Performance persistence of government bond factor premia-Reference-Cited by-同舟云学术

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Performance persistence of government bond factor premia

Published:2017-08 Issue: Volume:22 Page:182-189
ISSN:1544-6123
Container-title:Finance Research Letters
language:en
Short-container-title:Finance Research Letters

Author:

Zaremba Adam^ORCID

Publisher

Elsevier BV

Subject

Finance

Reference27 articles.

1. Value and momentum everywhere;Asness;J. Finance,2013

2. Scaling up market anomalies;Avramov;J. Invest.,2016

3. Momentum and mean reversion across national equity markets;Balvers;J. Empir. Finance,2006

4. Style investing;Barberis;J. Financ. Econ.,2003

5. Carry Investing on the Yield Curve;Beekhuizen,2016

Cited by 6 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. Cryptocurrency factor momentum;Quantitative Finance;2023-11-07

2. Persistence in US Treasury bonds;Finance Research Letters;2021-05

3. Picking winners to pick your winners: The momentum effect in commodity risk factors;The North American Journal of Economics and Finance;2019-11

4. Limits to arbitrage, investor sentiment, and factor returns in international government bond markets;Economic Research-Ekonomska Istraživanja;2019-01-01

5. The sources of momentum in international government bond returns;Applied Economics;2018-09-29

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