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J

Joëlle Miffre

universite catholique de lille

23H指数
109论文数
2.3K被引数
收录论文 19
发表时间
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Newswire tone-overlay commodity portfolios新闻稿语调叠加商品投资组合
errJournal of Banking & Finance
IF3.8
err2025-06-21
err0
PREAI
errAdrian Fernandez-Perez; Ana-Maria Fuertes; Joëlle Miffre; Nan Zhao
err分享
err收藏
Editorial for the special issue of the journal of banking & finance on asset pricing and factor investing
errJOURNAL OF BANKING & FINANCE
IF3.8
err2024-05-01
err0
errOAAI
errGalariotis, Emilios; Miffre, Joelle; Sevi, Benoit
err分享
err收藏
Do spot market auction data help price discovery?
errJOURNAL OF COMMODITY MARKETS
IF4.5
err2023-09-01
err1
errOAAI
errFernandez-Perez, Adrian; Miffre, Joelle; Schoen, Tilman; Scott, Ayesha
err分享
err收藏
Exploiting the dynamics of commodity futures curves
errJOURNAL OF BANKING & FINANCE
IF3.8
err2023-09-01
err3
errOAAI
errBianchi, Robert J.; Fan, John Hua; Miffre, Joelle; Zhang, Tingxi
err分享
err收藏
The strategic allocation to style-integrated portfolios of commodity futures
errJOURNAL OF COMMODITY MARKETS
IF4.5
err2022-12-01
err4
PREAI
errRad, Hossein; Low, Rand Kwong Yew; Miffre, Joelle; Faff, Robert
err分享
err收藏
The risk premia of energy futures
errENERGY ECONOMICS
IF14.2
err2021-10-01
err2
errOAAI
errFernandez-Perez, Adrian; Fuertes, Ana-Maria; Miffre, Joelle
err分享
err收藏
Fear of hazards in commodity futures markets
errJOURNAL OF BANKING & FINANCE
IF3.8
err2020-10-01
err29
errOAAI
errFernandez-Perez, Adrian; Fuertes, Ana-Maria; Gonzalez-Fernandez, Marcos; Miffre, Joelle
err分享
err收藏
A comprehensive appraisal of style-integration methods
errJOURNAL OF BANKING & FINANCE
IF3.8
err2019-08-01
err23
errOAAI
errFernandez-Perez, Adrian; Fuertes, Ana-Maria; Miffre, Joelle
err分享
err收藏
The skewness of commodity futures returns
errJOURNAL OF BANKING & FINANCE
IF3.8
err2018-01-01
err93
errOAAI
errFernandez-Perez, Adrian; Frijns, Bart; Fuertes, Ana-Maria; Miffre, Joelle
err分享
err收藏
Commodity Markets, Long-Run Predictability, and Intertemporal Pricing
errREVIEW OF FINANCE
IF8.4
err2016-07-20
err19
errOAAI
errFernandez-Perez, Adrian; Fuertes, Ana-Maria; Miffre, Joelle
err分享
err收藏
Is idiosyncratic volatility priced in commodity futures markets?
errINTERNATIONAL REVIEW OF FINANCIAL ANALYSIS
IF9.8
err2016-07-01
err18
errOAAI
errFernandez-Perez, Adrian; Fuertes, Ana-Maria; Miffre, Joelle
err分享
err收藏
Commodity risks and the cross-section of equity returns
errBRITISH ACCOUNTING REVIEW
IF9.4
err2016-06-01
err7
errOAAI
errBrooks, Chris; Fernandez-Perez, Adrian; Miffre, Joelle; Nneji, Ogonna
err分享
err收藏
Long-short commodity investing: A review of the literature
errJOURNAL OF COMMODITY MARKETS
IF4.5
err2016-03-01
err35
PREAI
errMiffre, Joelle
err分享
err收藏
Idiosyncratic volatility and the pricing of poorly-diversified portfolios
errINTERNATIONAL REVIEW OF FINANCIAL ANALYSIS
IF9.8
err2013-12-01
err8
errOAAI
errMiffre, Joelle; Brooks, Chris; Li, Xiafei
err分享
err收藏
Do long-short speculators destabilize commodity futures markets?
errINTERNATIONAL REVIEW OF FINANCIAL ANALYSIS
IF9.8
err2013-12-01
err35
errOAAI
errMiffre, Joelle; Brooks, Chris
err分享
err收藏
Capturing the risk premium of commodity futures: The role of hedging pressure
errJOURNAL OF BANKING & FINANCE
IF3.8
err2013-07-01
err120
PREAI
errBasu, Devraj; Miffre, Joelle
err分享
err收藏
Tactical allocation in commodity futures markets: Combining momentum and term structure signals
errJOURNAL OF BANKING & FINANCE
IF3.8
err2010-10-01
err127
errOAAI
errFuertes, Ana-Maria; Miffre, Joelle; Rallis, Georgios
err分享
err收藏
Momentum profits and time-varying unsystematic risk
errJOURNAL OF BANKING & FINANCE
IF3.8
err2008-04-01
err45
errOAAI
errLi, Xiafei; Miffre, Joelle; Brooks, Chris; O'Sullivan, Niall
err分享
err收藏
Momentum strategies in commodity futures markets
errJOURNAL OF BANKING & FINANCE
IF3.8
err2007-06-01
err278
PREAI
errMiffre, Joelle; Rallis, Georgios
err分享
err收藏

研究方向

暂时未获取到该数据
合作学者
合作期刊
R
Robert W. Faff
H 指数: 62 · 论文数: 650
C
Chris Brooks
H 指数: 54 · 论文数: 509
B
Bart Frijns
H 指数: 31 · 论文数: 192
D
Devraj Basu
H 指数: 31 · 论文数: 270
A
Ana-Marı́a Fuertes
H 指数: 31 · 论文数: 155
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