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~language:"eng"
~person:"Brooks, Robert"
~person:"Lien, Da-hsiang Donald"
~person:"Wright, Jonathan H."
~subject:"Effizienzmarkthypothese"
~subject:"Schätzung"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject:"Derivat <Wertpapier>"
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Effizienzmarkthypothese
Schätzung
Derivat
61
Derivative
61
Hedging
37
Theorie
32
Theory
32
USA
12
United States
12
Estimation
7
Australia
6
Australien
6
Commodity derivative
6
Rohstoffderivat
6
Index futures
5
Index-Futures
5
Portfolio selection
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Portfolio-Management
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Volatility
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Volatilität
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Börsenkurs
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China
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Efficient market hypothesis
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Wertpapierhandel
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1990-1998
2
Aktienindex
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Aktienmarkt
2
Arbitrage
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2
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Aufsatz in Zeitschrift
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Brooks, Robert
Lien, Da-hsiang Donald
Wright, Jonathan H.
Miffre, Joëlle
5
Procasky, William J.
4
Richardson, Matthew
4
Tse, Yiu Kuen
4
Tse, Yiuman
4
Ap Gwilym, Owain
3
Boudoukh, Jacob
3
Chen, Ren-Raw
3
Debasish, Sathya Swaroop
3
Floros, Christos
3
López Herrera, Francisco
3
Santillán Salgado, Roberto Joaquín
3
Wang, George H. K.
3
Wang, Yudong
3
Whitelaw, Robert F.
3
Arakelyan, Armen
2
Balbás de la Corte, Alejandro
2
Barone-Adesi, Giovanni
2
Bartram, Söhnke M.
2
Booth, G. Geoffrey
2
Brockman, Paul
2
Chan, Wai-Sum
2
Consuegra, Meliyara
2
Dunbar, Kwamie
2
Faff, Robert W.
2
Frino, Alex
2
García-Verdugo Sales, Javier
2
Gouriéroux, Christian
2
Haugom, Erik
2
Heaney, Richard A.
2
Hu, May
2
Ignatieva, Ekaterina
2
Inani, Sarveshwar Kumar
2
Irwin, Scott H.
2
Karolyi, G. Andrew
2
Kenourgios, Dimitris F.
2
Kumar, Atul
2
Lee, Chien-chiang
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Australian economic papers
2
Advances in investment analysis and portfolio management : a research annual
1
Applied financial economics
1
International journal of financial markets and derivatives
1
International review of economics & finance : IREF
1
Journal of empirical finance
1
Review of Pacific Basin financial markets and policies
1
The journal of futures markets
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ECONIS (ZBW)
9
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1
Smooth volatility shifts and spillovers in U.S. crude oil and corn futures markets
Teterin, Pavel
;
Brooks, Robert
;
Enders, Walter
- In:
Journal of empirical finance
38
(
2016
),
pp. 22-36
Persistent link: https://www.econbiz.de/10011663220
Saved in:
2
Convergence to efficiency in FTSE-100 futures market
Lien, Da-hsiang Donald
;
Xiang, Ju
- In:
International journal of financial markets and derivatives
1
(
2010
)
3
,
pp. 243-257
Persistent link: https://www.econbiz.de/10008665689
Saved in:
3
Return autocorrelations on individual stocks and corresponding futures : evidence from Australian, Hong Kong, and United Kingdom markets
Lien, Da-hsiang Donald
;
Li, Yang
- In:
Review of Pacific Basin financial markets and policies
7
(
2004
)
3
,
pp. 397-422
Persistent link: https://www.econbiz.de/10002229060
Saved in:
4
Contract settlement specification and price discovery : empirical evidence in Australia individual share futures market
Lien, Da-hsiang Donald
;
Li, Yang
- In:
International review of economics & finance : IREF
12
(
2003
)
4
,
pp. 495-512
Persistent link: https://www.econbiz.de/10001891955
Saved in:
5
A note on the length effect of futures hedging
Lien, Da-hsiang Donald
;
Tse, Yiu Kuen
- In:
Advances in investment analysis and portfolio …
7
(
2000
),
pp. 131-143
Persistent link: https://www.econbiz.de/10001542589
Saved in:
6
Hedging downside risk with futures contracts
Lien, Da-hsiang Donald
;
Tse, Yiu Kuen
- In:
Applied financial economics
10
(
2000
)
2
,
pp. 163-170
Persistent link: https://www.econbiz.de/10001526213
Saved in:
7
Hedging time-varying downside risk
Lien, Da-hsiang Donald
- In:
The journal of futures markets
18
(
1998
)
6
,
pp. 705-722
Persistent link: https://www.econbiz.de/10001249191
Saved in:
8
Forecast error and social loss approaches to testing the efficiency of Australian financial futures
Brooks, Robert
- In:
Australian economic papers
35
(
1996
)
66
,
pp. 132-140
Persistent link: https://www.econbiz.de/10001210680
Saved in:
9
A social loss approach to testing the efficiency of Australian financial futures
Brooks, Robert
- In:
Australian economic papers
30
(
1991
)
57
,
pp. 192-201
Persistent link: https://www.econbiz.de/10001134159
Saved in:
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