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Stock market linkage, financial contagion and assets price movements : evidence from Nigerian stock exchange
Abdullahi, Shafiu Ibrahim - In: Journal of advanced studies in finance : JASF 8 (2017) 2/16, pp. 146-159
Persistent link: https://www.econbiz.de/10011883269
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Revisiting the CAPM model with quantile regression : creating investment strategies on the Zagreb Stock Exchange
Škrinjarić, Tihana; Slišković, Marina - In: International journal of economics and business … 19 (2020) 3, pp. 266-289
Persistent link: https://www.econbiz.de/10012205614
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Modeling price dynamics and risk forecasting in Tehran stock exchange : conditional variance heteroscedasticity hidden Markov models
Nilchi, Moslem; Farid, Daryush; Peymany, Moslem; … - In: Iranian journal of finance 7 (2023) 3, pp. 1-24
Persistent link: https://www.econbiz.de/10014429053
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Essays on the Saudi Stock exchange : market efficiency, active investment strategies and sectoral dependency on oil price
Otto, Hans-Philipp - 2022 - 1st edition
Persistent link: https://www.econbiz.de/10012807103
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Paper profits from value, size and momentum : Evidence from the Polish market
Zaremba, Adam; Konieczka, Przemysław - In: E-Finanse : finansowy kwartalnik internetowy 11 (2015) 3, pp. 58-69
In this paper we investigate sources and characteristics of value, size and momentum profits on the Polish stock market. The research aims to broaden the academic knowledge in a few ways. First, we deliver fresh out-of-sample evidence on value, momentum, and size premiums. Second, we analyzemthe...
Persistent link: https://www.econbiz.de/10011455379
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The momentum effect exemplifies the influence of investors' irrational behaviour on prices of shares and stocks : an analysis of the momentum effect on the Warsaw Stock Exchange
Merło, Paweł; Konarzewski, Patryk - In: E-Finanse : finansowy kwartalnik internetowy 11 (2015) 1, pp. 56-64
portfolio return rates, but it was too weak to attribute the effect to a single decisive factor. In addition, the returns from …
Persistent link: https://www.econbiz.de/10011393280
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Risk-return trade-off in emerging markets : evidence from Dhaka Stock Exchange Bangladesh
Mollik, Abu Taher; Bepari, M. Khokan - In: Australasian accounting business and finance journal : AABF 9 (2014) 1, pp. 71-88
Persistent link: https://www.econbiz.de/10010520223
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Stock market predictability and tactical asset allocation
Rey, David - 2004
Persistent link: https://www.econbiz.de/10002386262
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Interest Rate Risk of Zero-Coupon Bond Prices on National Stock Exchange (NSE) – Empirical Test of the Duration, Modified Duration, Convexity and Immunization Risk
Maleki Nia, Nahid - 2019
Duration and convexity are important measures in fixed-income portfolio management and help develop methodologies in … related indirectly and insignificantly to the immunization risk inherent in a bond portfolio. The main goal of this study is …
Persistent link: https://www.econbiz.de/10012864002
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Modeling the optimal portfolio : the case of the largest European stock exchanges
Aliu, Florin; Nuhiu, Artor; Krasniqi, Besnik A.; Aliu, … - In: Comparative economic research : Central and Eastern Europe 23 (2020) 2, pp. 41-51
Portfolio optimization is the main concern for portfolio managers. Financial securities are placed within the portfolio … portfolio increases. Six diverse portfolios have been created with a different number of stocks, such as portfolios with 47 … contrary to the standard portfolio theories. The results of the study indicate managerial implications for financial investors …
Persistent link: https://www.econbiz.de/10012417505