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How does short selling affect liquidity in financial markets?
Blau, Benjamin; Whitby, Ryan J. - In: Finance research letters 25 (2018), pp. 244-250
Persistent link: https://www.econbiz.de/10012003551
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The impact of long memory in mortality differentials on index-based longevity hedges
Zhou, Kenneth Q.; Li, Johnny Siu-Hang - In: Journal of demographic economics : JODE 89 (2023) 3, pp. 533-552
Persistent link: https://www.econbiz.de/10014365103
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Disentangling trend risk and basis risk with functional time series
Liu, Yanxin; Li, Johnny Siu-Hang - In: Risks : open access journal 11 (2023) 12, pp. 1-18
trend risk and population basis risk. In particular, the cross- and auto-correlations between the innovations of the latent … uncorrelated. This permits us to disentangle trend risk and population basis risk, thereby sparing us from the need to use a … improved robustness in terms of correlation structures and hedging performance, offering a new perspective on treating cross …
Persistent link: https://www.econbiz.de/10014446577
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Bias-free nonparametric estimation of intra-day trade activity measures
Grammig, Joachim; Hujer, Reinhard; Kokot, Stefan - 2000
Persistent link: https://www.econbiz.de/10001517885
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Handelsstrategien von Nichtpreisnehmern : Theorie und empirische Untersuchung
Kampovsky, Anne-Kerstin - 2000
Persistent link: https://www.econbiz.de/10001526720
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Forecasting and trading strategies based on a price trend model
Kwan, Josephine W. C. (contributor) - In: Journal of forecasting 19 (2000) 6, pp. 485-498
Persistent link: https://www.econbiz.de/10001531939
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On the distribution of transaction stock returns : theory and evidence
Ha, Daesung - 1991
Persistent link: https://www.econbiz.de/10000997684
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Untersuchung von Modellen der fundamentalen und technischen Aktienanalyse : ein empirischer Vergleich am deutschen Aktienmarkt
Dornbusch, Daniel - 1999
Persistent link: https://www.econbiz.de/10001379255
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Evolutionary induction of trading models
Bhattacharyya, Siddhartha; Mehta, Kumar - In: Evolutionary computation in economics and finance : …, (pp. 311-331). 2002
Persistent link: https://www.econbiz.de/10001677453
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Zeitreihenanalyse auf nichtstationären stochastischen Prozessen mit Anwendungen in Ökonomie und Medizin
Liehr, Stefan - 2002
Persistent link: https://www.econbiz.de/10001663343