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

International value versus growth : evidence from stochastic dominance analysis

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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

Market overreaction and investment strategies

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

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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

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

Performance of moving average trading strategies over varying stock market conditions : the Finnish evidence

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Persistent link: https://www.econbiz.de/10010417139

Is idiosyncratic volatility priced in cryptocurrency markets?

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A portfolio construction framework using LSTM-based stock markets forecasting

Cipiloglu Yildiz, Zeynep; Yildiz, Selim Baha - In: International journal of finance & economics : IJFE 27 (2022) 2, pp. 2356-2366

Persistent link: https://www.econbiz.de/10013184892