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~accessRights:"free"
~isPartOf:"Economics and finance working paper series"
~person:"Caporale, Guglielmo Maria"
~person:"Lettau, Martin"
~subject:"Aktienmarkt"
~subject:"Kapitaleinkommen"
~subject:"Risk"
~subject:"VAR-GARCH model"
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Aktienmarkt
Kapitaleinkommen
Risk
VAR-GARCH model
Anlageverhalten
6
Behavioural finance
6
Börsenkurs
6
Share price
6
Capital income
5
Portfolio selection
5
Portfolio-Management
5
Efficient Market Hypothesis
4
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abnormal returns
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Caporale, Guglielmo Maria
Lettau, Martin
Plastun, Alex
6
Gil-Alaña, Luis A.
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Economics and finance working paper series
CESifo working papers
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ECONIS (ZBW)
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Long-term price overreactions : are markets inefficient?
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2015
Persistent link: https://www.econbiz.de/10010520828
Saved in:
2
Short-term price overreactions : identification, testing, exploitation
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2014
Persistent link: https://www.econbiz.de/10010431600
Saved in:
3
Price overreactions in the cryptocurrency market
Caporale, Guglielmo Maria
;
Plastun, Alex
-
2018
Persistent link: https://www.econbiz.de/10011995547
Saved in:
4
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:
5
Price gaps : another market anomaly?
Caporale, Guglielmo Maria
;
Plastun, Alex
-
2016
Persistent link: https://www.econbiz.de/10011539676
Saved in:
6
Price overreactions in the FOREX and trading strategies
Caporale, Guglielmo Maria
;
Plastun, Alex
-
2019
Persistent link: https://www.econbiz.de/10011996356
Saved in:
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