Similar Search Results

Unlocking the secrets of fundamental indexes : size effect or value effect? ; evidence from emerging stock markets

Hsieh, Heng-hsing - In: Investment management and financial innovations 10 (2013) 4, pp. 48-64

Persistent link: https://www.econbiz.de/10010258446

Financial crisis and stock market integration : an analysis of select economies

Srivastava, Aman; Bhatia, Shikha; Gupta, Prashant - In: Global business review 16 (2015) 6, pp. 1127-1142

Persistent link: https://www.econbiz.de/10011437629

Investment opportunities in Central and Eastern European equity markets : an econometric examination of the risk-return relationships for Western investors

Schröder, Michael - 2000

This study focuses on the diversification benefits of the most developed equity markets of Central and Eastern Europe (CEE). To evaluate these benefits of diversification we use so-called spanning tests based on a stochastic discount factor approach and estimated by General Methods of Moments...

Persistent link: https://www.econbiz.de/10011444904

Does fund managers' timing ability depend on market conditions? : evidence from Turkish variable funds

Yalcin, Hale; Dube, Sema - In: Afro-Asian Journal of Finance and Accounting : AAJFA 11 (2021) 4, pp. 634-646

Persistent link: https://www.econbiz.de/10012797858

Exchange rate predictability, common factors, and applications in carry trade

Ogruk-Maz, Gokcen; Wu, Shengxiong; Yildirim, Sinan - In: International journal of monetary economics and finance … 13 (2020) 6, pp. 513-530

Persistent link: https://www.econbiz.de/10012515315

Investigating key funds characteristics influencing their investment performance in Saudi Arabia : a dynamic panel data approach

Belgacem, Samira Ben; Ghardallou, Wafa; Alshebel, Razan - In: Investment management and financial innovations 18 (2021) 2, pp. 298-311

Persistent link: https://www.econbiz.de/10012698628

A new semiparametric mirrored historical simulation value-at-risk model

Radivojević, Nikola; Filipović, Luka; Brzaković, … - In: Romanian journal of economic forecasting 23 (2020) 1, pp. 5-21

Persistent link: https://www.econbiz.de/10012421878

Low-risk effect : evidence, explanations and approaches to enhancing the performance of low-risk investment strategies

Joshipura, Mayank; Joshipura, Nehal - In: Investment management and financial innovations 17 (2020) 2, pp. 128-145

Persistent link: https://www.econbiz.de/10012303103

Puzzling premiums on FX markets : carry trade, momentum, and value alone and strategy diversification

Mikova, Evgeniya; Teplova, Tamara V.; Munir, Qaiser - In: Emerging markets, finance & trade : a journal of the … 56 (2020) 1, pp. 126-148

Persistent link: https://www.econbiz.de/10012211227

Hull-White's value at risk model : case study of Baltic equities market

Radivojević, Nikola; Ćurčić, Nikola V.; … - In: Journal of business economics and management 18 (2017) 5, pp. 1023-1041

Persistent link: https://www.econbiz.de/10011781020

1
2
3
4
5
6
7
8
9
10
Next
Last