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Long-term investors and valuation-based asset allocation
Pfau, Wade D. - In: Applied financial economics 22 (2012) 16/18, pp. 1343-1353
Persistent link: https://www.econbiz.de/10009625371
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Should gold be included in institutional investment portfolios?
Emmrich, Ole; McGroarty, Francis - In: Applied financial economics 23 (2013) 19/21, pp. 1553-1565
Persistent link: https://www.econbiz.de/10010259354
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Institutional flows and equity style diversification
Gallo, John Gregory; Phengpis, Chanwit; Swanson, Peggy … - In: Applied financial economics 18 (2008) 16/18, pp. 1441-1450
Persistent link: https://www.econbiz.de/10003779553
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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
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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
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The impact of rational and irrational sentiments of individual and institutional investors on DJIA and S&P500 index returns
Verma, Rahul; Baklaci, Hasan; Soydemir, Gökçe A. - In: Applied financial economics 18 (2008) 16/18, pp. 1303-1317
Persistent link: https://www.econbiz.de/10003779380
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The impacts of stock characteristics and regulatory change on mutual fund herding in Taiwan
Hou, Tony Chieh-tse; McKnight, Phillip J.; Weir, Charlie - In: Applied financial economics 24 (2014) 1/3, pp. 175-186
Persistent link: https://www.econbiz.de/10010391447
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Do Spanish mutual fund managers use public and private information correctly? : use of information in mutual fund management
Ferruz Agudo, Luis; Nievas López, Javier; Vargas, María - In: Applied financial economics 18 (2008) 16/18, pp. 1319-1331
Persistent link: https://www.econbiz.de/10003779485
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Competitive investors, trade timing and price discovery
Lee, Jung-juei; Zu, Lon-ping; Wang, Ming-chang; Kuo, … - In: Applied financial economics 19 (2009) 19/21, pp. 1661-1674
This study develops a multiple-period, competitive rational expectations model for examining how competitive informed traders time their informed trading and how information is incorporated into prices. It is found that informed traders may choose either to trade early or late on their...
Persistent link: https://www.econbiz.de/10003904315
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Testing the performance of value strategies in the Athens Stock Exchange
Kyriazis, Dimitris; Diacogiannis, George P. - In: Applied financial economics 17 (2007) 16/18, pp. 1511-1528
Persistent link: https://www.econbiz.de/10003605861