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Behavioural finance
China
122,757
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23,076
Cointegration
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15,672
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Japan
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3,827
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Weber, Martin
104
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77
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71
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65
Menkhoff, Lukas
53
Hens, Thorsten
49
Kumar, Alok
49
Kirchler, Michael
47
Lusardi, Annamaria
47
Stein, Jeremy C.
46
Ryu, Doojin
43
Oehler, Andreas
42
Campbell, John Y.
41
Goetzmann, William N.
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Georgarakos, Dimitris
40
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36
Nofsinger, John R.
36
Shleifer, Andrei
36
Titman, Sheridan
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Haslem, John A.
35
Huber, Jürgen
34
Meyer, Steffen
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33
Ben-David, Itzhak
33
Chaliasos, Michaēl
33
Guiso, Luigi
33
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33
Hong, Harrison G.
33
Subrahmanyam, Avanidhar
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Zwinkels, Remco C. J.
33
Barberis, Nicholas
32
Spiwoks, Markus
32
Xiong, Wei
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Choi, James J.
30
Glaser, Markus
30
Gupta, Rangan
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Zhang, Wei
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Chiarella, Carl
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Odean, Terrance
29
Statman, Meir
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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Universität Mannheim
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Institute of Finance and Accounting <London>
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Rodney L. White Center for Financial Research
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Zentrum für Europäische Wirtschaftsforschung
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Books on Demand GmbH <Norderstedt>
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Center for Economic Research <Tilburg>
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Deutsches Institut für Altersvorsorge
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Goethe-Universität Frankfurt am Main
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Uniwersytet Warszawski / Wydział Nauk Ekonomicznych
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UVK Verlagsgesellschaft mbH
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Universität Zürich / Institut für Schweizerisches Bankwesen
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epubli GmbH
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Campus Verlag
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Fachverlag für Wirtschafts- und Steuerrecht Schäffer <Stuttgart>
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Kopp Verlag e.K.
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Nomos Verlagsgesellschaft
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Sonderforschung ökonomische und juristische Institutionenanalyse (SOFIA) e.V.
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Verlag Dr. Kovač
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Bundesverband Investment- und Asset-Management
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Erasmus Research Institute of Management
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Federal Reserve System / Board of Governors
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IGI Global
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Peter Lang GmbH
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Sonderforschungsgruppe Institutionenanalyse
3
Springer-Verlag GmbH
3
University of British Columbia / Finance Division
3
University of Hong Kong / School of Economics and Finance
3
VNR Verlag für die Deutsche Wirtschaft AG
3
Verlag Franz Vahlen
3
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NBER working paper series
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Finance research letters
327
Journal of banking & finance
286
International review of financial analysis
252
Working paper / National Bureau of Economic Research, Inc.
250
Pacific-Basin finance journal
243
NBER Working Paper
206
Journal of financial economics
204
The journal of behavioral finance : a publication of the Institute of Behavioral Finance
194
The review of financial studies
181
International review of economics & finance : IREF
152
Journal of economic behavior & organization : JEBO
145
The journal of finance : the journal of the American Finance Association
144
Journal of financial and quantitative analysis : JFQA
139
Management science : journal of the Institute for Operations Research and the Management Sciences
138
Discussion paper / Centre for Economic Policy Research
134
Research in international business and finance
118
The North American journal of economics and finance : a journal of financial economics studies
118
Journal of empirical finance
117
Applied economics
113
Wiley trading series
111
Applied economics letters
106
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
105
SpringerLink / Bücher
99
Review of finance : journal of the European Finance Association
98
Journal of behavioral and experimental finance
95
Review of quantitative finance and accounting
91
The European journal of finance
89
Journal of financial markets
88
Economics letters
81
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
81
Discussion papers / CEPR
80
Economic modelling
80
Research paper series / Swiss Finance Institute
78
Journal of economic dynamics & control
76
Journal of international financial markets, institutions & money
75
The journal of corporate finance : contracting, governance and organization
73
International journal of economics and financial issues : IJEFI
70
The journal of futures markets
69
CESifo working papers
67
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ECONIS (ZBW)
22,448
RePEc
28
EconStor
10
Showing
1
-
10
of
22,486
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date (newest first)
date (oldest first)
1
Selection of a portfolio of pairs based on
cointegration
: a statistical arbitrage strategy
Caldeira, João F.
;
Moura, Guilherme Valle
- In:
Revista Brasileira de Finanças : RBFin
11
(
2013
)
1
,
pp. 49-80
Persistent link: https://www.econbiz.de/10010436848
Saved in:
2
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
Saved in:
3
Pre-selection in
cointegration
-based pairs trading
Brunetti, Marianna
;
De Luca, Roberta
-
2021
-
This version: February 2021
Persistent link: https://www.econbiz.de/10012489201
Saved in:
4
Pre-selection in
cointegration
-based pairs trading
Brunetti, Marianna
;
De Luca, Roberta
-
2022
Persistent link: https://www.econbiz.de/10014248171
Saved in:
5
Pairs trading techniques : an empirical contrast
Carrasco Blázquez, Mario
;
Cruz, Ma del Carmen de la …
- In:
European research on management and business economics
24
(
2018
)
3
,
pp. 160-167
Persistent link: https://www.econbiz.de/10012051701
Saved in:
6
High-frequency pairs trading on a small stock exchange
Mikkelsen, Andreas
;
Kjærland, Frode
- In:
International journal of economics and financial issues …
8
(
2018
)
4
,
pp. 78-88
Persistent link: https://www.econbiz.de/10011979366
Saved in:
7
Cointegrated market-neutral strategy for basket trading
Yu, Philip L. H.
;
Lu, Renjie
- In:
International review of economics & finance : IREF
49
(
2017
),
pp. 112-124
Persistent link: https://www.econbiz.de/10011748382
Saved in:
8
Pairs trading: is it applicable to exchange-traded funds?
Tokat, Ekin
;
Hayrullahoğlu, Ahmet Cevdet
- In:
Borsa Istanbul Review
22
(
2022
)
4
,
pp. 743-751
owing to its simple approach and ease of application. In this context, we develop a
cointegration
-based pairs trading …
Persistent link: https://www.econbiz.de/10013334849
Saved in:
9
Long-run benefits from equity diversification in two Chinese share markets : B-shares from both Shanghai and Shenzhen Stock Exchanges
Chang, Tsangyao
- In:
The Indian journal of economics
82
(
2002
)
3
,
pp. 303-310
Persistent link: https://www.econbiz.de/10001675586
Saved in:
10
The profitability of pairs trading strategies on Hong-Kong stock market : distance,
cointegration
, and correlation methods
Ma, Baiquan
;
Ślepaczuk, Robert
-
2022
Persistent link: https://www.econbiz.de/10012816711
Saved in:
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