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Stock market volatility of regulated industries : an empirical assessment

Morana, Claudio; Sawkins, John W. - In: Portuguese economic journal 3 (2004) 3, pp. 189-204

Persistent link: https://www.econbiz.de/10002751344

Wertgenerierung durch M&A-Transaktionen in der internationalen Wasserwirtschaft

Ahnefeld, Martin; Keisers, Maximilian; Schiereck, Dirk - In: Die Unternehmung : Swiss journal of business research … 60 (2006) 6, pp. 427-442

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Regulatory uncertainty and share price volatility : the English and Welsh water industry's Periodic Price Review

Morana, Claudio; Sawkins, John W. - In: Journal of regulatory economics 17 (2000) 1, pp. 87-100

Persistent link: https://www.econbiz.de/10001473254

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