Biweekly performance of low-risk anomalies over the FOMC cycle-Reference-Cited by-同舟云学术

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Biweekly performance of low-risk anomalies over the FOMC cycle

Published:2023-12 Issue: Volume:58 Page:104498
ISSN:1544-6123
Container-title:Finance Research Letters
language:en
Short-container-title:Finance Research Letters

Author:

Yun Jaesun^ORCID,Kwon Kyung Yoon^ORCID

Funder

Keimyung University

Publisher

Elsevier BV

Subject

Finance

Reference29 articles.

1. The cross section of the monetary policy announcement premium;Ai;J. Financ. Eco.,2022

2. The cross-section of volatility and expected returns;Ang;J. Financ.,2006

3. High idiosyncratic volatility and low returns: international and further US evidence;Ang;J. Financ. Eco.,2009

4. Momentum has its moments;Barroso;J. Financ. Eco.,2015

5. Barroso, P., Detzel, A.L., Maio, P.F., 2020. Managing the risk of the low risk anomaly. Working paper.

Cited by 1 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

1. Asymmetry, earnings announcements, and the beta-return relation;Finance Research Letters;2024-09

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