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~person:"Satchell, Stephen"
~subject:"Börsenkurs"
~subject:"Markov chain"
~subject:"Portfolio-Management"
~type_genre:"Article in journal"
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Satchell, Stephen
Gupta, Rangan
103
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80
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56
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52
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42
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42
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30
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30
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28
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28
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28
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27
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27
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27
Xuan Vinh Vo
27
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26
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26
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26
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24
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24
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24
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23
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23
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22
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22
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22
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21
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21
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21
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3
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2
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1
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1
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1
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1
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1
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ECONIS (ZBW)
15
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1
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1
How persistent is stock return volatility? : an answer with Markov regime switching stochastic volatility models
Hwang, Soosung
;
Satchell, Stephen
;
Pereira, Pedro L. Valls
- In:
Journal of business finance & accounting : JBFA
34
(
2007
)
5/6
,
pp. 1002-1024
Persistent link: https://www.econbiz.de/10003507264
Saved in:
2
The analytics of momentum
Kwon, Oh Kang
;
Satchell, Stephen
- In:
The journal of asset management
20
(
2019
)
6
,
pp. 433-441
Persistent link: https://www.econbiz.de/10012125379
Saved in:
3
The underlying return-generating factors for REIT returns : an application of independent component analysis
Lizieri, Colin
;
Satchell, Stephen
;
Zhang, Qi
- In:
Real estate economics : journal of the American Real …
35
(
2007
)
4
,
pp. 569-598
Persistent link: https://www.econbiz.de/10003640860
Saved in:
4
The disappearance of style in the US equity market
Hwang, Soosung
;
Satchell, Stephen
- In:
Applied financial economics
17
(
2007
)
7/9
,
pp. 597-613
Persistent link: https://www.econbiz.de/10003491204
Saved in:
5
The link between macro-economic factors and style returns
Zhang, Qi J.
;
Hopkins, Peter
;
Satchell, Stephen
; …
- In:
The journal of asset management
10
(
2009/10
)
5
,
pp. 338-355
Persistent link: https://www.econbiz.de/10003916963
Saved in:
6
Modeling style rotation : switching and re-switching
Golosov, Edward
;
Satchell, Stephen
- In:
Journal of time series econometrics
6
(
2014
)
2
,
pp. 103-128
Persistent link: https://www.econbiz.de/10010401130
Saved in:
7
The sensitivity of beta to the time horizon when log prices follow an Ornstein-Uhlenbeck process
Hong, KiHoon Jimmy
;
Satchell, Stephen
- In:
The European journal of finance
20
(
2014
)
1/3
,
pp. 264-290
Persistent link: https://www.econbiz.de/10010462111
Saved in:
8
Global equity styles and industry effects : the pre-eminence of value relative to size
Kuo, Weiyu
;
Satchell, Stephen
- In:
Journal of international financial markets, …
11
(
2001
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10001536895
Saved in:
9
A theoretical analysis of trading rules : an application to the moving average case with Markovian returns
Acar, Emmanuel
- In:
Applied mathematical finance
4
(
1997
)
3
,
pp. 165-180
Persistent link: https://www.econbiz.de/10001229349
Saved in:
10
The distribution of cross sectional momentum returns
Kwon, Oh Kang
;
Satchell, Stephen
- In:
Journal of economic dynamics & control
94
(
2018
),
pp. 225-241
Persistent link: https://www.econbiz.de/10012004391
Saved in:
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