAuthor(s): Constantinos Antoniou, Shema F. Mitali
The Quarterly Review of Economics and Finance
Frequency Connectedness Between DeFi and Cryptocurrency Markets
Publication date: Available online 7 November 2023Source: The Quarterly Review of Economics and FinanceAuthor(s): Walid Mensi, Mariya Gubareva, Sang Hoon Kang
Journal of International Financial Management & Accounting
The role of financial affiliates in tax avoidance by business groups: Evidence from Korea
Journal of International Financial Management &Accounting, Volume 35, Issue 1, Page 290-326, February 2024.
Journal of International Financial Management & Accounting
Corporate risk disclosures in turbulent times: An international analysis in the global financial crisis
Journal of International Financial Management &Accounting, Volume 35, Issue 1, Page 261-289, February 2024.
Journal of International Financial Management & Accounting
Gambling culture and internal control extensiveness
Journal of International Financial Management &Accounting, Volume 35, Issue 2, Page 333-363, June 2024.
Quantitative Finance
Rule-based trading on an order-driven exchange: a reassessment
Volume 23, Issue 12, December 2023, Page 1871-1886.
Quantitative Finance
A basket half full: sparse portfolios
Volume 23, Issue 12, December 2023, Page 1833-1852.
Quantitative Finance
Mind the cap!—constrained portfolio optimisation in Heston’s stochastic volatility model
Volume 23, Issue 12, December 2023, Page 1793-1813.