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~isPartOf:"Applied economics"
~subject:"Anlageverhalten"
~subject:"Portfolio selection"
~subject:"Share price"
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Anlageverhalten
Portfolio selection
Share price
CAPM
96
Capital income
55
Kapitaleinkommen
55
Theorie
53
Theory
53
Devisenmarkt
49
Foreign exchange market
49
Estimation
45
Schätzung
45
Portfolio-Management
33
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30
Volatility
25
Volatilität
25
Aktienmarkt
24
Risikoprämie
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Risk premium
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Risiko
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Betafaktor
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asset pricing
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Cointegration
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10
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Zaremba, Adam
3
Atilgan, Yigit
2
Demirtas, K. Ozgur
2
Fabozzi, Frank J.
2
Grobys, Klaus
2
Gunaydin, A. Doruk
2
Kim, Saejoon
2
Li, Daye
2
Marshall, Cara M.
2
Wei, Xu
2
Ahmed, Abdullahi Dahir
1
Alles, Lakshman
1
Alper, C. Emre
1
Ayadi, Ahmed
1
Babalos, Vassilios
1
Batten, Jonathan A.
1
Bhaduri nee Chakraborty, Nilanjana
1
Blau, Benjamin
1
Bollen, Bernard
1
Boryniec, Thomas
1
Casteuble, Cécile
1
Chakraborty, Madhumita
1
Chen, An-sing
1
Chen, Andrew H.
1
Chen, Pian
1
Chen, Rui
1
Chowdhury, Biplob
1
De Mello, Lurion
1
Dempsey, Michael
1
Deng, Shijie
1
Elgammal, Mohammed Mohammed
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Fang, Shih-chuan
1
Fang, Zhongzheng
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Faye, Benoît
1
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1
Fernández-Izquierdo, A.
1
Forbes, William P.
1
Frijns, Bart
1
Gajurel, Dinesh
1
Gallagher, Liam
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Applied economics
NBER working paper series
191
Journal of financial economics
165
Research paper series / Swiss Finance Institute
164
Journal of banking & finance
144
Finance research letters
127
Working paper / National Bureau of Economic Research, Inc.
111
Swiss Finance Institute Research Paper
109
NBER Working Paper
107
International review of financial analysis
98
Journal of empirical finance
92
The review of financial studies
80
The journal of finance : the journal of the American Finance Association
79
CESifo working papers
78
Pacific-Basin finance journal
74
Management science : journal of the Institute for Operations Research and the Management Sciences
73
Journal of risk and financial management : JRFM
70
Cogent economics & finance
67
International review of economics & finance : IREF
66
Journal of economic dynamics & control
66
Working paper / Centre for Financial Research
62
The North American journal of economics and finance : a journal of financial economics studies
60
Journal of international financial markets, institutions & money
52
The European journal of finance
51
SAFE working paper
46
Economics letters
43
International Journal of Financial Studies : open access journal
42
Journal of financial and quantitative analysis : JFQA
42
Research in international business and finance
42
The journal of portfolio management : a publication of Institutional Investor
42
Review of quantitative finance and accounting
41
The journal of asset management
41
Discussion papers / CEPR
40
Journal of international money and finance
40
Economic modelling
39
Quantitative finance
39
Journal of financial markets
38
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
38
Fisher College of Business working paper series
37
Risks : open access journal
37
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ECONIS (ZBW)
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1
Arbitrage
costs and nonlinear adjustment in the G7 stock markets
Jawadi, Fredj
;
Prat, Georges
- In:
Applied economics
44
(
2012
)
10/12
,
pp. 1561-1582
Persistent link: https://www.econbiz.de/10009525244
Saved in:
2
Pairs trading of Chinese and international commodities
Fernandez-Perez, Adrian
;
Frijns, Bart
;
Indriawan, Ivan
; …
- In:
Applied economics
52
(
2020
)
48
,
pp. 5203-5217
Persistent link: https://www.econbiz.de/10012307208
Saved in:
3
Non-linear dependence modelling with bivariate copulas : statistical
arbitrage
pairs trading on the S&P 100
Krauss, Christopher
;
Stübinger, Johannes
- In:
Applied economics
49
(
2017
)
52
,
pp. 5352-5369
Persistent link: https://www.econbiz.de/10011845139
Saved in:
4
Pairs trading : the case of Norwegian seafood companies
Mikkelsen, Andreas
- In:
Applied economics
50
(
2018
)
3
,
pp. 303-318
Persistent link: https://www.econbiz.de/10011846833
Saved in:
5
How time horizons and
arbitrage
cost influence the turnover premium?
Li, Daye
;
Zhang, Xinmin
- In:
Applied economics
51
(
2019
)
44
,
pp. 4833-4848
Persistent link: https://www.econbiz.de/10012197119
Saved in:
6
Pairs trading with fractional Ornstein-Uhlenbeck spread model
Xiang, Yun
;
Zhao, Yonghong
;
Deng, Shijie
- In:
Applied economics
55
(
2023
)
23
,
pp. 2607-2623
Persistent link: https://www.econbiz.de/10014295156
Saved in:
7
Modelling the interactions across international stock, bond and foreign exchange markets
Hakim, Abdul
;
McAleer, Michael
- In:
Applied economics
42
(
2010
)
7/9
,
pp. 825-850
Persistent link: https://www.econbiz.de/10003991754
Saved in:
8
Exploring the interaction between stock price index and exchange rates : an asymmetric threshold approach
Koulakiotis, Athanasios
;
Kiohos, Apostolis
;
Babalos, …
- In:
Applied economics
47
(
2015
)
13/15
,
pp. 1273-1285
Persistent link: https://www.econbiz.de/10010512069
Saved in:
9
Intraweek and intraday trade anomalies : evidence from FOREX market
Popovi´c, Saša
;
Đurović, Andrija
- In:
Applied economics
46
(
2014
)
31/33
,
pp. 3968-3979
Persistent link: https://www.econbiz.de/10010419837
Saved in:
10
Should we pay attention to investor attention in forex futures market?
Saxena, Kirti
;
Chakraborty, Madhumita
- In:
Applied economics
52
(
2020
)
60
,
pp. 6562-6572
Persistent link: https://www.econbiz.de/10012416018
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