Blar i Publikasjoner fra CRIStin på forfatter "Zakamulin, Valeriy"
-
Revisiting the duration dependence in the US stock market cycles
Zakamulin, Valeriy (Peer reviewed; Journal article, 2022)There is a big controversy among both investment professionals and academics regarding how the termination probability of a market state depends on its age. Using more than two centuries of data on the broad US stock market ... -
Stock earnings and bond yields in the US 1871–2017 : The story of a changing relationship
Zakamulin, Valeriy; Hunnes, John A. (Peer reviewed; Journal article, 2020) -
Time series momentum in the US stock market: Empirical evidence and theoretical analysis
Zakamulin, Valeriy; Giner, Javier (Peer reviewed; Journal article, 2022)There is much controversy in the academic literature on the presence of short-term trends in financial markets and the trend-following strategy’s profitability. We restrict our attention to studying the time series momentum ... -
Trend following with momentum versus moving averages : a tale of differences
Zakamulin, Valeriy; Giner, Javier (Journal article; Peer reviewed, 2020)