Limits to arbitrage, investor sentiment, and factor returns in international government bond markets-Reference-Cited by-同舟云学术

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Limits to arbitrage, investor sentiment, and factor returns in international government bond markets

Published:2019-01-01 Issue:1 Volume:32 Page:1727-1743
ISSN:1331-677X
Container-title:Economic Research-Ekonomska Istraživanja
language:en
Short-container-title:Economic Research-Ekonomska Istraživanja

Author:

Zaremba Adam¹²^ORCID,Szczygielski Jan Jakub³^ORCID

Affiliation:

1. Dubai Business School, University of Dubai, Academic city, Dubai, UAE;

2. Department of Investment and Capital Markets, Poznan University of Economics and Business, Poznan, Poland;

3. Department of Financial Management, University of Pretoria, Hatfield, South Africa

Publisher

Informa UK Limited

Subject

Economics and Econometrics

Link

https://www.tandfonline.com/doi/pdf/10.1080/1331677X.2019.1638286

Reference38 articles.

1. Capital Market Efficiency and Arbitrage Efficacy

2. Hedge fund leverage

3. Value and Momentum Everywhere

4. Time-Varying Liquidity and Momentum Profits

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1. Idiosyncratic volatility and firm-specific news: evidence from the Chinese stock market;Economic Research-Ekonomska Istraživanja;2023-05-02

2. The Spillover Effect and Dynamic Correlation of the China-US Bean Futures Markets Based on Investor Sentiment;Frontiers in Physics;2022-04-13

3. Does investor attention influence water companies’ stock returns?;Technological Forecasting and Social Change;2020-09

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