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Business cycles, stock market wealth, and gambling at the racetracks

Ramezani, Cyrus A.; Ahern, James J. - In: Journal of economic studies 51 (2024) 2, pp. 455-470

Persistent link: https://www.econbiz.de/10014482768

Seasonality in the Thai stock market : the lottery effect

Surachai Chancharat; Wilaiporn Paisarn; Sattra Maporn - In: International journal of economic policy in emerging … 12 (2019) 6, pp. 542-555

Persistent link: https://www.econbiz.de/10012254767

Does time series momentum also exist outside traditional financial markets? : near-laboratory evidence from sports betting

Vandenbruaene, Jonas; De Ceuster, Marc J.; Annaert, Jan - In: Journal of behavioral and experimental economics 104 (2023), pp. 1-15

Persistent link: https://www.econbiz.de/10014335707

Low-risk effect : evidence, explanations and approaches to enhancing the performance of low-risk investment strategies

Joshipura, Mayank; Joshipura, Nehal - In: Investment management and financial innovations 17 (2020) 2, pp. 128-145

Persistent link: https://www.econbiz.de/10012303103

Incomplete markets as correlated distortions

Armangue-Jubert, Tristany; Pietrobon, Davide; Ruggieri, … - 2025

We argue that capital misallocation arises endogenously due to incomplete consumption insurance. We model risk-averse entrepreneurs with heterogeneous productivity who face idiosyncratic output shocks and choose how much capital to rent before uncertainty unfolds. We show that incomplete markets...

Persistent link: https://www.econbiz.de/10015272991

Efficient multipowers

Kolokolov, Aleksey; Renò, Roberto - In: Journal of financial econometrics : official journal of … 16 (2018) 4, pp. 629-659

Persistent link: https://www.econbiz.de/10011988002

Why cryptocurrency markets are inefficient : the impact of liquidity and volatility

Al-Yahyaee, Khamis Hamed; Mensi, Walid; Ko, Hee-Un; … - In: The North American journal of economics and finance : a … 52 (2020), pp. 1-14

Persistent link: https://www.econbiz.de/10012654953

Impact of Brexit vote on the London stock exchange : a sectorial analysis of its volatility and efficiency

Arshad, Shaista; Rizvi, Syed Aun Raza; Haroon, Omair - In: Finance research letters 34 (2020), pp. 1-4

Persistent link: https://www.econbiz.de/10012436576

Time-invariant restrictions of volatility functionals : efficient estimation and specification tests

Yang, Xiye - In: Journal of econometrics 215 (2020) 2, pp. 486-516

Persistent link: https://www.econbiz.de/10012439497

Efficiency and Probabilistic Properties of Bridge Volatility Estimator

Saichev, Alexander I. - 2012

We discuss efficiency of the quadratic bridge volatility estimator in comparison with Parkinson, Garman-Klass and Roger …

Persistent link: https://www.econbiz.de/10013108805