Narrow search
Showing 1 - 10 of 15,385
Cover Image
Essays on the term structure of interest rates and long-run risks
Hasseltoft, Henrik - 2009
Persistent link: https://www.econbiz.de/10003918843
Cover Image
No pain, no gain : you should always incorporate trading costs for a bias-free evaluation of trading rule overperformance
Anghel, Dan Gabriel - In: Economics letters 216 (2022), pp. 1-6
Persistent link: https://www.econbiz.de/10013448360
Cover Image
Finding "fair value" in global equities
O'Neill, Jim; Oppenheimer, Peter; Matsui, Kathy; Moe, Tim; … - 2009
Persistent link: https://www.econbiz.de/10003818840
Cover Image
Finding "fair value" in global equities ; Pt. 1
O'Neill, Jim; Oppenheimer, Peter; Matsui, Kathy; Moe, Tim; … - 2009
Persistent link: https://www.econbiz.de/10003818843
Cover Image
Forecasting returns
Oppenheimer, Peter; Nielsen, Anders; Daly, Kevin - 2009
Persistent link: https://www.econbiz.de/10003818846
Cover Image
A high-low model of daily stock price ranges
Cheung, Stephen Y. L.; Cheung, Yin-Wong; Wan, Alan T. K. - 2009
Persistent link: https://www.econbiz.de/10003974897
Cover Image
Trade momentum
Rizova, Savina - In: Journal of international financial markets, … 24 (2013), pp. 247-257
Persistent link: https://www.econbiz.de/10009726366
Cover Image
A high-low model of daily stock price ranges
Cheung, Stephen Y. L. (contributor);  … - 2008
We observe that daily highs and lows of stock prices do not diverge over time and, hence, adopt the cointegration concept and the related vector error correction model (VECM) to model the daily high, the daily low, and the associated daily range data. The in-sample results attest the importance...
Persistent link: https://www.econbiz.de/10003749656
Cover Image
A High-Low Model of Daily Stock Price Ranges
Cheung, Stephen Yan-Leung - 2015
We observe that daily highs and lows of stock prices do not diverge over time and, hence, adopt the cointegration concept and the related vector error correction model (VECM) to model the daily high, the daily low, and the associated daily range data. The in-sample results attest the importance...
Persistent link: https://www.econbiz.de/10012707381
Cover Image
Predictability in sovereign bond returns using technical trading rules : do developed and emerging markets differ?
Fong, Tom; Wu, Shui Tang - In: The North American journal of economics and finance : a … 51 (2020), pp. 1-21
Persistent link: https://www.econbiz.de/10012660179