Narrow search
Showing 1 - 10 of 55
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
Bank credit tightening, debt market frictions and corporate yield spread
Massa, Massimo; Zhang, Lei - 2015
Persistent link: https://www.econbiz.de/10010533079
Cover Image
Diversification and risk management : what volatility tells us
Goldwhite, Paul - In: The journal of investing 18 (2009) 3, pp. 40-48
Persistent link: https://www.econbiz.de/10003894374
Cover Image
Dynamic relations between order imbalance, volatility and return of top gainers
Su, Yong-chern; Huang, Han-Ching; Lin, Shiue-Fang - In: Applied economics 44 (2012) 10/12, pp. 1509-1519
Persistent link: https://www.econbiz.de/10009525251
Cover Image
Investor behavior under changing market volatility
Daviou, Agustín; Paraschiv, Florentina - In: The journal of investing 23 (2014) 2, pp. 96-113
Persistent link: https://www.econbiz.de/10011313422