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Openness endangers your wealth : noise trading and the big five
Kleine, Jens; Wagner, Niklas F.; Weller, Tim - In: Finance research letters 16 (2016), pp. 239-247
Persistent link: https://www.econbiz.de/10011656203
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Heterogeneous trading behaviors of individual investors : a deep clustering approach
Hwang, Yoontae; Park, Junpyo; Kim, Jang Ho; Lee, Yongjae; … - In: Finance research letters 65 (2024), pp. 1-11
While individual investors may have more diverse preferences and trading behavior than institutional investors due to their lack of professional education, many studies tend to lump individual investors together or classify them by socio-demographic characteristics. We conducted an empirical...
Persistent link: https://www.econbiz.de/10014552073
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Do sanctions trigger financial crises?
Shchepeleva, Maria; Stolbov, Michail I.; Weill, Laurent - In: Finance research letters 64 (2024), pp. 1-9
Persistent link: https://www.econbiz.de/10014531755
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Herding behavior in exploring the predictability of price clustering in cryptocurrency market
Hachicha, Fatma; Masmoudi, Afif; Abid, Ilyes; Obeid, Hassan - In: Finance research letters 57 (2023), pp. 1-8
Persistent link: https://www.econbiz.de/10014526672
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A realized EGARCH-MIDAS model with higher moments
Wu, Xinyu; Xie, Haibin - In: Finance research letters 38 (2021), pp. 1-11
Persistent link: https://www.econbiz.de/10012485028
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Regime changes in Bitcoin GARCH volatility dynamics
Ardia, David; Bluteau, Keven; Rüede, Maxime - In: Finance research letters 29 (2019), pp. 266-271
Persistent link: https://www.econbiz.de/10012419095
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Forecasting realized variance using asymmetric HAR model with time-varying coefficients
Wu, Xinyu; Hou, Xinmeng - In: Finance research letters 30 (2019), pp. 89-95
Persistent link: https://www.econbiz.de/10012420297
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Comparison of range-based volatility estimators against integrated volatility in European emerging markets
Arnerić, Josip; Matković, Mario; Sorić, Petar - In: Finance research letters 28 (2019), pp. 118-124
Persistent link: https://www.econbiz.de/10012388033
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Efficient estimation of expected stock price returns
Madan, Dilip B. - In: Finance research letters 23 (2017), pp. 31-38
Persistent link: https://www.econbiz.de/10011808349
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Estimating volatility persistence under a Brexit-vote structural break
Adesina, Tola - In: Finance research letters 23 (2017), pp. 65-68
Persistent link: https://www.econbiz.de/10011808359