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Volatility managed portfolios
Moreira, Alan; Muir, Tyler - 2016
Persistent link: https://www.econbiz.de/10011484111
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Evolution of transitory volatility over the week
Cao, Charles Q.; Cho̕e, Hyuk - In: Annals of economics and finance 1 (2000) 1, pp. 49-77
Persistent link: https://www.econbiz.de/10001731826
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Volatility-managed portfolios
Moreira, Alan; Muir, Tyler - In: The journal of finance : the journal of the American … 72 (2017) 4, pp. 1611-1644
Persistent link: https://www.econbiz.de/10011738917
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Days-of-the-week-effect and stock return volatility : theory and empirical evidence
Padhi, Puja - In: International journal of economic research 7 (2010) 1, pp. 65-77
Persistent link: https://www.econbiz.de/10003997844
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Seasonalites in Eastern foreign exchange markets : a barrier to Euro adaption?
Vieira, Carlos; Vieira, Isabel - In: Transition studies review 14 (2007) 2, pp. 283-294
Persistent link: https://www.econbiz.de/10003591150
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Analysis of the Intraday Effects of Economic Releases on the, Currency Market
Rezania, Omid; Račev, Svetlozar T.; Sun, Edward; … - 2010
empirically show that intraday volatility clusters increase as we approach the time of the releases, and decay exponentially after … estimation ; economic release ; wavelet ; high frequency …
Persistent link: https://www.econbiz.de/10008654275
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What drives mutual fund flows : profit or panic?
Bu, Qiang; Lacey, Nelson J. - In: Review of accounting & finance 12 (2013) 1, pp. 4-22
Persistent link: https://www.econbiz.de/10010126726
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An empirical investigation on stock market anomalies : the evidence from Colombo stock exchange in Sri Lanka
Deyshappriya, N. P. Ravindra - In: International journal of economics and finance 6 (2014) 3, pp. 177-187
Persistent link: https://www.econbiz.de/10010350423
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Analysis of the intraday effects of economic releases on the currency market
Sun, Edward W.; Rezania, Omid; Račev, Svetlozar T.; … - In: Journal of international money and finance 30 (2011) 4, pp. 692-707
Persistent link: https://www.econbiz.de/10009268786
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Time- or state-dependence? : an analysis of inflation dynamics using German business survey data
Carstensen, Kai; Schenkelberg, Heike - 2011 - Current version: March 2, 2011
This paper evaluates the predictions of different price setting theories using a new dataset constructed from a large panel of business surveys of German retail firms over the period 1970-2010. The dataset contains firm-specific information on both price realizations and expectations....
Persistent link: https://www.econbiz.de/10008936317