Similar Search Results

Price overreactions in the cryptocurrency market

Caporale, Guglielmo Maria; Plastun, Alex - 2018

Persistent link: https://www.econbiz.de/10011995547

Long-term price overreactions : are markets inefficient?

Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; … - 2015

Persistent link: https://www.econbiz.de/10010520828

Stature, obesity, and portfolio choice

Addoum, Jawad M.; Korniotis, George M.; Kumar, Alok - In: Management science : journal of the Institute for … 63 (2017) 10, pp. 3393-3413

Persistent link: https://www.econbiz.de/10011760514

Can we invest based on equity risk premia and risk factors from multi-factor models?

Sakowski, Paweł; Ślepaczuk, Robert; Wywiał, Mateusz - Uniwersytet Warszawski / Wydział Nauk Ekonomicznych - 2016

Persistent link: https://www.econbiz.de/10011788243

Applying exogenous variables and regime switching to multifactor models on equity indices

Sakowski, Paweł; Ślepaczuk, Robert; Wywiał, Mateusz - Uniwersytet Warszawski / Wydział Nauk Ekonomicznych - 2016

Persistent link: https://www.econbiz.de/10011788247

Price overreactions in the cryptocurrency market

Caporale, Guglielmo Maria; Plastun, Alex - 2018

This paper examines price overreactions in the case of the following cryptocurrencies: BitCoin, LiteCoin, Ripple and Dash. A number of parametric (t-test, ANOVA, regression analysis with dummy variables) and non-parametric (Mann–Whitney U test) tests confirm the presence of price patterns...

Persistent link: https://www.econbiz.de/10011789179

Political climate, optimism, and investment decisions

Bonaparte, Yosef; Kumar, Alok; Page, Jeremy K. - In: Journal of financial markets 34 (2017), pp. 69-94

Persistent link: https://www.econbiz.de/10011815203

Momentum and contrarian effects on the cryptocurrency market

Kość, Krzysztof; Sakowski, Paweł; Ślepaczuk, Robert - Uniwersytet Warszawski / Wydział Nauk Ekonomicznych - 2018

Persistent link: https://www.econbiz.de/10011912640

Short-term price overreactions : identification, testing, exploitation

Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; … - In: Computational economics 51 (2018) 4, pp. 913-940

Persistent link: https://www.econbiz.de/10011972202

Price overreactions in the cryptocurrency market

Caporale, Guglielmo Maria; Plastun, Alex - 2018

This paper examines price overreactions in the case of the following cryptocurrencies: BitCoin, LiteCoin, Ripple and Dash. A number of parametric (t-test, ANOVA, regression analysis with dummy variables) and non-parametric (Mann-Whitney U test) tests confirm the presence of price patterns after...

Persistent link: https://www.econbiz.de/10011789323