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~isPartOf:"Economics and finance working paper series"
~subject:"Kapitaleinkommen"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Working Paper"
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Kapitaleinkommen
Efficient market hypothesis
16
Effizienzmarkthypothese
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Börsenkurs
9
Share price
9
Capital income
8
Aktienmarkt
6
Efficient Market Hypothesis
6
Stock market
6
trading strategy
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Anlageverhalten
4
Behavioural finance
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Calendar effect
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Kalendereffekt
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Theorie
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Theory
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Time series analysis
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anomaly
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Cointegration
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Estimation
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Kointegration
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Schätzung
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Financial market
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Finanzmarkt
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Greece
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Griechenland
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Long memory
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Portfolio selection
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Portfolio-Management
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USA
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United States
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abnormal returns
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contrarian strategy
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overreaction hypothesis
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t-test
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trading robot
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1998-2004
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Aufsatz in Zeitschrift
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Caporale, Guglielmo Maria
8
Gil-Alaña, Luis A.
6
Plastun, Alex
5
Babalos, Vassilios
1
Balparda, Borja
1
Kostakis, Alexandros
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Makarenko, Inna
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Philippas, Nikolaos
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Economics and finance working paper series
Journal of financial economics
26
Journal of banking & finance
20
Finance research letters
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International review of financial analysis
19
International review of economics & finance : IREF
18
The European journal of finance
16
Applied economics letters
15
International journal of economics and finance
15
Review of quantitative finance and accounting
15
Pacific-Basin finance journal
14
Applied economics
12
Research in international business and finance
12
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
11
Journal of international financial markets, institutions & money
10
The journal of finance : the journal of the American Finance Association
10
International journal of economics and financial issues : IJEFI
9
Investment management and financial innovations
9
Journal of empirical finance
9
Journal of financial markets
9
Management science : journal of the Institute for Operations Research and the Management Sciences
9
Working paper / National Bureau of Economic Research, Inc.
9
Applied financial economics
8
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
8
Journal of risk and financial management : JRFM
8
Afro-Asian Journal of Finance and Accounting : AAJFA
7
Journal of accounting & economics
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Managerial finance
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Emerging markets review
6
European financial management : the journal of the European Financial Management Association
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Financial markets and portfolio management
6
International journal of financial research
6
Journal of economic behavior & organization : JEBO
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Journal of economics and finance
6
The North American journal of economics and finance : a journal of financial economics studies
6
CFS working paper series
5
Computational economics
5
Economics letters
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Global business review
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ECONIS (ZBW)
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1
Is there a Friday effect in financial markets?
Caporale, Guglielmo Maria
;
Plastun, Alex
-
2017
Persistent link: https://www.econbiz.de/10011631091
Saved in:
2
The weekend effect : an exploitable anomaly in the Ukrainian stock market?
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2015
Persistent link: https://www.econbiz.de/10010520749
Saved in:
3
Long-term price overreactions : are markets inefficient?
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2015
Persistent link: https://www.econbiz.de/10010520828
Saved in:
4
The Kenyan stock market : inefficiency, long memory, persistence and anomalities in the NSE-20
Balparda, Borja
;
Caporale, Guglielmo Maria
;
Gil-Alaña, …
-
2015
Persistent link: https://www.econbiz.de/10010527181
Saved in:
5
Intraday anomalies and market efficiency : a trading robot analysis
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2014
Persistent link: https://www.econbiz.de/10010348409
Saved in:
6
Short-term price overreactions : identification, testing, exploitation
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2014
Persistent link: https://www.econbiz.de/10010431600
Saved in:
7
Long memory in the Ukrainian stock market
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2013
Persistent link: https://www.econbiz.de/10009731962
Saved in:
8
Testing for persistence in mutual fund performance and the ex post verification problem : evidence from the Greek market
Babalos, Vassilios
;
Caporale, Guglielmo Maria
; …
-
2007
Persistent link: https://www.econbiz.de/10003410801
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