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High-Frequency ETF Pairs Trading
Simonson, Jack - 2018
In this paper we examine the effectiveness of modeling a paris-traded ETF portfolio as an Ornstein-Uhlenbeck process. Using ETF pairs that have similar references indexes, we apply maximum likelihood estimation to historical data in order to optimize trading signals for two strategies. Using...
Persistent link: https://www.econbiz.de/10012931447
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Das Internet verändert die Kapitalmärkte : Erkenntnisse aus dem Studium des Aktienhandels und Fondsvertriebs im Internet
Leber, Hendrik - 2001
Persistent link: https://www.econbiz.de/10001575374
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Vom Social Trading zum Social Investing : alles, was Sie über Plattformen, Strategien, Rendite und Risiko wissen müssen
Mantel, Alexander; Maier, Ingbert - 2019 - 1. Auflage
Persistent link: https://www.econbiz.de/10011864631
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Vom Social Trading zum Social Investing : alles, was Sie über Plattformen, Strategien, Rendite und Risiko wissen müssen
Mantel, Alexander; Maier, Ingbert - 2019 - 1. Auflage
Intro -- Vorwort -- Disclaimer -- Teil I : Social Trading - Social Investing -- 1.1 Was ist Social Trading? -- 1.2 Was ist Social Investing? -- 1.3 Social-Trading-Anbieter - Marktüberblick -- Ein Gastbeitrag von Michael Tomaschek -- 1.4 Pflichten und Verantwortung der Anbieter -- Social Trading...
Persistent link: https://www.econbiz.de/10012124049
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Market sentiment and mutual fund trading strategies
Lacey, Nelson J.; Bu, Qiang - In: Problems and perspectives in management : PPM ; … 8 (2010) 3, pp. 208-214
Persistent link: https://www.econbiz.de/10008696208
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Measuring the impact of behavioral traders in the market for closed-end country funds from 2001 to 2009
Kelly, Hugh; Evans, Tom - 2009
Persistent link: https://www.econbiz.de/10003955723
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The disposition effect, momentum and stock price under-reaction to corporate news
Frazzini, Andrea - 2005
Persistent link: https://www.econbiz.de/10003553334
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Premiums, discounts and feedback trading : evidence from emerging markets' ETFs
Charteris, Ailie; Chau, Frankie; Gavriilidis, Konstantinos - In: International review of financial analysis 35 (2014), pp. 80-89
Persistent link: https://www.econbiz.de/10010529624
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The prevalence of the disposition effect in mutual funds' trades
Cici, Gjergji - 2011 - This version: April 22, 2011
US equity mutual funds, on average, prefer realization of capital losses to capital gains. Nevertheless, a substantial fraction exhibits the disposition effect of realizing gains more readily than losses. My analysis suggests that learning effects have reduced the manifestation of the...
Persistent link: https://www.econbiz.de/10009785057