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Beating the DAX, MDAX, and SDAX : investment strategies in Germany
Franz, Friedrich-Carl; Regele, Tobias Ulrich Joachim - In: Financial markets and portfolio management 30 (2016) 2, pp. 161-204
Persistent link: https://www.econbiz.de/10011477622
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Überrenditeeffekte am deutschen Aktienmarkt : eine theoretische und empirische Analyse
Schnittke, Jürgen - 1989
Persistent link: https://www.econbiz.de/10013428774
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Applying hurst exponent in pair trading strategies
Quynh Bui; Ślepaczuk, Robert - 2020
Persistent link: https://www.econbiz.de/10012322277
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Stock investment and excess returns : a critical review in the light of the efficient market hypothesis
Qianwei, Ying; Yousaf, Tahir; Ul Ain, Qurat; Akhtar, Yasmeen - In: Journal of risk and financial management : JRFM 12 (2019) 2/97, pp. 1-22
The expansion of investment strategies and capital markets is altering the significance and empirical rationality of the Efficient Market Hypothesis. The vitality of capital markets is essential for efficiency research. The authors explore here the development and contemporary status of the...
Persistent link: https://www.econbiz.de/10012022012
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Data-driven investigation into anomaly trading strategies : evidence with econometrics
French, Jordan - 2019
Persistent link: https://www.econbiz.de/10012126157
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Mandelbrot market-model and momentum
Berghorn, Wilhelm; Otto, Sascha - In: International journal of financial research 8 (2017) 3, pp. 1-26
Persistent link: https://www.econbiz.de/10011779626
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A test of the weak form of efficient market hypothesis in Indian Stock Market using momentum and contrarian effect
Kaur, Ramandeep; Bajwa, Rubeena - In: International journal of business and globalisation : IJBG 35 (2023) 1/2, pp. 119-133
Persistent link: https://www.econbiz.de/10014388736
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Efficient market hypothesis : empirical testing through random investing
Rao, K. Raghupathi - 2007
Persistent link: https://www.econbiz.de/10003753533
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Do winners perform better than losers? : a stochastic dominance approach
Wong, Wing Keung; Thompson, Howard Elliott; Wei, Steven X. - In: Advances in quantitative analysis of finance and … 4 (2006), pp. 219-254
Persistent link: https://www.econbiz.de/10003430919
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The post-cost profitability of momentum trading strategies : further evidence from the UK
Agyei-Ampomah, Sam - In: European financial management : the journal of the … 13 (2007) 4, pp. 776-802
Persistent link: https://www.econbiz.de/10003534160