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There are 47579 results for: content related to: Market risk exposure of merger arbitrage in Australia

  1. Does It Pay to Bet Against Beta? On the Conditional Performance of the Beta Anomaly

    The Journal of Finance

    Volume 71, Issue 2, April 2016, Pages: 737–774, SCOTT CEDERBURG and MICHAEL S. O'DOHERTY

    Version of Record online : 18 MAR 2016, DOI: 10.1111/jofi.12383

  2. State-Level Business Cycles and Local Return Predictability

    The Journal of Finance

    Volume 68, Issue 3, June 2013, Pages: 1037–1096, GEORGE M. KORNIOTIS and ALOK KUMAR

    Version of Record online : 20 MAY 2013, DOI: 10.1111/jofi.12017

  3. Discrimination of stress in speech and music: A mismatch negativity (MMN) study

    Psychophysiology

    Volume 49, Issue 12, December 2012, Pages: 1590–1600, Varghese Peter, Genevieve Mcarthur and William Forde Thompson

    Version of Record online : 15 OCT 2012, DOI: 10.1111/j.1469-8986.2012.01472.x

  4. Long-Short Equity Portfolios

    The Theory and Practice of Investment Management: Asset Allocation, Valuation, Portfolio Construction, and Strategies, Second Edition

    Bruce I. Jacobs, Kenneth N. Levy, Pages: 307–326, 2011

    Published Online : 29 NOV 2011, DOI: 10.1002/9781118267028.ch12

  5. The Efficiency Gains of Long/Short Investing

    Modern Portfolio Management: Active Long/Short 130/30 Equity Strategies

    Richard C. Grinold, Ronald N. Kahn, Pages: 297–321, 2011

    Published Online : 29 NOV 2011, DOI: 10.1002/9781118267189.ch17

  6. Activity Ratios: Alpha Drivers in Long/Short Funds

    Modern Portfolio Management: Active Long/Short 130/30 Equity Strategies

    Anthony Bova, Martin Leibowitz, Pages: 237–256, 2011

    Published Online : 29 NOV 2011, DOI: 10.1002/9781118267189.ch14

  7. Long/Short Extensions: How Much Is Enough?

    Modern Portfolio Management: Active Long/Short 130/30 Equity Strategies

    Roger Clarke, Harindra de Silva, Steven Sapra, Steven Thorley, Pages: 467–495, 2011

    Published Online : 29 NOV 2011, DOI: 10.1002/9781118267189.ch25

  8. DIVIDED STIMULUS CONTROL: A REPLICATION AND A QUANTITATIVE MODEL

    Journal of the Experimental Analysis of Behavior

    Volume 94, Issue 1, July 2010, Pages: 13–23, Michael Davison and Douglas Elliffe

    Version of Record online : 26 FEB 2013, DOI: 10.1901/jeab.2010.94-13

  9. The Piotroski F-score: evidence from Australia

    Accounting & Finance

    Charles E. Hyde

    Version of Record online : 22 APR 2016, DOI: 10.1111/acfi.12216

  10. INTEGRATED METAHEURISTIC OPTIMIZATION OF 130–30 INVESTMENT-STRATEGY-BASED LONG–SHORT PORTFOLIOS

    Intelligent Systems in Accounting, Finance and Management

    Volume 19, Issue 1, January/March 2012, Pages: 43–74, G.A. Vijayalakshmi Pai and Thierry Michel

    Version of Record online : 5 MAR 2012, DOI: 10.1002/isaf.335

  11. The Canadian Hedge Fund Industry: Performance and Market Timing

    International Review of Finance

    Volume 15, Issue 3, September 2015, Pages: 283–320, Peter Klein, Daryl Purdy, Isaac Schweigert and Alexander Vedrashko

    Version of Record online : 4 AUG 2015, DOI: 10.1111/irfi.12055

  12. Governing plant development in barley (Hordeum vulgare L.): relation to protein composition and breakdown rates of protein polymers during malting

    Journal of the Science of Food and Agriculture

    Volume 94, Issue 8, June 2014, Pages: 1559–1567, Ali H Malik, Lena Holm and Eva Johansson

    Version of Record online : 26 NOV 2013, DOI: 10.1002/jsfa.6457

  13. Commodity Strategies Based on Momentum, Term Structure, and Idiosyncratic Volatility

    Journal of Futures Markets

    Volume 35, Issue 3, March 2015, Pages: 274–297, Ana-Maria Fuertes, Joëlle Miffre and Adrian Fernandez-Perez

    Version of Record online : 17 FEB 2014, DOI: 10.1002/fut.21656

  14. The Amount of Language Exposure Determines Nonlinguistic Tone Grouping Biases in Infants From a Bilingual Environment

    Language Learning

    Volume 64, Issue s2, September 2014, Pages: 45–64, Monika Molnar, Marie Lallier and Manuel Carreiras

    Version of Record online : 25 AUG 2014, DOI: 10.1111/lang.12069

  15. THIN TRADING AND THE ESTIMATION OF BETAS: THE EFFICACY OF ALTERNATIVE TECHNIQUES

    Journal of Financial Research

    Volume 17, Issue 2, Summer 1994, Pages: 241–254, Jan Bartholdy and Allan Riding

    Version of Record online : 27 AUG 2014, DOI: 10.1111/j.1475-6803.1994.tb00189.x

  16. The Sophisticated and the Simple: The Profitability of Contrarian Strategies from a Portfolio Manager's Perspective

    European Financial Management

    Volume 20, Issue 1, January 2014, Pages: 152–178, Daniel Giamouridis and Chris Montagu

    Version of Record online : 22 SEP 2011, DOI: 10.1111/j.1468-036X.2011.00627.x

  17. The Effect of Socially Responsible Investing on Portfolio Performance

    European Financial Management

    Volume 13, Issue 5, November 2007, Pages: 908–922, Alexander Kempf and Peer Osthoff

    Version of Record online : 23 OCT 2007, DOI: 10.1111/j.1468-036X.2007.00402.x

  18. Aggregate Jump and Volatility Risk in the Cross-Section of Stock Returns

    The Journal of Finance

    Volume 70, Issue 2, April 2015, Pages: 577–614, MARTIJN CREMERS, MICHAEL HALLING and DAVID WEINBAUM

    Version of Record online : 12 MAR 2015, DOI: 10.1111/jofi.12220

  19. Long-Short Equity Portfolios

    Chapter

    Handbook of Finance

    Bruce I. Jacobs and Kenneth N. Levy

    Published Online : 15 SEP 2008, DOI: 10.1002/9780470404324.hof002033

  20. International Dynamic Asset Allocation and Return Predictability

    Journal of Business Finance & Accounting

    Volume 37, Issue 7-8, July/August 2010, Pages: 1008–1025, Devraj Basu, Roel Oomen and Alexander Stremme

    Version of Record online : 19 FEB 2010, DOI: 10.1111/j.1468-5957.2010.02195.x