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How do you straddle hogs and pigs? : ask the Greeks!

McKenzie, Andrew M.; Thomsen, Michael; Phelan, Josh - In: Applied financial economics 17 (2007) 7/9, pp. 511-520

Persistent link: https://www.econbiz.de/10003491159

Comparing returns of US treasuries versus equities : implications for market and portfolio efficiency

Chua, Choong Tze; Koh, Winston T. H.; Ramaswamy, Krishna - In: Applied financial economics 15 (2005) 17, pp. 1213-1218

Persistent link: https://www.econbiz.de/10003228793

Trading foreign exchange portfolios with volatility filters : the carry model revisited

Dunis, Christian; Miao, Jia - In: Applied financial economics 17 (2007) 1/3, pp. 249-255

Persistent link: https://www.econbiz.de/10003427070

Demand for investment advice over time : the disposition effect revisited

Croonenbroeck, Carsten; Matkovskyy, Roman - In: Applied financial economics 24 (2014) 4/6, pp. 235-240

Persistent link: https://www.econbiz.de/10010398848

Momentum investing across economic states : evidence of market inefficiency in good times

Hammami, Yacine - In: Applied financial economics 23 (2013) 1/3, pp. 51-56

Persistent link: https://www.econbiz.de/10009719039

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