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Common factors in the returns on cryptocurrencies
Jung, Woosung; Park, Haerang - In: Finance research letters 65 (2024), pp. 1-9
Persistent link: https://www.econbiz.de/10014551883
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Multi-market trading, price delay, and return predictability
Xia, Chuanxin; Yang, Nien-Tzu; Lin, Chaonan; Ko, Kuan-Cheng - In: Finance research letters 40 (2021), pp. 1-8
Persistent link: https://www.econbiz.de/10012819821
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Earnings information, arbitrage constraints, and the forecast dispersion anomaly
Kim, Soonho; Na, Haejung - In: Finance research letters 35 (2020), pp. 1-12
Persistent link: https://www.econbiz.de/10012439091
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Picking up the pennies in front of the bulldozer : the profitability of gilt based trading strategies
Quinn, Barry; Hanna, Alan; MacDonald, Fred - In: Finance research letters 27 (2018), pp. 214-222
Persistent link: https://www.econbiz.de/10012006864
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Forecasting directional movements of stock prices for intraday trading using LSTM and random forests
Ghosh, Pushpendu; Neufeld, Ariel; Sahoo, Jajati Keshari - In: Finance research letters 46 (2022) 1, pp. 1-8
Persistent link: https://www.econbiz.de/10013341333
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On the time-varying dynamics of stock and commodity momentum returns
Stadtmüller, Immo; Auer, Benjamin R.; Schuhmacher, Frank - In: Finance research letters 46 (2022) 2, pp. 1-10
Persistent link: https://www.econbiz.de/10013341591
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Novel alternative assets within a transmission mechanism of volatility spillovers : the role of SPACs
Papathanasiou, Spyros; Koutsokostas, Drosos; Pergeris, … - In: Finance research letters 47 (2022) 1, pp. 1-10
Persistent link: https://www.econbiz.de/10013457696
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Do hedge and merger arbitrage funds actually hedge? : A time-varying volatility spillover approach
Papathanasiou, Spyros; Vasiliou, Dimitrios; Magoutas, … - In: Finance research letters 44 (2022), pp. 1-9
Persistent link: https://www.econbiz.de/10014495017
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Relationship between deep hedging and delta hedging : leveraging a statistical arbitrage strategy
Horikawa, Hiroaki; Nakagawa, Kei - In: Finance research letters 62 (2024) 1, pp. 1-8
Persistent link: https://www.econbiz.de/10014530849
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Are cryptocurrencies connected to forex? : a quantile cross-spectral approach
Baumöhl, Eduard - In: Finance research letters 29 (2019), pp. 363-372
Persistent link: https://www.econbiz.de/10012419226