Asset pricing on earnings announcement days
Market betas have a strong and positive relation with average stock returns on a handful of
days every year. Such unique days, defined as leading earnings announcement days …
days every year. Such unique days, defined as leading earnings announcement days …
[PDF][PDF] An Application of the Smart Beta Portfolio Model: An Empirical Study in Indonesia Stock Exchange
Stock price fluctuations affect investor returns, particularly, in this pandemic situation that has
triggered stock market shocks. As a result of this situation, investors prefer to move their …
triggered stock market shocks. As a result of this situation, investors prefer to move their …
[HTML][HTML] Smart beta allocation and macroeconomic variables: The impact of COVID-19
M Foglia, MC Recchioni, G Polinesi - Risks, 2021 - mdpi.com
Smart beta strategies across economic regimes seek to address inefficiencies created by
market-based indices, thereby enhancing portfolio returns above traditional benchmarks …
market-based indices, thereby enhancing portfolio returns above traditional benchmarks …
A performance evaluation of smart beta exchange traded funds
GG Rompotis - International Journal of Financial Markets …, 2019 - inderscienceonline.com
The focus of this paper is on smart beta ETFs, which promise enhanced returns to investors.
The ability of smart beta ETFs to beat the market and offer material excess returns is …
The ability of smart beta ETFs to beat the market and offer material excess returns is …
Smart Beta Allocation and Macroeconomic Variables: The Impact of COVID-19. Risks 9: 34
M Foglia, MC Recchioni, G Polinesi - 2021 - search.proquest.com
Smart beta strategies across economic regimes seek to address inefficiencies created by
market-based indices, thereby enhancing portfolio returns above traditional benchmarks …
market-based indices, thereby enhancing portfolio returns above traditional benchmarks …