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The effect of gold in a traditional portfolio
Heidorn, Thomas; Demidova-Menzel, Nadeshda - In: The handbook of commodity investing, (pp. 738-762). 2008
Persistent link: https://www.econbiz.de/10003795270
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Institutional investors' stocks portfolio strategies and commodity prices : a cross-correlation analysis in a financialisation context
Focacci, Antonio - In: International Journal of Financial Markets and … 7 (2019) 2, pp. 101-123
Persistent link: https://www.econbiz.de/10012253554
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High frequency and dynamic pairs trading based on statistical arbitrage using a two-stage correlation and cointegration approach
Miao, George J. - In: International journal of economics and finance 6 (2014) 3, pp. 96-110
Persistent link: https://www.econbiz.de/10010339601
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The End of the Crypto-Diversification Myth
Didisheim, Antoine; Somoza, Luciano - 2022
We propose a mechanism explaining the recent high positive correlation between cryptocurrencies and the stock market … micro-level pattern translates into a cross-asset class correlation as long as the two markets are not fully integrated. We …-traders exhibit a stronger correlation with Bitcoin, especially when the cross-asset retail volume is high …
Persistent link: https://www.econbiz.de/10013405552
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Overconfidence mediates how perception of past portfolio returns affects investment behaviors
Khan, Mohammad Tariqul Islam; Hooi, Tan Siow; Chong, Lee Lee - In: Journal of Asia Pacific business 20 (2019) 2, pp. 140-161
Persistent link: https://www.econbiz.de/10012180205
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Difference of opinion among investors versus analysts
Cao, Zhiqi; Wu, Wenfeng - In: Accounting and finance 63 (2023) 2, pp. 2347-2381
Persistent link: https://www.econbiz.de/10014302092
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Measuring index investment in commodity futures markets
Sanders, Dwight R.; Irwin, Scott H. - In: The energy journal 34 (2013) 3, pp. 105-127
Persistent link: https://www.econbiz.de/10009771880
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The growing financialisation of commodity markets : divergences between index investors and money managers
Mayer, Jörg - In: The journal of development studies : JDS 48 (2012) 6, pp. 751-767
Persistent link: https://www.econbiz.de/10009630146
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Is commodity index investing profitable?
Fethke, Tobias; Prokopczuk, Marcel - 2018
Using a comprehensive dataset of first, second and third generation commodity indices, we investigate the potential diversification benefits in equity-bond portfolios. The results show that first generation commodity indices are outperformed by enhanced indices. Second generation indices provide...
Persistent link: https://www.econbiz.de/10011879959
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Is commodity index investing profitable?
Fethke, Tobias; Prokopczuk, Marcel - 2018
Persistent link: https://www.econbiz.de/10011869031