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Pump up the volume: income risk and counter-cyclical asset trading
Sarolli, Gian Domenico - In: Eastern economic journal 42 (2016) 4, pp. 594-610
Persistent link: https://www.econbiz.de/10012238615
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Multivariate GARCH with dynamic beta
Raddant, Matthias; Wagner, Friedrich - In: The European journal of finance 28 (2022) 13/15, pp. 1324-1343
Persistent link: https://www.econbiz.de/10013532205
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Trading volume, anomaly returns and noise trader risk in China
Han, Chunmao; Zhang, Wei - In: Pacific-Basin finance journal 84 (2024), pp. 1-28
Persistent link: https://www.econbiz.de/10014534538
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The role of trading volume in forecasting market risk
Slim, Skander - In: Inventi impact: international trade (2016) 3, pp. 169-181
Persistent link: https://www.econbiz.de/10011567980
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Dynamic trading volume
Guasoni, Paolo; Weber, Marko - In: Mathematical finance : an international journal of … 27 (2017) 2, pp. 313-349
Persistent link: https://www.econbiz.de/10011752488
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Existence of price pressures surrounding annual changes in the "dogs of the dow" portfolio
Lin, Eric C.; Kuhle, James L.; Xu, Helen - In: Research in finance 34 (2018), pp. 41-56
Persistent link: https://www.econbiz.de/10011956418
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Understanding intraday momentum strategies
Rosa, Carlo - In: The journal of futures markets 42 (2022) 12, pp. 2218-2234
Persistent link: https://www.econbiz.de/10013465878
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A model for a large investor trading at market indifference prices : I: single-period case
Bank, Peter; Kramkov, Dmitry - In: Finance and stochastics 19 (2015) 2, pp. 449-472
Persistent link: https://www.econbiz.de/10011418186
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The general structure of optimal investment and consumption with small transaction costs
Kallsen, Jan; Muhle-Karbe, Johannes - 2013
We investigate the general structure of optimal investment and consumption with small proportional transaction costs. For a safe asset and a risky asset with general continuous dynamics, traded with random and time-varying but small transaction costs, we derive simple formal asymptotics for the...
Persistent link: https://www.econbiz.de/10009750631
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Trust and trading volume
Kim, Taejin - In: Economics letters 207 (2021), pp. 1-4
Persistent link: https://www.econbiz.de/10013169264