[BOOK][B] Do'Dogs of the World'Bark Or Bite? Evidence From Single-Country ETFs

DM Smith, VS Pantilei - 2019 - researchgate.net
Return reversals in financial markets are commonly accepted as a powerful force. This
paper examines the performance of a simple strategy--Dogs of the World--designed to take …

Numerical analysis of entropy generation in a non-uniformly heated tube

P Ianulov - 2017 - politesi.polimi.it
In solar applications the tubes of the receiver are irradiated only from one side being the
other one practically insulated. State of the art heat transfer fluids are thermal oils and molten …

[PDF][PDF] IMPLEMENTING THE “DOGS OF THE WORLD” STRATEGY USING ETFs

D Smith, A Neubert, D Shelley - 2014 - researchgate.net
BACKGROUND For almost 30 years, research has documented return reversal as a powerful
force for individual stocks, industries, and international markets. The most influential study …

[HTML][HTML] The cross section of country equity returns: A review of empirical literature

A Zaremba - Journal of Risk and Financial Management, 2019 - mdpi.com
The last three decades brought mounting evidence regarding the cross-sectional predictability
of country equity returns. The studies not only documented country-level counterparts of …

Has the long-term reversal reversed? Evidence from country equity indices

A Zaremba - Romanian Journal of Economic Forecasting, 2016 - papers.ssrn.com
This study reexamines the long-term reversal anomaly across international stock market
indices. We investigate a comprehensive and up-to-date sample of 74 countries for years 1995-…

GHOSTS OF DOSTOEVSKIAN GUILT IN SOLOGUB'S" BAD DREAMS"

J Menefee - The Slavic and East European Journal, 2012 - JSTOR
When Sologub attributes an amazing talent for plagiarism to Lermontov, the meaning behind
his praise is far from clear. Is he facetiously calling Lermontov a" genius" after he accuses …

[PDF][PDF] Exploring the Existence of Momentum Reversal Pattern in Pakistani Equity Market

A Rashida, S Kausarb - researchgate.net
This paper examines the presence of momentum reversal anomaly by applying both
parametric and non-parametric approaches. The paper also aims to explore which momentum …

Predicting Country Equity Returns: Data, Methods, and Empirical Evidence

T Miziołek, E Feder-Sempach, A Zaremba… - … Equity Exchange-Traded …, 2020 - Springer
This chapter aims to provide a comprehensive review of the current literature on the cross-section
of country equity returns. It focuses on three particular aspects of the asset pricing …

[BOOK][B] Twisted mirrors and merged polarities in Russia's decadent imagination

J Menefee - 2011 - search.proquest.com
This study explores a recurring pattern in Russian decadent narrative that I call the “merged
polarity.” Each of these texts generates a sharp binary between two elements that are clearly …

Trees Do Not Grow to the Sky: Reversals in a Stock Market

A Zaremba, JK Shemer, A Zaremba… - Price-Based Investment …, 2018 - Springer
While the momentum strategy assumes the continuation of the price movement, the reversal
strategies rely on a contrary assumption: predicting the price trend to revert. How can both …