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Pairs trading : the performance of a stochastic spread model with regime switching-evidence from the S&P 500
Yang, Jen-Wei; Tsai, Shu-Yu; Shyu, So-De; Chang, Chia-Chien - In: International review of economics & finance : IREF 43 (2016), pp. 139-150
Persistent link: https://www.econbiz.de/10011625559
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Companies intangibles : unique versus generic
Parshakov, Petr; Zavertiaeva, Marina - In: International review of economics & finance : IREF 49 (2017), pp. 266-275
Persistent link: https://www.econbiz.de/10011748438
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Hierarchy, cluster, and time-stable information structure of correlations between international financial markets
Cai, Yumei; Cui, Xiaomei; Huang, Qianyun; Sun, Jianqiang - In: International review of economics & finance : IREF 51 (2017), pp. 562-573
Persistent link: https://www.econbiz.de/10011754669
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What can cluster analysis offer in investing? : measuring structural changes in the investment universe
Sim, Min Kyu; Deng, Shijie; Huo, Xiaoming - In: International review of economics & finance : IREF 71 (2021), pp. 299-315
Persistent link: https://www.econbiz.de/10012627784
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The benchmark inclusion subsidy
Kashyap, Anil K.; Kovrijnykh, Natalia; Li, Jian; … - 2018
Persistent link: https://www.econbiz.de/10012109056
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Estimation error in mean returns and the mean-variance efficient frontier
Simaan, Majeed; Simaan, Yusif E.; Tang, Yi - In: International review of economics & finance : IREF 56 (2018), pp. 109-124
Persistent link: https://www.econbiz.de/10012033674
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Dynamic conditional correlations between Chinese sector returns and the S&P 500 index : an interpretation based on investment shocks
Kim, Myeong Hyeon; Sun, Lingxia - In: International review of economics & finance : IREF 48 (2017), pp. 309-325
Persistent link: https://www.econbiz.de/10011747302
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Current accounts in the long and short run
Kraay, Aart - 2002
Persistent link: https://www.econbiz.de/10013424025
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Institutions and the book-to-market effect : the role of investment horizon
Iqbal, Muhammad Sabeeh; Salih, Aslihan; Akdeniz, Levent - In: International review of economics & finance : IREF 84 (2023), pp. 140-153
Persistent link: https://www.econbiz.de/10014343092
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The role of portfolio constraints in the international propagation of shocks
Pavlova, Anna; Rigobón, Roberto - 2008
Persistent link: https://www.econbiz.de/10003639754