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Be greedy when others are fearful : evidence from a two-decade assessment of the NDX 100 and S&P 500 indexes
Day, Min-Yuh; Ni, Yensen - In: International review of financial analysis 90 (2023), pp. 1-13
Persistent link: https://www.econbiz.de/10014468853
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Temporal aggregation of the Aumann-Serrano and Foster-Hart performance indexes
Hodoshima, Jiro; Yamawake, Toshiyuki - In: International review of financial analysis 83 (2022), pp. 1-13
Persistent link: https://www.econbiz.de/10013454995
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Harnessing the power of real-time forum opinion : unveiling its impact on stock market dynamics using intraday high-frequency data in China
Tang, Zhenpeng; Lin, Qiaofeng; Cai, Yi; Chen, Kaijie; … - In: International review of financial analysis 93 (2024), pp. 1-18
Persistent link: https://www.econbiz.de/10014543482
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Parameter estimation risk in asset pricing and risk management : a Bayesian approach
Tunaru, Radu; Zheng, Teng - In: International review of financial analysis 53 (2017), pp. 80-93
Persistent link: https://www.econbiz.de/10011877849
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Is gold a Sometime Safe Haven or an Always Hedge for equity investors? : a Markov-Switching CAPM approach for US and UK stock indices
He, Zhen; O'Connor, Fergal A.; Thijssen, Jacco J. J. - In: International review of financial analysis 60 (2018), pp. 30-37
Persistent link: https://www.econbiz.de/10012007458
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Multiple-days-ahead value-at-risk and expected shortfall forecasting for stock indices, commodities and exchange rate : inter-day versus intra-day data
Degiannakis, Stavros; Potamia, Artemis - In: International review of financial analysis 49 (2017), pp. 176-190
Persistent link: https://www.econbiz.de/10011741290
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Index tracking and beta arbitrage effects in comovement
Liao, Yixin; Coakley, Jerry; Kellard, Neil - In: International review of financial analysis 83 (2022), pp. 1-9
Persistent link: https://www.econbiz.de/10013461660
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Forecasting implied volatility risk indexes : international evidence using Hammerstein-ARX approach
Tissaoui, Kais - In: International review of financial analysis 64 (2019), pp. 232-249
Persistent link: https://www.econbiz.de/10012208480
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Predicting stock returns : a risk measurement perspective
Dai, Zhifeng; Kang, Jie; Wen, Fenghua - In: International review of financial analysis 74 (2021), pp. 1-14
Persistent link: https://www.econbiz.de/10012803806
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Predicting equity premium using news-based economic policy uncertainty : not all uncertainty changes are equally important
Nonejad, Nima - In: International review of financial analysis 77 (2021), pp. 1-20
Persistent link: https://www.econbiz.de/10012805880