Showing 1 - 10 of 41
Persistent link: https://www.econbiz.de/10003903328
Persistent link: https://www.econbiz.de/10003903354
Persistent link: https://www.econbiz.de/10003905955
Persistent link: https://www.econbiz.de/10003458050
Persistent link: https://www.econbiz.de/10003458109
Persistent link: https://www.econbiz.de/10003458385
Persistent link: https://www.econbiz.de/10003458386
Persistent link: https://www.econbiz.de/10003376067
Persistent link: https://www.econbiz.de/10009306744
In this study, we analyze the portfolio allocation based on time asymmetry of stock characteristics. In particular, we analyzed the empirical data of changes in financial stock prices during the day period and during the night period and have found that characteristics such as mean and variance...
Persistent link: https://www.econbiz.de/10010474316