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Bolognesi, Enrica; Ferro, Marianna; Zuccheri, Andrea - In: International journal of finance & economics : IJFE 19 (2014) 4, pp. 267-278

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

A study of the predictve performance of the moving average trading rule as applied to NYSE, the Athens Stock Exchange and the Vienna Stock Exchange : sensitivity analysis and impli...

Milionis, Alexandros E.; Papanagiotou, Evangelia - In: Applied financial economics 19 (2009) 13/15, pp. 1171-1186

This work examines the variation of the simple Moving Average (MA) trading rule performance as a function of the MA length in New York Stock Exchange (NYSE), Athens Stock Exchange (ASE) and Vienna Stock Exchange (VSE) using daily data from May 1993 to April 2005. Results show that changes of the...

Persistent link: https://www.econbiz.de/10003886017

International value versus growth : evidence from stochastic dominance analysis

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Persistent link: https://www.econbiz.de/10003901041

Returns to trading portfolios of FTSE 100 index options

Liu, Xiaoquan - In: Applied financial economics 17 (2007) 13/15, pp. 1211-1225

Persistent link: https://www.econbiz.de/10003590582

Momentum profits, nonnormality risks and the business cycle

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Persistent link: https://www.econbiz.de/10003856859

Can oil diversify away the unpriced risk of a portfolio?

Cifarelli, Giulio; Paladino, Giovanna - In: International journal of finance & economics : IJFE 17 (2012) 1, pp. 73-88

Persistent link: https://www.econbiz.de/10009507849

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

Teplova, Tamara V.; Mikova, Evgeniya - In: Research in international business and finance 34 (2015), pp. 84-109

Persistent link: https://www.econbiz.de/10011325752

Diversification potential of ADRs, country funds and underlying stocks across economic conditions

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Persistent link: https://www.econbiz.de/10009719007

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

Initial public offerings : an asset allocation decision based on nonnormal returns

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Persistent link: https://www.econbiz.de/10010259356

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