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Monitoring mechanisms, managerial incentives, investment distortion costs, and derivatives usage

Huang, Jingjing; Su, Chen; Joseph, Nathan Lael; Gilder, … - In: The British accounting review : the journal of the … 50 (2018) 1, pp. 93-141

Persistent link: https://www.econbiz.de/10011843935

Model specification and forecasting foreign exchange rates with Vector autoregressions

Joseph, Nathan Lael - In: Journal of forecasting 20 (2001) 7, pp. 451-484

Persistent link: https://www.econbiz.de/10001626330

Using monthly returns to model conditional heteroscedasticity

Joseph, Nathan Lael - In: Applied economics 35 (2003) 7, pp. 791-801

Persistent link: https://www.econbiz.de/10001761490

Cointegration, error-correction models, and forecasting using realigned foreign exchange rates

Joseph, Nathan Lael - In: Journal of forecasting 14 (1995) 6, pp. 499-522

Persistent link: https://www.econbiz.de/10001191616

Identification of house price bubbles using user cost in a state space model

Zhang, Hanxiong; Hudson, Robert; Metcalf, Hugh; … - In: Applied economics 47 (2015) 55/57, pp. 6088-6101

Persistent link: https://www.econbiz.de/10011381027

Do house prices overreact to relevant information? : new evidencefrom the UK housing market

Zhang, Hanxiong; Manahov, Viktor; Hudson, Robert; … - In: Investment management and financial innovations 12 (2015) 3, pp. 33-46

Persistent link: https://www.econbiz.de/10011527298

Should Ethical Traders Employ Technical Analysis?

Urquhart, Andrew - 2018

This paper examines the performance of technical trading rules in Socially Responsible Investment (SRI) indices. Unlike previous studies, we separate technical trading rules into those that aim to trend-follow and those that employ mean-reversion. Using three popular FTSE4Good indices, we show...

Persistent link: https://www.econbiz.de/10012916333

Testing for financial crashes using the Log Periodic Power Law model

Brée, David S.; Joseph, Nathan Lael - In: International review of financial analysis 30 (2013), pp. 287-297

Persistent link: https://www.econbiz.de/10010461550

Using non-parametric search algorithm to forecast daily excess stock returns

Joseph, Nathan Lael; Brée, David S.; Kalyvas, Efstathios - In: Applications of artificial intelligence in finance and …, (pp. 93-125). 2004

Persistent link: https://www.econbiz.de/10002797260