Market timing and statistical arbitrage : which market timing opportunities arise from equity price busts coinciding with recessions? : the Swedish stock market in the financial crises 2008
Year of publication: |
2011
|
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Authors: | Grobys, Klaus |
Published in: |
Journal of applied finance & banking. - Christchurch, New Zealand : Scientific Press International Limited, ISSN 1792-6599, ZDB-ID 2614242-9. - Vol. 1.2011, 1, p. 53-81
|
Subject: | Schweden | Sweden | Finanzkrise | Financial crisis | Aktienmarkt | Stock market | Konjunktur | Business cycle | Börsenkurs | Share price | Arbitrage |
Extent: | graph. Darst. |
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Type of publication: | Article |
Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | hdl:10419/49033 [Handle] |
Classification: | C13 - Estimation ; C22 - Time-Series Models ; G11 - Portfolio Choice ; G12 - Asset Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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