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Profiteering from the Dot-com Bubble, Sub-Prime Crisis and Asian Financial Crisis
McAleer, Michael; Suen, John; Wong, Wing Keung - Tinbergen Instituut - 2013
This paper explores the characteristics associated with the formation of bubbles that occurred in the Hong Kong stock market in 1997 and 2007, as well as the 2000 dot-com bubble of Nasdaq. It examines the profitability of Technical Analysis (TA) strategies generating buy and sell signals with...
Persistent link: https://www.econbiz.de/10011257455
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Profiteering from the Dot-com Bubble, Sub-Prime Crisis and Asian Financial Crisis
McAleer, Michael; Suen, John; Wong, Wing Keung - Institute of Economic Research, Kyoto University - 2013
This paper explores the characteristics associated with the formation of bubbles that occurred in the Hong Kong stock market in 1997 and 2007, as well as the 2000 dot-com bubble of Nasdaq. It examines the profitability of Technical Analysis (TA) strategies generating buy and sell signals with...
Persistent link: https://www.econbiz.de/10010663638
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Profiteering from the Dot-com Bubble, Sub-Prime Crisis and Asian Financial Crisis
McAleer, Michael; Suen, John; Wong, Wing Keung - Facultad de Ciencias Económicas y Empresariales, … - 2013
This paper explores the characteristics associated with the formation of bubbles that occurred in the Hong Kong stock market in 1997 and 2007, as well as the 2000 dot-com bubble of Nasdaq. It examines the profitability of Technical Analysis (TA) strategies generating buy and sell signals with...
Persistent link: https://www.econbiz.de/10011272961
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Profiteering from the Dot-com Bubble, Sub-Prime Crisis and Asian Financial Crisis
McAleer, Michael; Suen, John; Wong, Wing Keung - 2013
This paper explores the characteristics associated with the formation of bubbles that occurred in the Hong Kong stock market in 1997 and 2007, as well as the 2000 dot-com bubble of Nasdaq. It examines the profitability of Technical Analysis (TA) strategies generating buy and sell signals with...
Persistent link: https://www.econbiz.de/10010326340
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Profiteering from the Dot-com Bubble, Sub-Prime Crisis and Asian Financial Crisis
McAleer, Michael; Suen, John; Wong, Wing Keung - Department of Economics and Finance, College of … - 2013
This paper explores the characteristics associated with the formation of bubbles that occurred in the Hong Kong stock market in 1997 and 2007, as well as the 2000 dot-com bubble in NASDAQ. It examines the profitability of Technical Analysis (TA) strategies generating buy and sell signals with...
Persistent link: https://www.econbiz.de/10010907392
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Profiteering from the Dot-com Bubble, Sub-Prime Crisis and Asian Financial Crisis
McAleer, Michael - 2016
This paper explores the characteristics associated with the formation of bubbles that occurred in the Hong Kong stock market in 1997 and 2007, as well as the 2000 dot-com bubble of Nasdaq. It examines the profitability of Technical Analysis (TA) strategies generating buy and sell signals with...
Persistent link: https://www.econbiz.de/10013007997
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Robust Estimation and Forecasting of the Capital Asset Pricing Model
Bian, Guorui; McAleer, Michael; Wong, Wing-Keung - Tinbergen Instituut - 2013
See the article in the <I>Annals of Financial Economics</I> (2013). Volume 8, issue 2, pages 1-18.<P> In this paper, we develop a modified maximum likelihood (MML) estimator for the multiple linear regression model with underlying student t distribution. We obtain the closed form of the estimators, derive...</p></i>
Persistent link: https://www.econbiz.de/10011256601
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Risk Management of Precious Metals
Hammoudeh, Shawkat; McAleer, Michael; Malik, Farooq - Facultad de Ciencias Económicas y Empresariales, … - 2011
This paper examines volatility and correlation dynamics in price returns of gold, silver, platinum and palladium, and …
Persistent link: https://www.econbiz.de/10008864019
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Risk Management of Precious Metals
Hammoudeh, Shawkat; Malik, Farooq; McAleer, Michael - Institute of Economic Research, Kyoto University - 2011
This paper examines volatility and correlation dynamics in price returns of gold, silver, platinum and palladium, and …
Persistent link: https://www.econbiz.de/10008870925
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Risk Spillovers in Oil-Related CDS, Stock and Credit Markets
Hammoudeh, Shawkat; Liu, Tengdong; Chang, Chia-Lin; … - Department of Economics and Finance, College of … - 2011
-related Credit Default Swaps (CDS) indexes, the (expected equity volatility) VIX index and the (swaption expected volatility) SMOVE …
Persistent link: https://www.econbiz.de/10009002352