Narrow search
Showing 1 - 10 of 13,927
Cover Image
An empirical investigation of the Fama-French five-factor model
Paliienko, Oleksandr; Naumenkova, Svitlana; Mishchenko, … - In: Investment management and financial innovations 17 (2020) 1, pp. 143-155
Persistent link: https://www.econbiz.de/10012300519
Cover Image
Tourism stocks in times of crisis : an econometric investigation of unexpected nonmacroeconomic factors
Zopiatis, Anastasios; Savva, Christos S.; Lambertides, … - In: Journal of travel research : a quarterly publication of … 58 (2019) 3, pp. 459-479
Persistent link: https://www.econbiz.de/10011983320
Cover Image
Spatial tale of G-7 and BRICS stock markets during COVID-19 : an event study
Ledwani, Sanket; Chakraborty, Suman; Shenoy, Sandeep S. - In: Investment management and financial innovations 18 (2021) 2, pp. 20-36
Persistent link: https://www.econbiz.de/10012698109
Cover Image
Long run returns predictability and volatility with moving averages
Chang, Chia-Lin; Ilomäki, Jukka; Laurila, Hannu; … - In: Risks : open access journal 6 (2018) 4, pp. 1-18
This paper examines how the size of the rolling window, and the frequency used in moving average (MA) trading strategies, affects financial performance when risk is measured. We use the MA rule for market timing, that is, for when to buy stocks and when to shift to the risk-free rate. The...
Persistent link: https://www.econbiz.de/10011906234
Cover Image
Average skewness in global equity markets
Atilgan, Yigit; Demirtas, K. Ozgur; Günaydin, A. Doruk; … - In: International review of finance : the official journal … 23 (2023) 2, pp. 245-271
Persistent link: https://www.econbiz.de/10014326300
Cover Image
Crude oil price shocks and stock returns : evidences from Turkish stock market under global liquidity conditions
Aydogan, Berna; Berk, Istemi - In: International Journal of Energy Economics and Policy : IJEEP 5 (2015) 1, pp. 54-68
Persistent link: https://www.econbiz.de/10011287185
Cover Image
Idiosyncratic risk and expected returns in frontier markets : evidence from GCC
Bley, Jorg; Saad, Mohsen M. - In: Journal of international financial markets, … 22 (2012) 3, pp. 538-554
Persistent link: https://www.econbiz.de/10009623547
Cover Image
Idiosyncratic volatility and cross-sectional stock returns in Southeast Asian stock markets
Nartea, Gilbert V.; Ward, Bert; Yao, Lee Jian - In: Accounting and finance : journal of the Accounting … 51 (2011) 4, pp. 1031-1054
Persistent link: https://www.econbiz.de/10009407746
Cover Image
Empirical linkage between oil price and stock market returns and volatility : evidence from international developed markets
Dhaoui, Abderrazak; Khraief, Naceur - 2014
Singapore. On the volatility of returns, the changes in oil prices are significant for six markets and they have not much effect …
Persistent link: https://www.econbiz.de/10010257720