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Journal of Investment Strategies

Infopro Digital Risk Ltd

Finance & Accounting
AJG 1
Abstract coverage—see Methodology
Recent paperssorted by most recent
PaperYearCitations
A new approach to asset pricing models: the term structure of leverage and refinancing risk
Esra Karpuz Demir & Guven Sevil
20260 citations
On profitability and maximum tolerable latency in the high-frequency trading of a microtrend anomaly
James A. Primbs et al.
20260 citations
Technical trading versus buy and hold: a framework using common indicators in the US stock market
Bolong Cao
20250 citations
Navigating investment choices: determinants of corporate investment strategies in Japan’s nonfinancial sector
Leviticus Mensah et al.
20250 citations
The role of Indian equity exchange-traded funds in diversified portfolios: a risk-adjusted performance analysis
D.K. Malhotra & Rahul Singh
20250 citations
During a health crisis should you invest in gold or oil?
Rym Regaïeg et al.
20250 citations
Charting the landscape of short selling: an infometric study shaped by market sentiments
Nitika Shama et al.
20250 citations
Do earnings events reset the trading clock?
Mike Lipkin et al.
20250 citations
Examining sustainability investments and financial performance of football clubs: an empirical analysis
Lazaros Ntasis & Athanasios Strigas
20243 citations
Luxury watches: a viable alternative investment or mere speculative trend? An analysis of two decades before the pandemic
Simon Ulmer et al.
20242 citations
Delving into the investment psyche: investigating the determinants influencing individual investors’ decision-making
Rajesh Raut et al.
20241 citations
Design risk: the curse of constant proportion portfolio insurance
Raquel M. Gaspar & João Borges de Sousa
20241 citations
Using option prices to trade the underlying asset
J. H. Venter et al.
20240 citations
Assessing the efficiency of pure-play internet banks in South Korea, Japan and China with data envelopment analysis
Hüseyi Öcal et al.
20240 citations
Unaligned exchange traded funds: risk-adjusted performance and market-timing skills
D.K. Malhotra & Philp Russel
20240 citations
Formulations to select assets for constructing sparse index tracking portfolios
Yutaka Sakurai et al.
20240 citations
An entropy-based class of moving averages
Andreas Kull
20240 citations
Does investors’ sentiment influence stock market volatility? Evidence from India during pre- and post-Covid-19 periods
Versha Patel et al.
20240 citations
Securities and Exchange Commission Form 13F Holdings Report: statistical investigation of trading imbalances and profitability analysis
Deborah Miori & Mihai Cucuringu
20240 citations
Investment decisions driven by fine-tuned large language models and uniform manifold approximation and projection-supported clustering and hierarchical density-based spatial clustering
David Romoff
20240 citations

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