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Momentum profits and time-varying unsystematic risk

, , , and . Journal of Banking & Finance, 32 (4): 541--558 (April 2008)

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Acknowledging Inequities in Tech through a Community-Engaged Learning course., , , , , and . SIGCSE (2), page 1288. ACM, (2023)FLiMS: Fast Lightweight Merge Sorter., , and . FPT, page 78-85. IEEE, (2018)A trading strategy based on the lead-lag relationship between the spot index and futures contract for the FTSE 100, , and . International Journal of Forecasting, 17 (1): 31--44 (00 2001)Forecasting exchange rate volatility using conditional variance models selected by information criteria, and . Economics Letters, 61 (3): 273--278 (Dec 1, 1998)An Adaptable High-Throughput FPGA Merge Sorter for Accelerating Database Analytics., , and . FPL, page 65-72. IEEE, (2020)Interest rates and efficiency in medieval wool forward contracts, , and . Journal of Banking & Finance, 31 (2): 361--380 (February 2007)Empowering Education with LLMs - The Next-Gen Interface and Content Generation., , , , , , , , , and 2 other author(s). AIED (Posters/Late Breaking Results/...), volume 1831 of Communications in Computer and Information Science, page 32-37. Springer, (2023)Cross-correlations and cross-bicorrelations in Sterling exchange rates, and . Journal of Empirical Finance, 6 (4): 385--404 (October 1999)Can portmanteau nonlinearity tests serve as general mis-specification tests?: Evidence from symmetric and asymmetric GARCH models, and . Economics Letters, 67 (3): 245--251 (June 2000)The trading profitability of forecasts of the gilt-equity yield ratio, and . International Journal of Forecasting, 17 (1): 11--29 (00 2001)