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   In: Working Papers.
   RePEc:pre:wpaper:202518.

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2. Does sentiment affect stock returns? A meta-analysis across survey-based measures. (2023). Bajzik, Josef ; Gric, Zuzana ; Badura, Ondej.
   In: International Review of Financial Analysis.
   RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002892.

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3. Moments of cross‐sectional stock market returns and the German business cycle. (2023). Tegtmeier, Lars ; Muller, Karsten ; Dopke, Jorg.
   In: Economic Notes.
   RePEc:bla:ecnote:v:52:y:2023:i:2:n:e12219.

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4. The value premium and investors appetite for risk. (2022). Jacob, Maram ; Qadan, Mahmoud.
   In: International Review of Economics & Finance.
   RePEc:eee:reveco:v:82:y:2022:i:c:p:194-219.

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5. Legislative gridlock and stock return dispersion around roll-call votes. (2022). Cheng, Mengyao.
   In: Journal of Banking & Finance.
   RePEc:eee:jbfina:v:138:y:2022:i:c:s0378426622000036.

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6. Momentum-Managed Equity Factors. (2022). Flogel, Volker ; Zunft, Claudia ; Schlag, Christian.
   In: Journal of Banking & Finance.
   RePEc:eee:jbfina:v:137:y:2022:i:c:s0378426621002107.

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7. International tests of the ZCAPM asset pricing model. (2022). Huang, Jianhua Z ; Kolari, James W ; Liao, Huiling ; Butt, Hilal Anwar.
   In: Journal of International Financial Markets, Institutions and Money.
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8. Should hedge funds deviate from the benchmark?. (2022). Voukelatos, Nikolaos ; Panopoulou, Ekaterini.
   In: Financial Management.
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9. Momentum-managed equity factors. (2021). Zunft, Claudia ; Schlag, Christian ; Flogel, Volker.
   In: SAFE Working Paper Series.
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10. Does Sentiment Affect Stock Returns? A Meta-analysis Across Survey-based Measures. (2021). Gric, Zuzana ; Bajzik, Josef ; Badura, Ondrej.
    In: Working Papers.
    RePEc:cnb:wpaper:2021/10.

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11. Beta dispersion and market timing. (2020). Kuntz, Laura-Chloe.
    In: Discussion Papers.
    RePEc:zbw:bubdps:462020.

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12. International Effects of Stock Market Dispersion. (2020). Vu, Nam ; Wu, Jiayu.
    In: Southern Economic Journal.
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13. Beta dispersion and market timing. (2020). Kuntz, Laura-Chloe.
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17. Are alternative energies a real alternative for investors?. (2019). Miralles Quirós, José ; Miralles-Quiros, Maria Mar.
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18. Cross-sectional return dispersion and currency momentum. (2019). Eriksen, Jonas Nygaard.
    In: Journal of Empirical Finance.
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19. Equity Return Dispersion and Stock Market Volatility: Evidence from Multivariate Linear and Nonlinear Causality Tests. (2018). Wong, Wing-Keung ; GUPTA, RANGAN ; Demirer, Riza ; Lv, Zhihui.
    In: Working Papers.
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20. Return dispersion and conditional momentum returns: International evidence. (2018). Docherty, Paul ; Hurst, Gareth.
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21. Harmful Diversification: Evidence from Alternative Investments. (2017). Sutcliffe, Charles ; Sakkas, Athanasios ; Platanakis, Emmanouil.
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    RePEc:rdg:icmadp:icma-dp2017-09.

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22. Should Portfolio Model Inputs Be Estimated Using One or Two Economic Regimes?. (2017). Sutcliffe, Charles ; Sakkas, Athanasios ; Platanakis, Emmanouil.
    In: ICMA Centre Discussion Papers in Finance.
    RePEc:rdg:icmadp:icma-dp2017-07.

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23. Linear and nonlinear predictability in investment style factors: multivariate evidence. (2017). Guidolin, Massimo ; Chincoli, Francesco.
    In: Journal of Asset Management.
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24. Frequency aspects of information transmission in a network of three western equity markets. (2017). Schmidbauer, Harald ; Uluceviz, Erhan ; Rosch, Angi.
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25. On the short-term predictability of stock returns: A quantile boosting approach. (2017). Pierdzioch, Christian ; Demirer, Riza ; Zhang, Huacheng.
    In: Finance Research Letters.
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26. Linear and Nonlinear Predictability in Investment Style Factors: Multivariate Evidence*. (2017). Guidolin, Massimo ; Chincoli, Francesco.
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27. Applying Exogenous Variables and Regime Switching To Multifactor Models on Equity Indices. (2016). Sakowski, Pawel ; Ślepaczuk, Robert ; Wywia, Mateusz.
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    RePEc:war:wpaper:2016-10.

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28. Can We Invest Based on Equity Risk Premia and Risk Factors from Multi-Factor Models?. (2016). Sakowski, Pawel ; Ślepaczuk, Robert ; Wywia, Mateusz.
    In: Working Papers.
    RePEc:war:wpaper:2016-09.

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29. CROSS-SECTIONAL RETURNS WITH VOLATILITY REGIMES FROM A DIVERSE PORTFOLIO OF EMERGING AND DEVELOPED EQUITY INDICES. (2016). Sakowski, Pawel ; Ślepaczuk, Robert ; Wywia, Mateusz.
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30. Applying exogenous variables and regime switching to multi-factor models on equity indices. (2016). Sakowski, Pawel ; Ślepaczuk, Robert ; Wywia, Mateusz.
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    In: Working Papers.
    RePEc:war:wpaper:2015-39.

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32. Global Style Portfolios Based on Country Indices. (2014). Angelidis, Timotheos ; Tessaromatis, Nikolaos.
    In: MPRA Paper.
    RePEc:pra:mprapa:53094.

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