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~subject:"Estimation"
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Search: subject:"market inefficiency"
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Estimation
market inefficiency
30
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Efficient market hypothesis
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heterogeneous innovations
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Abate, Guido
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Karn Arodh Lal
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Li, Jing
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Miller, Norman C.
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International review of economics & finance : IREF
1
Investment management and financial innovations
1
Journal of global information management : an official publication of the Information Resources Management Association
1
Journal of international financial markets, institutions & money
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ECONIS (ZBW)
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A futures pricing model with long-term and short-term traders
Gao, Bin
;
Xie, Jun
;
Jia, Yun
- In:
International review of economics & finance : IREF
64
(
2019
),
pp. 9-28
Persistent link: https://www.econbiz.de/10012322219
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2
Dispersion trading : an empirical analysis on the S&P 100 options
Ferrari, Pierpaolo
;
Poy, Gabriele
;
Abate, Guido
- In:
Investment management and financial innovations
16
(
2019
)
1
,
pp. 178-188
Persistent link: https://www.econbiz.de/10012056045
Saved in:
3
News sentiment incorporation in real-time trading : alpha testing the event trading strategy in HFT
Karn Arodh Lal
;
Ye, Qiang
;
Rakshha Kumari Karna
;
Wang, …
- In:
Journal of global information management : an official …
26
(
2018
)
4
,
pp. 18-35
Persistent link: https://www.econbiz.de/10011940297
Saved in:
4
Foreign exchange
market
inefficiency
and exchange rate anomalies
Li, Jing
;
Miller, Norman C.
- In:
Journal of international financial markets, …
34
(
2015
),
pp. 311-320
Persistent link: https://www.econbiz.de/10011474591
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