Similar Search Results

Accounting for the determinants of banks' credit ratings

Hassan, Omaima A. G.; Barrell, Ray - 2013

Persistent link: https://www.econbiz.de/10009731968

Investment functions and the profitability gap

Richardson, Colin; Romilly, Peter J. - In: Journal of post-Keynesian economics : JPKE 31 (2008) 1, pp. 35-56

Persistent link: https://www.econbiz.de/10003805361

A time varying parameter approach to the Chinese aggregate consumption function

Song, Haiyan - In: Economics of planning : an international journal … 29 (1996) 3, pp. 185-203

Persistent link: https://www.econbiz.de/10001335253

A comparative study of modelling the demand for food in the United States and The Netherlands

Song, Haiyan - In: Journal of applied econometrics 12 (1997) 5, pp. 593-608

Persistent link: https://www.econbiz.de/10001336653

On stock market illiquidity and real-time GDP growth

Florackis, Chris; Giorgioni, Gianluigi; Kostakis, Alexandros - In: Journal of international money and finance 44 (2014), pp. 210-229

Persistent link: https://www.econbiz.de/10010391060

Statistical Arbitrage and High-Frequency Data with an Application to Eurostoxx 50 Equities

Rudy, Jozef - 2013

The motivation for this paper is to apply a statistical arbitrage technique of pairs trading to high-frequency equity data and compare its profit potential to the standard sampling frequency of daily closing prices. We use a simple trading strategy to evaluate the profit potential of the data...

Persistent link: https://www.econbiz.de/10013081228