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Kalenderzeiteffekte an europäischen Aktien- und Anleihemärkten : Implikationen für Investoren und Emittenten
Frère, Eric; Rabben, Vincent L.; Rojahn, Joachim - 2012
Persistent link: https://www.econbiz.de/10014011805
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Financial markets performance : theory and empirical evidence
Marquardt, Dirk Steffen - 1998
Persistent link: https://www.econbiz.de/10000671527
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Data-snooping,technical trading rule performance and the bootstrap
Sullivan, Ryan; Timmermann, Allan; White, Halbert - 1998
Persistent link: https://www.econbiz.de/10000676438
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An empirical model of daily highs and lows
Cheung, Yin-Wong (contributor) - 2006
We construct an empirical model for daily highs and daily lows of US stock indexes based on the intuition that highs and lows do not drift apart over time. Our empirical results show that daily highs and lows of three main US stock price indexes are cointegrated. Data on openings, closings, and...
Persistent link: https://www.econbiz.de/10003304236
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An empirical model of daily highs and lows
Cheung, Yin-Wong - In: International journal of finance & economics : IJFE 12 (2007) 1, pp. 1-20
Persistent link: https://www.econbiz.de/10003416321
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An empirical model of daily highs and lows
Cheung, Yin-Wong (contributor) - 2006
We construct an empirical model for daily highs and daily lows of US stock indexes based on the intuition that highs and lows do not drift apart over time. Our empirical results show that daily highs and lows of three main US stock price indexes are cointegrated. Data on openings, closings, and...
Persistent link: https://www.econbiz.de/10003301373
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Noise Trading und Ineffizienzen am deutschen Aktienmarkt : mit einem Geleitwort von Bernd Rudolph
Jaron, Martin - 2010
Persistent link: https://www.econbiz.de/10008652893
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Trading asymmetric trend and volatility by leverage trend GARCH in Taiwan stock index
Su, Ender; Bilson, John F. - In: Applied economics 43 (2011) 25/27, pp. 3891-3905
Persistent link: https://www.econbiz.de/10009380575
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Contrarian technical trading rules : evidence from Nairobi Stock Index
Metghalchi, Massoud; Kagochi, John; Hayes, Linda A. - In: The journal of applied business research 30 (2014) 3, pp. 833-846
Persistent link: https://www.econbiz.de/10010370826
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Do informed traders trade more when the market is thick? : evidence from the Nikkei 225 index redefinition of April 2000
Ahn, Hee-joon; Cai, Jun; Chung, Jay M. - In: Asia-Pacific journal of financial studies 39 (2010) 4, pp. 495-523
Persistent link: https://www.econbiz.de/10009231516