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~isPartOf:"Bank of Greece Working Paper"
~isPartOf:"International business and economics research journal"
~isPartOf:"The journal of futures markets"
~subject:"Großbritannien"
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Bank of Greece Working Paper
International business and economics research journal
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An Alternative Methodological Approach to Assess the Predictive Performance of the Moving Average Trading Rule in Financial Markets : Application to the London Stock Exchange
2022
In this work a modification of the Box-Tiao methodology for the assessment of the impact of external events on time series is proposed as an alternative statistical approach of assessing the predictive performance of the moving average trading rule in financial markets. With the proposed...
Persistent link: https://www.econbiz.de/10013404353
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2
Value investing : international comparison
Beukes, Anna
- In:
International business and economics research journal
10
(
2011
)
5
,
pp. 1-9
Persistent link: https://www.econbiz.de/10009315166
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3
Individual analysts' earnings forecasts : evidence for overreaction in the UK stock market
Kenourgios, Dimitris F.
;
Pavlidis, Nikolaos
- In:
International business and economics research journal
3
(
2004
)
9
,
pp. 95-106
Persistent link: https://www.econbiz.de/10002424961
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4
Risk-return relationships in foreign-currency futures following macroeconomic announcements
Han, Li-ming
;
Ozocak, Onem
- In:
The journal of futures markets
22
(
2002
)
8
,
pp. 729-764
Persistent link: https://www.econbiz.de/10001696670
Saved in:
5
Approximation for convenience yield in commodity futures pricing
Heaney, Richard A.
- In:
The journal of futures markets
22
(
2002
)
10
,
pp. 1005-1017
Persistent link: https://www.econbiz.de/10001696772
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