Portfolio Analysis of Intraday Covariance Matrix in the Greek Equity Market
Year of publication: |
2015
|
---|---|
Authors: | Vortelinos, Dimitrios I. |
Publisher: |
[2015]: [S.l.] : SSRN |
Subject: | Griechenland | Greece | Portfolio-Management | Portfolio selection | Aktienmarkt | Stock market | Kapitaleinkommen | Capital income |
Description of contents: | Abstract [papers.ssrn.com] |
Extent: | 1 Online-Ressource |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Research in International Business and Finance, Vol. 27, pp. 66-79, 2013 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments January 21, 2012 erstellt Volltext nicht verfügbar |
Classification: | G11 - Portfolio Choice ; G14 - Information and Market Efficiency; Event Studies |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Cross-sectional analysis of stock returns in Athens Stock Exchange for the period 2004-2011
Svingou, Argiro, (2013)
-
Implied rates of return, the discount rate effect, and market risk premia
Breuer, Wolfgang, (2010)
-
Return and risk-return ratio based momentum strategies : a fresh perspective
Chia Rui Ming Daryl, (2013)
- More ...
-
Economic news releases and financial markets in South Africa
Gillas, Konstantinos Gkillas, (2019)
-
The properties of realized correlation : evidence from the French, Germand and Greek equity markets
Vortelinos, Dimitrios I., (2010)
-
The effect of macro news on volatility and jumps
Vortelinos, Dimitrios I., (2015)
- More ...