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Does short-term technical trading exist in the Vietnamese stock market?

Nguyen, Duc Khuong; Sensoy, Ahmet; Vo, Dinh-Tri; … - In: Borsa Istanbul Review 21 (2021) 1, pp. 23-35

The Vietnamese stock market provides an interesting and enriching test field for the application of trading expert systems as its economy is opening up, has high growth rate and may offer risk diversification opportunities. This paper examines the question of whether this frontier emerging...

Persistent link: https://www.econbiz.de/10012816400

High frequency multiscale relationships among major cryptocurrencies : portfolio management implications

Mensi, Walid; Ur Rehman, Mobeen; Muhammad Shafiullah; … - In: Financial innovation : FIN 7 (2021), pp. 1-21

This paper examines the high frequency multiscale relationships and nonlinear multiscale causality between Bitcoin, Ethereum, Monero, Dash, Ripple, and Litecoin. We apply nonlinear Granger causality and rolling window wavelet correlation (RWCC) to 15 min-data. Empirical RWCC results indicate...

Persistent link: https://www.econbiz.de/10012705417

Dynamic efficiency of stock markets and exchange rates

Sensoy, Ahmet; Tabak, Benjamin Miranda - In: International review of financial analysis 47 (2016), pp. 353-371

Persistent link: https://www.econbiz.de/10011624263

Time-varying long range dependence in energy futures markets

Sensoy, Ahmet; Hacihasanoglu, Erk - In: Energy economics 46 (2014), pp. 318-327

Persistent link: https://www.econbiz.de/10011298582

Predictability dynamics of emerging sovereign CDS markets

Sensoy, Ahmet; Fabozzi, Frank J.; Eraslan, Veysel - In: Economics letters 161 (2017), pp. 5-9

Persistent link: https://www.econbiz.de/10011903820

The inefficiency of Bitcoin revisited : a high-frequency analysis with alternative currencies

Sensoy, Ahmet - In: Finance research letters 28 (2019), pp. 68-73

Persistent link: https://www.econbiz.de/10012388012

Intraday downward/upward multifractality and long memory in Bitcoin and Ethereum markets : an asymmetric multifractal detrended fluctuation analysis

Mensi, Walid; Lee, Yun Jung; Al-Yahyaee, Khamis Hamed; … - In: Finance research letters 31 (2019), pp. 19-25

Persistent link: https://www.econbiz.de/10012420970

The effectiveness of technical trading rules in cryptocurrency markets

Corbet, Shaen; Eraslan, Veysel; Lucey, Brian M.; … - In: Finance research letters 31 (2019), pp. 32-37

Persistent link: https://www.econbiz.de/10012421035

Predictability dynamics of Islamic and conventional equity markets

Sensoy, Ahmet; Aras, Güler; Hacihasanoglu, Erk - In: The North American journal of economics and finance : a … 31 (2015), pp. 222-248

Persistent link: https://www.econbiz.de/10011514222

Forecasting high-frequency excess stock returns via data analytics and machine learning

Akyildirim, Erdinc; Nguyen, Duc Khuong; Sensoy, Ahmet; … - In: European financial management : the journal of the … 29 (2023) 1, pp. 22-75

Persistent link: https://www.econbiz.de/10014253881