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The profitability of technical trading rules in the Bitcoin market

Gerritsen, Dirk F.; Bouri, Elie; Ramezanifar, Ehsan; … - In: Finance research letters 34 (2020), pp. 1-10

Persistent link: https://www.econbiz.de/10012436962

Intraday and overnight tail risks and return predictability in the crude oil market : Evidence from oil-related regular news and extreme shocks

Wang, Cheng; Bouri, Elie; Xu, Yahua; Zhang, Dingsheng - In: Energy economics 127 (2023) 2, pp. 1-12

Persistent link: https://www.econbiz.de/10014489965

Intraday Return Predictability in the Cryptocurrency Markets : Momentum, Reversal, or Both

Wen, Zhuzhu; Bouri, Elie; Xu, Yahua; Zhao, Yang - 2022

This paper reports evidence of intraday return predictability, consisting of both intraday momentum and reversal, in the cryptocurrency market. Using high-frequency price data on Bitcoin from March 3, 2013, to May 31, 2020, it shows that the patterns of intraday return predictability change in...

Persistent link: https://www.econbiz.de/10013289927

Do commodity futures have a steering effect on the spot stock market in China? : new evidence from volatility forecasting

Lu, Fei; Ma, Feng; Bouri, Elie; Liao, Yin - In: International review of financial analysis 94 (2024), pp. 1-16

Persistent link: https://www.econbiz.de/10014543949

Investor sentiment and multi-scale positive and negative stock market bubbles in a panel of G7 countries

Van Eyden, Reneé; Gupta, Rangan; Nielsen, Joshua; … - 2022

Persistent link: https://www.econbiz.de/10013462272

Investor sentiment and multi-scale positive and negative stock market bubbles in a panel of G7 countries

Van Eyden, Reneé; Gupta, Rangan; Nielsen, Joshua; … - In: Journal of behavioral and experimental finance 38 (2023), pp. 1-12

Persistent link: https://www.econbiz.de/10014456628

Rare earth and allied sectors in stock markets : extreme dependence of return and volatility

Bouri, Elie; Kanjilal, Kakali; Ghosh, Sajal; Roubaud, David - In: Applied economics 53 (2021) 49, pp. 5710-5730

Persistent link: https://www.econbiz.de/10012626945

An attempt to capture leptokurtic of returns and to model its volatility : the case of Beirut stock exchange

Bouri, Elie - In: Review of economic and business studies 4 (2011) 2, pp. 259-271

Persistent link: https://www.econbiz.de/10009736555

Crude oil prices and sectoral stock returns in Jordan around the Arab uprisings of 2010

Bouri, Elie; Awartani, Basel; Maghyereh, Aktham I. - In: Energy economics 56 (2016), pp. 205-214

Persistent link: https://www.econbiz.de/10011664230

Directional predictability of implied volatility : from crude oil to developed and emerging stock markets

Bouri, Elie; Lien, Da-hsiang Donald; Roubaud, David; … - In: Finance research letters 27 (2018), pp. 65-79

Persistent link: https://www.econbiz.de/10012006745

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