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ssrn: 521674
scopus: 8648653900

Zwart, G.J. de

(Gerben de Zwart)


strategy market portfolio return earning currency forecast investment stock information analyst exchange investment degree journal equity result period table value growth earnings forecasts trading model month finance degree country performance portfolio formation sample sharpe ratio investor commitment chartist revision earnings revisions capital error factor earnings forecast errors momentum earnings growth stock selection strategies number currency markets evidence bottom percent analysis formation value stocks selection figure level prof.dr 0.01 money sharpe ratios sharpe ratio regression market currencies / journal bottom portfolios research index interest explanation distribution 0.02 equity funds panel difference signal statistic promotor trading rules inflation exchange rates equally-weighted




7 Most Recent Publications

The economic value of fundamental and technical information in emerging currency markets (Article)
Zwart, G.J. de Markwat, T.D. Swinkels, L.A.P. Dijk, D.J.C. van
2009-06-01
Empirical Studies on Financial Markets: Private Equity, Corporate Bonds and Emerging Markets (Doctoral Thesis)
Zwart, G.J. de
2008-06-26
The Inefficient Use of Macroeconomic Information in Analysts' Earnings Forecasts in Emerging Markets (Research Paper)
Zwart, G.J. de Dijk, D.J.C. van
2008-03-03
A Recommitment Strategy for Long Term Private Equity Fund Investors (Research Paper)
Zwart, G.J. de Frieser, B. Dijk, D.J.C. van
2007-12-24
The Economic Value of Fundamental and Technical Information in Emerging Currency Markets (Research Paper)
Zwart, G.J. de Markwat, T.D. Swinkels, L.A.P. Dijk, D.J.C. van
2007-12-21
The success of stock selection strategies in emerging markets: Is it risk or behavioral bias? (Article)
Hart, J.M. van der Dijk, D.J.C. van Zwart, G.J. de
2005-09-01
The Success Of Stock Selection Strategies In Emerging Markets: Is It Risk Or Behavioral Bias? (Research Paper)
Hart, J. van der Zwart, G.J. de Dijk, D.J.C. van
2005-03-29