Narrow search
Showing 1 - 10 of 21,534
Cover Image
Review on efficiency and anomalies in stock markets
Woo, Kai-yin; Mai, Chulin; McAleer, Michael; Wong, Wing … - In: Economies : open access journal 8 (2020) 1/20, pp. 1-51
reviews the theory and literature on market efficiency and market anomalies. We give a brief review on market efficiency and …. This review is useful to academics for developing cutting-edge treatments of financial theory that EMH, anomalies, and …
Persistent link: https://www.econbiz.de/10012237439
Cover Image
Using a mean changing stochastic processes exit-entry model for stock market long-short prediction
Lleo, Sébastien; Zhitlukhin, M. V.; Ziemba, William T. - 2021
Persistent link: https://www.econbiz.de/10012520206
Cover Image
Testing the stochastic disorder model on stock markets
Sokko, Anastasiia - 2017
This paper examines real-time applications of quickest disorder detection techniques for timing stock markets. The focus is on the stochastic disorder model by Shiryaev, Zhitlukhin, and Ziemba (2014, 2015), Zhitlukhin and Ziemba (2016) and their optimal stopping rule. The model uses sequential...
Persistent link: https://www.econbiz.de/10011875860
Cover Image
Testing the stochastic disorder model on stock markets
Sokko, Anastasiia - In: Essays in behavioural financial markets and asset pricing, (pp. 89-121). 2018
Persistent link: https://www.econbiz.de/10011876059
Cover Image
Portfolio Rebalancing with Reinvestment Based on Noise Filtered Correlation/Covariance Matrices : The Case of NASDAQ 100
Izmailov, Alexander - 2014
• Demonstration of outstanding investment performance due to noise filtering of covariance matrices in optimum portfolio selection exercises. This demonstration is based on the out-of-sample simulation of rebalancing trading done daily, weekly, biweekly and monthly.• Exhibits of investment...
Persistent link: https://www.econbiz.de/10013060887
Cover Image
Return Prediction and Stock Selection from Unidentified Historical Data
Sonsino, Doron - 2018
The experimental approach is applied to explore the value of unidentified historical information in stock-return prediction. Return sequences were randomly drawn cross section and time from historical S&P500 data. Subjects were requested to predict returns or select stocks from 12 preceding...
Persistent link: https://www.econbiz.de/10012940698
Cover Image
Financial reckoning day fallout : surviving today's global depression
Bonner, William; Wiggin, Addison - 2009 - Rev. and updated 10. anniversary ed.
Persistent link: https://www.econbiz.de/10003843968
Cover Image
Stock market bubbles : a case for retail investor's dilemma in India
Devaraja, T. S.; Hiremat Y. G., Kusuma - In: International economics & finance journal : (IEFJ) 8 (2013) 1, pp. 41-50
Persistent link: https://www.econbiz.de/10010207690
Cover Image
Identifying Stock Market Bubbles : Modeling Illiquidity Premium and Bid-Ask Prices of Financial Securities
Karimov, Azar - 2017
This book introduces readers to a new approach to identifying stock market bubbles by using the illiquidity premium, a … parameter derived by employing conic finance theory. Further, it shows how to develop the closed form formulas of the bid and … behavior. A brief history of financial bubbles and an outlook on future developments serve to round out the coverage …
Persistent link: https://www.econbiz.de/10012397431
Cover Image
Stock market bubbles : a case for retail investor's dilemma in India
Devaraja, T. S.; Kusuma Hiremat - In: International economics & finance journal : (IEFJ) 12 (2017) 2, pp. 169-178
Persistent link: https://www.econbiz.de/10011880307