Measuring portfolio risk of non-energy commodity using time-varying vine copula
International Journal of Financial Markets and Derivatives, Volume 7, Issue 2, Page 163-190, January 2019.
View ArticleA performance evaluation of smart beta exchange traded funds
International Journal of Financial Markets and Derivatives, Volume 7, Issue 2, Page 124-162, January 2019.
View ArticleInstitutional investors' stocks portfolio strategies and commodity prices: a...
International Journal of Financial Markets and Derivatives, Volume 7, Issue 2, Page 101-123, January 2019.
View ArticlePredicting Bitcoin Returns: Comparing the Roles of Newspaper- and Internet...
Publication date: Available online 12 December 2019Source: Finance Research LettersAuthor(s): Elie Bouri, Rangan GuptaAbstractWe compare the ability of a newspaper-based measure and an internet...
View ArticleDecreasing Investment-cash flow Sensitivity: Further UK Evidence
Publication date: Available online 12 December 2019Source: Finance Research LettersAuthor(s): Michael Machokoto, Umair Tanveer, Shamaila Ishaq, Geofry ArenekeAbstractUsing publicly listed firms in the...
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Informational privacy: a precondition for democratic participation?
The value of informational privacy has long ceased to be seen merely in the protection or exercise of individual autonomy. Already in the early 1980s, the German Federal Court pointed out that the...
View ArticleHow Does Credit Supply Expansion Affect the Real Economy? The Productive...
ABSTRACT Credit supply expansion can affect an economy by increasing productive capacity or by boosting household demand. In this study, we develop a test to determine if the household demand channel...
View ArticleConsumption Fluctuations and Expected Returns
ABSTRACT This paper introduces a novel consumptionâbased variable, cyclical consumption, and examines its predictive properties for stock returns. Future expected stock returns are high (low) when...
View ArticleMoneyScience: Online Training - IBM - Data Visualization with Python
Resource: Online Training - IBM - Data Visualization with Python https://t.co/B0bz4anyWW â moneyscience (@moneyscience) December 12, 2019
View ArticleWhy Product Zeitgeist Fit Is Your Startup Cheat Code
If you want to see (and build) the future, don't look at what is working -- look for what isn't. @DCoolican explains what product zeitgeist fit (PZF) is and whyâ¦
View ArticleMoneyScience: Online Training - IBM - Machine Learning with Python
Resource: Online Training - IBM - Machine Learning with Python https://t.co/16ZNrCRDv2 â moneyscience (@moneyscience) December 13, 2019
View ArticleMutual fund selection for realistically short samples
Publication date: Available online 13 December 2019Source: Journal of Empirical FinanceAuthor(s): Charlotte Christiansen, Niels S. Grønborg, Ole L. NielsenAbstractPerformance of mutual fund selection...
View ArticleQuantpedia Premium Update – 14th December 2019
Two new strategies have been added. Three new related research papers have been included into existing strategy reviews. And two short free blog posts have been published during last few weeks. The...
View ArticleThere’s No Such Thing As The Machine Learning Platform
The âData Science Platformâ and âMachine Learning Platformâ are at the front lines of the battle for the mind share and wallets of data scientists, ML projectâ¦
View ArticleISSUE INFORMATION BM
The Journal of Finance, Volume 74, Issue 6, Page 3391-3392, December 2019.
View ArticleISSUE INFORMATION FM
The Journal of Finance, Volume 74, Issue 6, Page 2703-2705, December 2019.
View ArticleAMERICAN FINANCE ASSOCIATION
The Journal of Finance, Volume 74, Issue 6, Page 3390-3390, December 2019.
View ArticleANNOUNCEMENTS
The Journal of Finance, Volume 74, Issue 6, Page 3261-3261, December 2019.
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