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Four types of tail dependence structures between U.S. dollar index and S&P 500 stock returns : 1990-2019
Chang, Kuang-Liang; Lee, Chingnun; He, Chi-Wei - In: Applied economics letters 30 (2023) 16, pp. 2189-2194
Persistent link: https://www.econbiz.de/10014364640
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Revisiting the question : does corporate headquarters location matter for stock returns?
Moon, Kenneth P.; Lesage, James P. - In: Applied economics letters 18 (2011) 4/6, pp. 505-508
Persistent link: https://www.econbiz.de/10009232940
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Marginal or copula : which one is critical?
Choi, Pilsun; Min, Insik - In: Applied economics letters 20 (2013) 16/18, pp. 1462-1465
Persistent link: https://www.econbiz.de/10010213173
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Distribution of wealth and incomplete markets : theory and empirical evidence
Fiaschi, Davide; Marsili, Matteo - In: Journal of economic behavior & organization : JEBO 81 (2012) 1, pp. 243-267
Persistent link: https://www.econbiz.de/10009505566
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A note on return distribution of UK stock indices
Balaban, Ercan; Ouenniche, Jamal; Politou, Danae - In: Applied economics letters 12 (2005) 9, pp. 573-576
Persistent link: https://www.econbiz.de/10003015769
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Trading timing and the returns to trend-following
Zoicas-Ienciu, Adrian - In: Applied economics letters 26 (2019) 4, pp. 311-315
Persistent link: https://www.econbiz.de/10012204197
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Estimating the trend in US real GDP using the l1 trend filtering
Yamada, Hiroshi - In: Applied economics letters 24 (2017) 10/12, pp. 713-716
Persistent link: https://www.econbiz.de/10011714160
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Empirical asset return distributions : is chaos the culprit?
Muckley, Cal - In: Applied economics letters 11 (2004) 2, pp. 81-86
Persistent link: https://www.econbiz.de/10001927323
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One shape fits all? : a comprehensive examination of cryptocurrency return distributions
Szczygielski, Jan Jakub; Karathanasopoulos, Andreas; … - In: Applied economics letters 27 (2020) 19, pp. 1567-1573
Persistent link: https://www.econbiz.de/10012315670
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Individual preferences and the exponential growth bias
Königsheim, C.; Lukas, Moritz; Nöth, Markus - In: Journal of economic behavior & organization : JEBO 145 (2018), pp. 352-369
Persistent link: https://www.econbiz.de/10011941738