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Measuring financial interdependence in asset markets with an application to eurozone equities
Fry-McKibbin, Renée; Hsiao, Cody Yu-Ling; Martin, Vance - In: Journal of banking & finance 122 (2021), pp. 1-21
Persistent link: https://www.econbiz.de/10012659252
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Identifying fragility for the stock market : Perspective from the portfolio overlaps network
Li, Lin; Guo, Xin-Yu - In: Journal of international financial markets, … 62 (2019), pp. 132-151
Persistent link: https://www.econbiz.de/10012262449
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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
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The P/E ratio, the business cycle, and timing the stock market
Park, Sangkyun - In: The journal of portfolio management : JPM 47 (2021) 8, pp. 165-183
Persistent link: https://www.econbiz.de/10012613451
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Time-varying systematic risk for style investment : evidence from global stock markets
Liau, Yung-Shi - In: The empirical economics letters : a monthly … 17 (2018) 7, pp. 921-930
Persistent link: https://www.econbiz.de/10011992821
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An entropy approach to measure the dynamic stock market efficiency
Patra, Subhamitra; Hiremath, Gourishankar S. - In: Journal of quantitative economics 20 (2022) 2, pp. 337-377
Persistent link: https://www.econbiz.de/10013441654
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Reevaluating the risk minimization utility of Islamic stocks and bonds (Sukuk) in international financial markets
Imtiaz Mohammad Sifat; Azhar Mohamad; Zhang, Hengchao; … - In: The European journal of finance 29 (2023) 2, pp. 185-206
Persistent link: https://www.econbiz.de/10014322496
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Assessing the diversification risk of a single equity market : evidence from the largest European stock indexes
Nuhiu, Artor; Aliu, Florin; Peci, Bedri - In: International journal of management and economics 58 (2022) 1, pp. 3-16
Diversification of financial securities is considered a substantial element of portfolio risk. In this context, the construction of an optimal portfolio is an ongoing concern for portfolio managers. This study measures the risk-reward tradeoffs linked to the stock indexes of Germany, Spain,...
Persistent link: https://www.econbiz.de/10013277308
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Volatility contagion (spillover) between Chinese and Pakistani stock markets during COVID-19 : pre and post analysis of trade-level data
Bukhari, Syed Faisal Hasan; Ahmad, Habib; Hanif, Hasan; … - In: International journal of monetary economics and finance … 15 (2022) 4, pp. 309-330
Persistent link: https://www.econbiz.de/10014314085
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Taming the great depression : Keynes's personal investments in the US stock market, 1931-1939
Cristiano, Carlo; Marcuzzo, Maria Cristina; Sanfilippo, … - In: Economia politica : journal of analytical and … 35 (2018) 1, pp. 13-40
Persistent link: https://www.econbiz.de/10012001943