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The trend is your friend : time-series momentum strategies across equity and commodity markets
Georgopoulou, Athina; Wang, Jiaguo - In: Review of finance : journal of the European Finance … 21 (2017) 4, pp. 1557-1592
Persistent link: https://www.econbiz.de/10011804328
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The efficiency of spot and futures stock indices : a survey based perspective
MacDonald, Ronald - In: Review of futures markets 12 (1994) 1, pp. 431-454
Persistent link: https://www.econbiz.de/10001183584
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Forecasting stock market volatility and the informational efficiency of the DAX-index options market
Claessen, Holger; Mittnik, Stefan - 2002
. Employing German DAX-index return data it is found that past returns do not contain useful information beyond the volatility … expectations already reflected in option prices. This supports the efficient market hypothesis for the DAX-index options market. …
Persistent link: https://www.econbiz.de/10009767118
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Time series momentum
Moskowitz, Tobias J.; Ooi, Yao Hua; Pedersen, Lasse Heje - In: Journal of financial economics 104 (2012) 2, pp. 228-250
Persistent link: https://www.econbiz.de/10009621174
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Forecasting stock market volatility and the informational efficiency of the DAX-index options market
Claessen, Holger; Mittnik, Stefan - In: The European journal of finance 8 (2002) 3, pp. 302-321
Persistent link: https://www.econbiz.de/10001704471
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Forecasting stock market volatility and the informational efficiency of the DAX-index options market
Claessen, Holger; Mittnik, Stefan - 2002
Persistent link: https://www.econbiz.de/10001718828
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Forecasting stock market volatility and the informational efficiency of the DAX-index options market
Claessen, Holger - 1996
Persistent link: https://www.econbiz.de/10001410584
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Efficiency drifts in euronext stock indexes returns
Gomes, Luís M. P.; Soares, Vasco J. S.; Gama, Sílvio M. A. - In: International journal of business 27 (2022) 2, pp. 28-44
Persistent link: https://www.econbiz.de/10013395911
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A comparative study of static and iterative models of ARIMA and SVR to predict stock indices prices in developed and emerging economies
Beniwal, Mohit; Archana Singh; Kumar, Nand - In: International journal of applied management science : IJAMS 15 (2023) 4, pp. 352-371
Persistent link: https://www.econbiz.de/10014391724
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Long memory and stock market efficiency : case of Saudi Arabia
Lamouchi, Rim Ammar - In: International journal of economics and financial issues … 10 (2020) 3, pp. 29-34
Persistent link: https://www.econbiz.de/10012215228