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Optimal granularity for portfolio choice
Branger, Nicole; Lučivjanská, Katarína; … - In: Journal of empirical finance 50 (2019), pp. 125-146
Persistent link: https://www.econbiz.de/10012169950
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Stock returns in global value chains : the role of upstreamness and downstreamness
Branger, Nicole; Flacke, René Marian; Meyerhof, Paul; … - In: Journal of empirical finance 74 (2023), pp. 1-19
Persistent link: https://www.econbiz.de/10014477127
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Horizontal industry relationships and return predictability
Schlag, Christian; Zeng, Kailin - In: Journal of empirical finance 53 (2019), pp. 310-330
Persistent link: https://www.econbiz.de/10012171655
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Internationally cross-listed stock prices during overlapping trading hours : price discovery and exchange rate effects
Grammig, Joachim; Melvin, Michael; Schlag, Christian - In: Journal of empirical finance 12 (2005) 1, pp. 139-164
Persistent link: https://www.econbiz.de/10002643549
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A jumping index of jumping stocks? : an MCMC analysis of continuous-time models for individual stocks
Pollastri, Alessandro; Rodrigues, Paulo Jorge Maurício; … - In: Journal of empirical finance 70 (2023), pp. 322-341
Persistent link: https://www.econbiz.de/10014423714
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Internationally cross-listed stock prices during overlapping trading hours: price discovery and exchange rate effects
Grammig, Joachim; Melvin, Michael; Schlag, Christian - In: Journal of empirical finance 12 (2005) 1, pp. 139-164
Persistent link: https://www.econbiz.de/10007225892