Narrow search
Showing 1 - 10 of 10,811
Cover Image
Illuminating the Profitability of Pairs Trading : A Test of Relative Pricing Efficiency of Markets for Water Utility Stocks
Gutierrez, Jose A. - 2019
This paper examines the profitability of a pairs trading strategy derived solely from historic price dynamics and contrarian principles. We find that the profitability of the self-financing strategy hinges on a cointegrated relationship, which Engle and Granger (1987) show also implies an...
Persistent link: https://www.econbiz.de/10012905960
Cover Image
Water, food, energy : searching for the economic nexus
Peri, Massimo; Vandone, Daniela; Baldi, Lucia - 2014
Persistent link: https://www.econbiz.de/10011765205
Cover Image
A time-varying Granger causality analysis between water stock and green stocks using novel approaches
Tiwari, Aviral Kumar; Adewuyi, Adeolu O.; Adeleke, … - In: Energy economics 126 (2023), pp. 1-20
Persistent link: https://www.econbiz.de/10014483598
Cover Image
The stock price and the economy : causality test for a case study of Thailand
Mekbuntoon, Wichit - 1993
Persistent link: https://www.econbiz.de/10000883658
Cover Image
Essays in stock market efficiency and time-varying risk premia
Beltratti, Andrea - 1991
Persistent link: https://www.econbiz.de/10000883816
Cover Image
Option volume and market timing effectiveness
Martikainen, Teppo; Puttonen, Vesa - 1994
Persistent link: https://www.econbiz.de/10000883958
Cover Image
Inter-dealer-trading
Vogler, Karl-Hubert - 1993
Persistent link: https://www.econbiz.de/10000884025
Cover Image
Comportamiento reciente del mercado accionario chileno : una aplicación de tests de volatilidad y eficiencia
Basch H., Miguel; Budnevich L., Carlos - 1993
Persistent link: https://www.econbiz.de/10000884104
Cover Image
Banking and finance
Steiner, Peter (contributor) - 1993
Persistent link: https://www.econbiz.de/10000884238