Narrow search
Showing 1 - 10 of 154
Cover Image
A new investor sentiment indicator (ISI) based on artificial intelligence : a powerful return predictor in China
Ruan, Qingsong; Wang, Zilin; Zhou, Yaping; Lv, Dayong - In: Economic modelling 88 (2020), pp. 47-58
Persistent link: https://www.econbiz.de/10012416839
Cover Image
Investment horizons, cash flow news, and the profitability of momentum and reversal strategies in the Chinese stock market
Gang, Jianhua; Qian, Zongxin; Xu, Tiange - In: Economic modelling 83 (2019), pp. 364-371
Persistent link: https://www.econbiz.de/10012206416
Cover Image
Arbitrage and leverage strategies in bubbles under synchronization risks and noise-trader risks
Tan, Senren; Zhuo, Jin; Wu, Fuke - In: Economic modelling 49 (2015), pp. 331-343
Persistent link: https://www.econbiz.de/10011439593
Cover Image
Measuring the speed of convergence of stock prices : a nonparametric and nonlinear approach
Kim, Hyeongwoo; Ryu, Deockhyun - In: Economic modelling 51 (2015), pp. 227-241
Persistent link: https://www.econbiz.de/10011475887
Cover Image
Mental accounts with horizon and asymmetry preferences
Hübner, Georges; Lejeune, Thomas - In: Economic modelling 103 (2021), pp. 1-13
Persistent link: https://www.econbiz.de/10013163929
Cover Image
Alpha decay and Sharpe ratio : two measures of investor performance
Guo, Ming; Ou-Yang, Hui - In: Economic modelling 104 (2021), pp. 1-16
Persistent link: https://www.econbiz.de/10013163977
Cover Image
Expectile CAPM
Hu, Wei; Zheng, Zhenlong - In: Economic modelling 88 (2020), pp. 386-397
Persistent link: https://www.econbiz.de/10012417246
Cover Image
Portfolio diversification benefits of Islamic investors with their major trading partners : evidence from Malaysia based on MGARCH-DCC and wavelet approaches
Rahim, Adam Mohamed; Masih, Mansur - In: Economic modelling 54 (2016), pp. 425-438
Persistent link: https://www.econbiz.de/10011642223
Cover Image
Generalized asset pricing : Expected Downside Risk-based equilibrium modeling
Ormos, Mihály; Timotity, Dusán - In: Economic modelling 52 (2016), pp. 967-980
Persistent link: https://www.econbiz.de/10011643117
Cover Image
Does religious faith affect household financial market participation? : evidence from China
Yang, Yang; Zhang, Cheng; Yan, Yu - In: Economic modelling 83 (2019), pp. 42-50
Persistent link: https://www.econbiz.de/10012204452