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Another Look at Momentum Crashes : Momentum in the European Monetary Union

Grobys, Klaus - 2015

This paper studies the profitability of a selection of prominent momentum-based strategies in the European Monetary … Union. In contrast to past examples documenting the lack of profitability of unconditional price momentum in the most recent …

Persistent link: https://www.econbiz.de/10013028257

Risky assets in Europe and the US : risk vulnerability, risk aversion and economic environment

Bekhtiar, Karim; Fessler, Pirmin; Lindner, Peter - 2019

We use cross-country microdata to analyse the risk taking of households in Europe and the US. Concerning the extensive … inside Europe we document substantial differences. Furthermore, average risk aversion is strongly correlated with the share … explainable by household characteristics as well as differences in risk aversion and a remainder. We employ the unexplained part …

Persistent link: https://www.econbiz.de/10011997521

Pairs Trading Strategy and Idiosyncratic Risk. Evidence in Spain and Europe

Mazo, Marisa - 2016

Pairs trading strategy's return depends on the divergence/convergence movements of a selected pair of stocks' prices. However, if the stable long term relationship of the stocks changes, price will not converge and the trade opened after divergence will close with losses. We propose a new model...

Persistent link: https://www.econbiz.de/10012987096

Venture capital in Europe's common market : a quantitative description

Schertler, Andrea - 2001

This paper offers a quantitative description of European private equity markets and compares the recent development in these markets with the development of the US venture capital market. Moreover, the paper addresses the differences between private equity investors acting in a single national...

Persistent link: https://www.econbiz.de/10011476014