Narrow search
Showing 1 - 10 of 1,875
Cover Image
A preliminary exploration on stochastic dynamic asset allocation models under a continuous-time sticky-price general equilibrium
Yu, Yue - In: Applied economics 51 (2019) 4, pp. 373-386
Persistent link: https://www.econbiz.de/10012160553
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
The market efficiency analysis of China’s copper options based on risk-free arbitrages
Zhang, Huiming; Ma, Zhen; Qian, Siji - In: Applied economics 56 (2024) 15, pp. 1834-1862
Persistent link: https://www.econbiz.de/10014473235
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
A measurement of the extent of market imperfections between markets and applications
Hsu, Hsinan; Wu, Hsing-chi; Lee, Hsien-yi; Wang, Janchung - In: Applied economics 42 (2010) 16/18, pp. 2111-2126
Persistent link: https://www.econbiz.de/10008747187
Cover Image
Dutch inventory investment : are capital market imperfections relevant?
Bo, Hong (contributor) - In: Applied economics 34 (2002) 1, pp. 15-22
Persistent link: https://www.econbiz.de/10001633739
Cover Image
The linkages, persistence, asymmetry in the volatility, the price discovery and efficiency, and the effect of the US subprime mortgage financial crisis on the spot and the futures...
Paul, Muthucattu Thomas; Kimata, James D. - In: Applied economics 48 (2016) 7/9, pp. 669-683
Persistent link: https://www.econbiz.de/10011413991
Cover Image
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