Similar Search Results - EconBiz

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

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

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

Liquidity-driven approach to dynamic asset allocation : evidence from the German stock market

Baitinger, Eduard; Fieberg, Christian; Poddig, Thorsten; … - In: Financial markets and portfolio management 29 (2015) 4, pp. 365-379

Persistent link: https://www.econbiz.de/10011444869

Die These der kurzfristorientierten Aktienbewertung : theoretische und empirische Analyse

Schäfer, Annette - 1997

Persistent link: https://www.econbiz.de/10000979746

Handelsstrategien von Nichtpreisnehmern : Theorie und empirische Untersuchung

Kampovsky, Anne-Kerstin - 2000

Persistent link: https://www.econbiz.de/10001526720

Kapitalmarktmodelle und erwartete Renditen am deutschen Aktienmarkt

Schneider, Sebastian - 2001

Persistent link: https://www.econbiz.de/10001530439

Aktienprognosen zur Portfolio-Optimierung

Marx, Stefan - 1996

Persistent link: https://www.econbiz.de/10000945612

An investor’s perspective on risk-models and characteristic-models

Fieberg, Christian; Poddig, Thorsten; Varmaz, Armin - In: Journal of risk finance : the convergence of financial … 17 (2016) 3, pp. 262-276

Persistent link: https://www.econbiz.de/10011628338

Minimum variance portfolios in the German stock market

Bastin, Jan - In: Prague economic papers : a bimonthly journal of … 26 (2017) 1, pp. 103-120

Persistent link: https://www.econbiz.de/10011622178

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