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Re-examining the Chinese A-share herding behaviour with a Fama-French augmented seven-factor model
Li, Chao; Hu, Zongyi; Tang, Liwei - In: Applied economics 51 (2019) 5, pp. 488-508
Persistent link: https://www.econbiz.de/10012160606
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The risks of trading on cryptocurrencies : a regime-switching approach based on volatility jumps and co-jumping behaviours
Li, Leon - In: Applied economics 56 (2024) 7, pp. 779-795
Persistent link: https://www.econbiz.de/10014440127
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Asymmetric loss and herding behaviour of exchange rate forecasters : evidence from South Africa
Tsuchiya, Y.; Kato, T. - In: Applied economics 47 (2015) 52/54, pp. 5841-5852
Persistent link: https://www.econbiz.de/10011348849
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Profitability and herding of trade-based pump-and-dump manipulation
Lee, Eun Jung; Lee, Yu Kyung; Kim, Ryumi - In: Applied economics 56 (2024) 20, pp. 2375-2385
Persistent link: https://www.econbiz.de/10014521102
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Herding, anti-herding behaviour in metal commodities futures : a novel portfolio-based approach
Babalos, Vassilios (contributor);  … - In: Applied economics 47 (2015) 46/48, pp. 4952-4966
Persistent link: https://www.econbiz.de/10011318425
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Investor sentiment and the financial crisis : a sentiment-based portfolio theory perspective
Xie, Jun; Yang, Chunpeng - In: Applied economics 47 (2015) 7/9, pp. 700-709
Persistent link: https://www.econbiz.de/10010512138
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The 2007 - 2009 financial crisis : changing market dynamics and the impact of credit supply and aggregate demand sensitivity
Grammatikos, Theoharry; Vermeulen, Robert - In: Applied economics 46 (2014) 7/9, pp. 895-911
Persistent link: https://www.econbiz.de/10010398846
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QARMA-Beta-t-EGARCH versus ARMA-GARCH : an application to S & P 500
Blazsek, Szabolcs; Mendoza, Vicente - In: Applied economics 48 (2016) 10/12, pp. 1119-1129
Persistent link: https://www.econbiz.de/10011432926
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Tobin tax and trading volume tightening : a reassessment
Damette, Olivier; Goutte, Stéphane - In: Applied economics 47 (2015) 28/30, pp. 3124-3141
Persistent link: https://www.econbiz.de/10011289358
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The effectiveness of fiscal and monetary policy responses to twin crises
Li, Jie - In: Applied economics 45 (2013) 25/27, pp. 3904-3913
Persistent link: https://www.econbiz.de/10010345839