The Best of Strategies for the Worst of Times: Can Portfolios Be Crisis Proofed?
In the late stages of long bull markets, a popular question arises: What steps can an investor
take to mitigate the impact of the inevitable large equity correction? However, hedging equity …
take to mitigate the impact of the inevitable large equity correction? However, hedging equity …
Examining asset pricing anomalies: Evidence from Europe
A Pandey, R Joshi - Business Perspectives and Research, 2022 - journals.sagepub.com
We examine five important asset pricing anomalies, namely, size, value, momentum,
profitability, and investment rate to evaluate their efficacy in major West European …
profitability, and investment rate to evaluate their efficacy in major West European …
Aggregate profit instability and time variations in momentum returns: Evidence from China
L Yin, Y Wei - Pacific-Basin Finance Journal, 2020 - Elsevier
This study investigates the predictive power of aggregate profit instability for time variations
in momentum returns. We find that aggregate profit instability has significantly negative …
in momentum returns. We find that aggregate profit instability has significantly negative …
Equity market anomalies, VIX and asset pricing: Trading strategies for India
A Pandey - The Indian Economic Journal, 2019 - journals.sagepub.com
In this article we examine five prominent equity anomalies, viz., size, value, profitability,
investment and momentum for Indian capital market using data from July 2001 to June 2019 …
investment and momentum for Indian capital market using data from July 2001 to June 2019 …