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The January effect in the foreign exchange market : evidence for seasonal equity carry trades

Girardin, Eric; Namin, Fatemeh Salimi - In: Economic modelling 81 (2019), pp. 422-439

Persistent link: https://www.econbiz.de/10012202131

Do carry trades in the foreign exchange markets influence stock prices

Kurihara, Yutaka - In: International journal of business and economics … 2 (2013) 4, pp. 84-90

Persistent link: https://www.econbiz.de/10010252370

The Crash Risk Premia of Efficient Carry Trades

Dupuy, Philippe - 2012

Carry trade strategies in which investors sell forward currencies that are at a forward premium and buy forward currencies that are at a forward discount are, on average, profitable. According to the uncovered interest rate parity they should not. A risk premia story might justify the high...

Persistent link: https://www.econbiz.de/10013105027

Stock returns and carry trades

Chen, Zilin; Gang, Jianhua; Qian, Zongxin - In: The North American journal of economics and finance : a … 58 (2021), pp. 1-13

Persistent link: https://www.econbiz.de/10013188433

Dividend taxes and stock volatility

Syron Ferris, Erin E. - In: International tax and public finance 25 (2018) 2, pp. 377-403

Persistent link: https://www.econbiz.de/10012033065

Influence of dividend tax policy tied to investment horizon on stock price stability : evidence from the 2015 dividend tax reform in China

Guo, Nianzhi; Sun, Ping-Wen; Xiao, Huiqin - In: International review of finance : the official journal … 23 (2023) 3, pp. 524-552

Persistent link: https://www.econbiz.de/10014368410

Spekulation, Preisbildung und Volatilität auf Finanz- und Devisenmärkten

Alexander, Volbert; Kugler, Peter; Streissler, Erich; … - Verein für Socialpolitik / Ausschuss für Geldtheorie … - 1998

Die Beiträge des Bandes befassen sich mit den Mechanismen der Preisbildung auf den Finanz- und Devisenmärkten. Besonderes Interesse gilt der Rolle von Spekulation und Arbitrage und der sich daraus ergebenden Volatilität der Finanzmarktpreise. -- Der Beitrag von E. W. Streissler hat die...