Similar Search Results

The impact of fallen angels on investment grade corporate bonds portfolios : evidence from the European market

Bolognesi, Enrica; Ferro, Marianna; Zuccheri, Andrea - In: International journal of finance & economics : IJFE 19 (2014) 4, pp. 267-278

Persistent link: https://www.econbiz.de/10010471904

Uniform testing and portfolio strategies for single and multifactor asset pricing models in the Pacific Basin markets

Chen, An-sing; Fang, Shih-chuan - In: Applied economics 41 (2009) 13/15, pp. 1951-1963

Persistent link: https://www.econbiz.de/10003862780

Drivers of expected returns in Istanbul stock exchange : Fama-French factors and coskewness

Mısırlı, E. Ulas; Alper, C. Emre - In: Applied economics 41 (2009) 19/21, pp. 2619-2633

Persistent link: https://www.econbiz.de/10003886273

International value versus growth : evidence from stochastic dominance analysis

Abhyankar, Abhay; Ho, Keng-Yu; Zhao, Huainan - In: International journal of finance & economics : IJFE 14 (2009) 3, pp. 222-232

Persistent link: https://www.econbiz.de/10003901041

Risk aversion, order strategy and price formation

Wang, Ming-Chang; Zu, Lon-Ping; Kuo, Chau-jung - In: Applied economics 42 (2010) 4/6, pp. 627-640

This article provides a model of order-submission strategy and price formation by analysing the optimal behaviour of risk-averse uninformed traders. According to our inference, the market dynamically adjusts the bid/ask at any moment to generate enough price improvement return in order to cover...

Persistent link: https://www.econbiz.de/10003952148

Consumption, money and excess returns

Schmeling, Maik - In: Applied economics 43 (2011) 19/21, pp. 2559-2563

Persistent link: https://www.econbiz.de/10009379690

The role of sentiment in global risk premia

Keiber, Karl Ludwig; Samyschew, Helene - In: Applied economics 47 (2015) 19/21, pp. 2073-2091

Persistent link: https://www.econbiz.de/10010513348

Market overreaction and investment strategies

Han, Chulwoo; Hwang, Soosung; Ryu, Doojin - In: Applied economics 47 (2015) 52/54, pp. 5868-5885

Persistent link: https://www.econbiz.de/10011348836

New evidence on determinants of price momentum in the Japanese stock market

Teplova, Tamara V.; Mikova, Evgeniya - In: Research in international business and finance 34 (2015), pp. 84-109

Persistent link: https://www.econbiz.de/10011325752

Can advanced markets help diversify risks in frontier stock markets? : evidence from Gulf Arab stock markets

Demirer, Rıza - In: Research in international business and finance 29 (2013), pp. 77-98

Persistent link: https://www.econbiz.de/10009759908

1
2
3
4
5
6
7
8
9
10
Next
Last