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Idiosyncratic risk and mutual fund performance

Vidal-García, Javier; Vidal, Marta; Boubaker, Sabri; … - In: Decision making and risk/return optimization in …, (pp. 349-372). 2019

Persistent link: https://www.econbiz.de/10012135878

Asymmetric dependence, persistence and firm-level stock return predictability

Alcock, Jamie; Andrtikova, Petra - In: Asymmetric dependence in finance : diversification, …, (pp. 198-220). 2018

Persistent link: https://www.econbiz.de/10011978515

Data-driven investigation into anomaly trading strategies : evidence with econometrics

French, Jordan - 2019

Persistent link: https://www.econbiz.de/10012126157

The financial intermediation premium in the cross section of stock returns

Marchuk, Tatyana - In: Essays in asset pricing and financial intermediation, (pp. 53-106). 2017

Persistent link: https://www.econbiz.de/10012028551

Is governance related to investment performance and asset allocation? : empirical evidence from Swiss pension funds

Ammann, Manuel; Ehmann, Christian - In: Essays on institutional asset management and financial …, (pp. 23-48). 2016

Persistent link: https://www.econbiz.de/10011574850

Efficient nonparametric estimation of the conditional variance and correlation functions in the Nelson-Siegel yield curve model

Chavleishvili, Sulkhan - In: Essays in econometrics, (pp. 37-59). 2014

Persistent link: https://www.econbiz.de/10011283929

The causal relationship between returns and trading volume in cryptocurrency markets : recursive evolving approach

Cagli, Efe Çaglar - In: Blockchain economics and financial market innovation : …, (pp. 167-190). 2019

This chapter examines the time-varying causal relationship between trading volume and returns in cryptocurrency markets. The chapter employs a novel Granger causality framework based on a recursive evolving window procedure. The procedures allow detecting changes in causal relationships among...

Persistent link: https://www.econbiz.de/10012149978

Empirical evidence of the relationships between Bitcoin and stock exchanges : case of return and volatility spillover

Kamisli, M.; Kamisli, S.; Temizel, F. - In: Blockchain economics and financial market innovation : …, (pp. 293-318). 2019

Persistent link: https://www.econbiz.de/10012150013

Advice-based returns and advice-based trading

Breitmayer, Bastian - In: Investor behavior: essays on social interaction and …, (pp. 51-85). 2018

Persistent link: https://www.econbiz.de/10012116915

Modeling US stock market volatility-return dependence using conditional copula and quantile regression

Agbeyegbe, Terence D. - In: The economics of the global environment : catastrophic …, (pp. 597-621). 2016

Persistent link: https://www.econbiz.de/10011730810