Showing 1 - 10 of 168
detected anomalies give rise to profit opportunities by applying a trading simulation approach. The results suggest the … presence of the anomaly in daily returns on witching days which can be exploited by means of suitably designed trading …
Persistent link: https://www.econbiz.de/10012799660
This paper examines the main drawbacks of technical analysis. Although this is widely used by practitioners, from an academic perspective it can only be seen as a form of "voodoo finance". In particular, it runs into the following pitfalls: Subjectivity; Doubtful assumptions; Unjustified...
Persistent link: https://www.econbiz.de/10014290123
detected anomalies give rise to profit opportunities by applying a trading simulation approach. The results suggest the … presence of the anomaly in daily returns on witching days which can be exploited by means of suitably designed trading …
Persistent link: https://www.econbiz.de/10014500683
detected anomalies give rise to profit opportunities by applying a trading simulation approach. The results suggest the … presence of the anomaly in daily returns on witching days which can be exploited by means of suitably designed trading …
Persistent link: https://www.econbiz.de/10012649760
This paper examines the main drawbacks of technical analysis. Although this is widely used by practitioners, from an academic perspective it can only be seen as a form of "voodoo finance". In particular, it runs into the following pitfalls: Subjectivity; Doubtful assumptions; Unjustified...
Persistent link: https://www.econbiz.de/10013489574
This paper examines the impact of transition and physical climate risk on stock markets using, for the first time in this context, the annual CCPI index calculated by Germanwatch as well as its components (in addition to a wide range of other indices) for 48 countries from 2007 to 2023....
Persistent link: https://www.econbiz.de/10014564303
We investigate the role of crude oil spot and futures prices in the process of price discovery by using a cost … evidence that futures markets play a more important role than spot markets in the case of contracts with shorter maturities …
Persistent link: https://www.econbiz.de/10010270503
We investigate the role of crude oil spot and futures prices in the process of price discovery by using a cost … evidence that futures markets play a more important role than spot markets in the case of contracts with shorter maturities …
Persistent link: https://www.econbiz.de/10010271375
We investigate the role of crude oil spot and futures prices in the process of price discovery by using a cost … evidence that futures markets play a more important role than spot markets in the case of contracts with shorter maturities …
Persistent link: https://www.econbiz.de/10008557209
We investigate the role of crude oil spot and futures prices in the process of price discovery by using a cost … evidence that futures markets play a more important role than spot markets in the case of contracts with shorter maturities …
Persistent link: https://www.econbiz.de/10008534005