Author:
Hutchinson Mark C.,O'Brien John
Subject
Economics and Econometrics,Finance
Reference43 articles.
1. Does systemic risk in the financial sector predict future economic downturns?;Allen;Review of Financial Studies,2012
2. Value and momentum everywhere;Asness;Journal of Finance,2013
3. Macroeconomic risk and hedge fund returns;Bali;Journal of Financial Economics,2014
4. Risk, uncertainty, and expected returns;Bali;Journal of Financial and Quantitative Analysis,2016
5. Momentum strategies in futures markets and trend-following funds. Paris December 2012 finance meeting EUROFIDAI-AFFI paper;Baltas,2013
Cited by
9 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献