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On estimating the expected rate of return in diffusion price models with application to estimating the expected return on the market
Goldenberg, David Harold - In: Journal of financial and quantitative analysis : JFQA 31 (1996) 4, pp. 605-631
Persistent link: https://www.econbiz.de/10001219186
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Stock market anomalies, market efficiency and the adaptive market hypothesis : evidence from Islamic stock indices
Al-Khazali, Osamah; Mirzaei, Ali - In: Journal of international financial markets, … 51 (2017), pp. 190-208
Persistent link: https://www.econbiz.de/10011896306
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Essays in empirical asset pricing and international finance
Niu, Zilong - 2020
Persistent link: https://www.econbiz.de/10012172860
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Economic policy uncertainty, market returns and expected return predictability
Adjei, Frederick; Adjei, Mavis - In: Journal of financial economic policy 9 (2017) 3, pp. 242-259
Persistent link: https://www.econbiz.de/10011799942
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Intraday index volatility : evidence from currency adjusted stock indices
Jalbert, Terrance - In: The journal of applied business research 31 (2015) 1, pp. 17-28
Persistent link: https://www.econbiz.de/10010502685
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Dynamic relation between global Islamic and conventional sectoral stock and bonds indexes
Tuysuz, Sukriye - In: International journal of financial engineering 7 (2020) 2, pp. 1-43
Persistent link: https://www.econbiz.de/10012602943
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Conditional correlations between stock index, investment grade yield, high yield and commodities (gold and oil) during stable and crisis periods
Tuysuz, Sukriye - In: International journal of economics and finance 5 (2013) 9, pp. 28-44
Persistent link: https://www.econbiz.de/10010190858
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The volatility model of the ASEAN stock indexes
Singagerda, Faurani Santi; Septarina, Linda; Sanusi, Anuar - In: Investment management and financial innovations 16 (2019) 1, pp. 226-238
Persistent link: https://www.econbiz.de/10012056146
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Influence of non-monetary information signals of the USA on the Ukrainian stock market volatility
Pavlov, Roman; Pavlova, Tetiana; Lemberg, Anna; … - In: Investment management and financial innovations 16 (2019) 1, pp. 319-333
Persistent link: https://www.econbiz.de/10012056175
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Assessing the diversification risk of a single equity market : evidence from the largest European stock indexes
Nuhiu, Artor; Aliu, Florin; Peci, Bedri - In: International journal of management and economics 58 (2022) 1, pp. 3-16
Diversification of financial securities is considered a substantial element of portfolio risk. In this context, the construction of an optimal portfolio is an ongoing concern for portfolio managers. This study measures the risk-reward tradeoffs linked to the stock indexes of Germany, Spain,...
Persistent link: https://www.econbiz.de/10013277308