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~isPartOf:"Applied economics"
~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"Journal of empirical finance"
~isPartOf:"The journal of investing"
~subject:"Volatilität"
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ECONIS (ZBW)
94
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1
Pairs trading : does volatility timing matter?
Huck, Nicolas
- In:
Applied economics
47
(
2015
)
55/57
,
pp. 6239-6256
Persistent link: https://www.econbiz.de/10011381294
Saved in:
2
Mesdames et Messieurs, momentum performance is not so abnormal after all!
Galariotis, Emilios
- In:
Applied economics
45
(
2013
)
25/27
,
pp. 3871-3879
Persistent link: https://www.econbiz.de/10010345846
Saved in:
3
What can rational investors do about excessive volatility and sentiment fluctuations?
Dumas, Bernard J.
;
Kurshev, Alexander
;
Uppal, Raman
-
2005
Persistent link: https://www.econbiz.de/10003294322
Saved in:
4
Volatility timing, sentiment, and the short-term profitability of VIX-based cross-sectional trading strategies
Ding, Wenjie
;
Mazouz, Khelifa
;
Wang, Qingwei
- In:
Journal of empirical finance
63
(
2021
),
pp. 42-56
Persistent link: https://www.econbiz.de/10013258724
Saved in:
5
Investor sentiment and risk appetite of real estate security market
Hui, Eddie Chi Man
;
Zheng, Xian
;
Wang, Hui
- In:
Applied economics
45
(
2013
)
19/21
,
pp. 2801-2807
Persistent link: https://www.econbiz.de/10010189350
Saved in:
6
Optimal trading strategies for Lévy-driven Ornstein-Uhlenbeck processes
Endres, Sylvia
;
Stübinger, Johannes
- In:
Applied economics
51
(
2019
)
29
,
pp. 3153-3169
Persistent link: https://www.econbiz.de/10012196804
Saved in:
7
Size matters: tail risk, momentum, and trend following in international equity portfolios
Clare, Andrew D.
;
Seaton, James
;
Smith, Peter N.
; …
- In:
The journal of investing
26
(
2017
)
3
,
pp. 53-64
Persistent link: https://www.econbiz.de/10011736548
Saved in:
8
Isolating momentum crashes
Dierkes, Maik
;
Krupski, Jan
- In:
Journal of empirical finance
66
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013370567
Saved in:
9
Time series momentum and reversal : intraday information from realized semivariance
Liu, Zhenya
;
Lu, Shanglin
;
Li, Bo
;
Wang, Shixuan
- In:
Journal of empirical finance
72
(
2023
),
pp. 54-77
Persistent link: https://www.econbiz.de/10014476799
Saved in:
10
Are cryptocurrencies a safe haven for stock investors? : a regime-switching approach
Li, Leon
;
Miu, Peter
- In:
Journal of empirical finance
70
(
2023
),
pp. 367-385
Persistent link: https://www.econbiz.de/10014423734
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