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Style analysis and dominant index timing : an application to Australian multi-sector managed funds
Holmes, Kathryn A.; Faff, Robert W.; Clacher, Iain - In: Applied financial economics 20 (2010) 4/6, pp. 293-301
timing ability in comparison to traditional timing measures; however, the majority of funds are still unable to time their …
Persistent link: https://www.econbiz.de/10003963122
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Momentum profits, nonnormality risks and the business cycle
Fuertes, Ana María; Miffre, Joëlle; Tan, Wooi-hou - In: Applied financial economics 19 (2009) 10/12, pp. 935-953
Persistent link: https://www.econbiz.de/10003856859
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Market vs. analysts reaction : the effect of aggregate and firm-specific news
Bagella, Michele; Becchetti, Leonardo; Ciciretti, Rocco - In: Applied financial economics 17 (2007) 4/6, pp. 299-312
Persistent link: https://www.econbiz.de/10003446011
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Temporal information gaps and market efficiency : a dynamic behavioural analysis
Witte, Björn-Christopher - In: Applied financial economics 20 (2010) 13/15, pp. 1057-1070
Persistent link: https://www.econbiz.de/10009010306
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Analyst herding and investor protection : a cross-country study
Kerl, Alexander Gabriel; Pauls, T. - In: Applied financial economics 24 (2014) 7/9, pp. 533-542
Persistent link: https://www.econbiz.de/10010402760
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Achieving superior performance with the Morningsstar's Tortoise and Hare portfolios
Kenny, Peppi M.; Johnson, Don T.; Kunkel, Robert A. - In: Applied financial economics 23 (2013) 22/24, pp. 1865-1870
Persistent link: https://www.econbiz.de/10010337246
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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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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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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
traders time their informed trading and how information is incorporated into prices. It is found that informed traders may …
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