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Efficient market hypothesis
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Finance research letters
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International review of financial analysis
102
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ECONIS (ZBW)
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1
Investor sentiment and sectoral stock returns : evidence from world cup games
Curatola, Giuliano
;
Donadelli, Michael
;
Kizys, Renatas
; …
- In:
Finance research letters
17
(
2016
),
pp. 267-274
Persistent link: https://www.econbiz.de/10011596554
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2
The influence of stablecoin issuances on cryptocurrency markets
Ante, Lennart
;
Fiedler, Ingo
;
Strehle, Elias
- In:
Finance research letters
41
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10013336252
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3
The intraday bitcoin response to tether minting and burning events : asymmetry, investor sentiment, and “Whale Alerts” on twitter
Saggu, Aman
- In:
Finance research letters
49
(
2022
),
pp. 1-8
Persistent link: https://www.econbiz.de/10013478786
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4
Betting on long shots in NCAA basketball games and implications for skew loving behavior
Colquitt, L. Lee
;
Godwin, Norman H.
;
Swidler, Steven Mark
- In:
Finance research letters
1
(
2004
)
2
,
pp. 119-126
Persistent link: https://www.econbiz.de/10003307266
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5
Modeling dynamic conditional correlations in WTI oil forward and futures returns
Lanza, Alessandro
;
Manera, Matteo
;
McAleer, Michael
- In:
Finance research letters
3
(
2006
)
2
,
pp. 114-132
Persistent link: https://www.econbiz.de/10003333927
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6
Automatic variance ratio test under conditional heteroskedasticity
Kim, Jae H.
- In:
Finance research letters
6
(
2009
)
3
,
pp. 179-185
Persistent link: https://www.econbiz.de/10003888018
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7
On the robustness of cointegration tests when assessing market efficiency
Kellard, Neil
- In:
Finance research letters
3
(
2006
)
1
,
pp. 57-64
Persistent link: https://www.econbiz.de/10003300878
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8
Assessing the profitability of intraday opening range breakout strategies : Ulf Holmberg; Carl Lönnbark; Christian Lundström
Holmberg, Ulf
;
Lönnbark, Carl
;
Lundström, Christian
- In:
Finance research letters
10
(
2013
)
1
,
pp. 27-33
Persistent link: https://www.econbiz.de/10009728609
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9
A simple model of market valuation and trend reversion for U.S. equities : 100 years of bubbles, non-bubbles, and inverse-bubbles
Godek, Paul E.
- In:
Finance research letters
13
(
2015
),
pp. 29-35
Persistent link: https://www.econbiz.de/10011552324
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10
The benefits of combining seasonal anomalies and technical trading rules
Ge̜bka, Bartosz
;
Hudson, Robert
;
Atanasova, Christina V.
- In:
Finance research letters
14
(
2015
),
pp. 36-44
Persistent link: https://www.econbiz.de/10011552592
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