Details about David C. Blitz

Access statistics for papers by David C. Blitz.

Last updated 2013-08-22. Update your information in the RePEc Author Service.

Short-id: pbl167

Journal Articles

2013

1. Short-term residual reversal
   Journal of Financial Markets, 2013, 16, (3), 477-504 View citations (24)
2. The volatility effect in emerging markets
   Emerging Markets Review, 2013, 16, (C), 31-45 View citations (39)

2012

3. Evaluating the performance of global emerging markets equity exchange-traded funds
   Emerging Markets Review, 2012, 13, (2), 149-158 View citations (33)

2011

4. Residual momentum
   Journal of Empirical Finance, 2011, 18, (3), 506-521 View citations (29)

2002

5. An unbiased variance estimator for overlapping returns
   Applied Financial Economics, 2002, 12, (3), 155-158 View citations (3)