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Financial time series: methods and models
Caporin, Massimiliano; Storti, Giuseppe - In: Journal of risk and financial management : JRFM 13 (2020) 5/86, pp. 1-3
The statistical analysis of financial time series is a rich and diversified research field whose inherent complexity requires an interdisciplinary approach, gathering together several disciplines, such as statistics, economics, and computational sciences. This special issue of the Journal of...
Persistent link: https://www.econbiz.de/10012304649
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Postfundamentals price drift in capital markets : a regression regularization perspective
Avramov, Doron; Kaplanski, Guy; Subrahmanyam, Avanidhar - In: Management science : journal of the Institute for … 68 (2022) 10, pp. 7658-7681
Persistent link: https://www.econbiz.de/10013546165
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Liquidity-augmented performance evaluation of Thai's mutual funds
Suppa-Aim, Teerapan; Jelic, Ranko; Theobald, Michael - In: Investment management and financial innovations 11 (2014) 2, pp. 28-37
Persistent link: https://www.econbiz.de/10010392849
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The impact of the 2007 global financial crisis on IPO performance in Asian-Pacific emerging markets
Giannopulos, Geōrgios A.; Degiannakis, Stavros; Holt, … - In: Theoretical economics letters 8 (2018) 11, pp. 2640-2672
Persistent link: https://www.econbiz.de/10011911782
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The model predictability power to explain underpricing in bookbuild IPOs : a study of Indian capital market
Mittal, Satish K.; Verma, Seema - In: Finance India : the quarterly journal of Indian … 36 (2022) 2, pp. 663-680
Persistent link: https://www.econbiz.de/10013475276
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Stock market anomalies : evidence from emerging BRIC markets
Singh, Satinder Pal - In: Vision : the journal of business perspective 18 (2014) 1, pp. 23-28
Persistent link: https://www.econbiz.de/10011334287
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Measuring alpha in the fund management industry : do female managers perform better?
Babalos, Vassilios; Caporale, Guglielmo Maria; … - 2013
This paper examines the performance of 358 European diversified equity mutual funds controlling for gender differences …. Fund performance is evaluated against funds' designated market indices and representative style portfolios. Consistently … with previous studies, no significant differences in performance and risk are found between female and male managed funds …
Persistent link: https://www.econbiz.de/10009752997
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Does diversification drive down risk-adjusted returns? : a quantile regression approach
Shim, Jeungbo - In: Asia-Pacific journal of risk and insurance : APJRI 11 (2017) 2, pp. 1-32
Persistent link: https://www.econbiz.de/10011671263
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Does active management add value? : new evidence from a quantile regression approach
Matallín-Sáez, Juan Carlos; Soler-Domínguez, Amparo; … - In: Journal of the Operational Research Society 70 (2019) 10, pp. 1734-1751
Persistent link: https://www.econbiz.de/10012214768
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Signaling virtue or vulnerability? : the changing impact of exchange rate regimes on government bond yields
Barta, Zsófia; Baccaro, Lucio; Johnston, Alison - 2022
Do exchange rate regimes affect the conditions under which developed countries borrow? This paper argues that they do, but their impact on yields depends on the prevailing macroeconomic context. When investors regard inflation as the most relevant risk to bond holdings, monetary union has a...
Persistent link: https://www.econbiz.de/10013399873