Similar Search Results - EconBiz

Modeling price dynamics and risk forecasting in Tehran stock exchange : conditional variance heteroscedasticity hidden Markov models

Nilchi, Moslem; Farid, Daryush; Peymany, Moslem; … - In: Iranian journal of finance 7 (2023) 3, pp. 1-24

Persistent link: https://www.econbiz.de/10014429053

Kapitalmarktmodelle und erwartete Renditen am deutschen Aktienmarkt

Schneider, Sebastian - 2001

Persistent link: https://www.econbiz.de/10001530439

Review on efficiency and anomalies in stock markets

Woo, Kai-yin; Mai, Chulin; McAleer, Michael; Wong, Wing … - In: Economies : open access journal 8 (2020) 1/20, pp. 1-51

reviews the theory and literature on market efficiency and market anomalies. We give a brief review on market efficiency and …. This review is useful to academics for developing cutting-edge treatments of financial theory that EMH, anomalies, and …

Persistent link: https://www.econbiz.de/10012237439

Der Anlageerfolg des Minimum-Varianz-Portfolios : eine empirische Untersuchung am deutschen, englischen, japanischen, kanadischen und US-amerikanischen Aktienmarkt

Kleeberg, Jochen M. - 1995 - 2., unveränd. Aufl.

Persistent link: https://www.econbiz.de/10013438231

Sources of risk and expected returns in global equity markets

Ferson, Wayne E.; Harvey, Campbell R. - 1994

Persistent link: https://www.econbiz.de/10000881184

The individual and incremental significance of the economic determinants of stock returns and systematic risk

Martikainen, Teppo - 1990

Persistent link: https://www.econbiz.de/10000021184

An empirical study of momentum and reversal in United States equity market

Jun, Wang - 2005

Persistent link: https://www.econbiz.de/10003384691

Gains from stock market timing

Chua, Jess H.; Woodward, Richard S. - 1986

Persistent link: https://www.econbiz.de/10003514292

A two-pass model study of the CAPM : evidence from the UK stock market

Hwang, Tienyu; Gao, Simon S.; Owen, Heather - In: Studies in economics and finance 29 (2012) 2, pp. 89-104

Persistent link: https://www.econbiz.de/10009559816

Risk preferences, investor sentiment and lottery stocks : a stochastic dominance approach

Fong, Wai-mun - In: The journal of behavioral finance : a publication of … 14 (2013) 1, pp. 42-52

Persistent link: https://www.econbiz.de/10009744996

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