Similar Search Results

Time-series momentum in individual stocks : is it there and where to look?

Fang, Jiali; Wei, Hao; Wongchoti, Udomsak - In: Applied economics 54 (2022) 18, pp. 2048-2066

Persistent link: https://www.econbiz.de/10012875717

Systematic risk in cryptocurrency market : evidence from DCC-MGARCH model

Nguyen Phuc Canh; Wongchoti, Udomsak; Su Dinh Thanh; … - In: Finance research letters 29 (2019), pp. 90-100

Persistent link: https://www.econbiz.de/10012417957

Does weather, or energy prices, affect carbon prices?

Batten, Jonathan A.; Maddox, Grace E.; Young, Martin R. - In: Energy economics 96 (2021), pp. 1-11

Persistent link: https://www.econbiz.de/10012818725

Pricing convertible bonds

Batten, Jonathan A.; Khaw, Karren Lee-Hwei; Young, Martin R. - In: Journal of banking & finance 92 (2018), pp. 216-236

Persistent link: https://www.econbiz.de/10011964571

Investor sentiment and mean-variance relation : evidence from emerging futures markets

Pok, Wei Fong; Kabir, M. Humayun; Young, Martin R. - In: Finance research letters 46 (2022) 2, pp. 1-12

Persistent link: https://www.econbiz.de/10013341767

A Minimax Portfolio Selection Rule with Linear Programming Solution

Young, Martin R. - In: Management Science 44 (1998) 5, pp. 673-683

A new principle for choosing portfolios based on historical returns data is introduced; the optimal portfolio based on this principle is the solution to a simple linear programming problem. This principle uses minimum return rather than variance as a measure of risk. In particular, the portfolio is...

Persistent link: https://www.econbiz.de/10009191930

The trading behavior of institutions and individuals in Chinese equity markets

Ng, Lilian K.; Wu, Fei - In: Journal of banking & finance 31 (2007) 9, pp. 2695-2710

Persistent link: https://www.econbiz.de/10003572352

Financialization, idiosyncratic information and commodity co-movements

Ma, Yan-Ran; Ji, Qiang; Wu, Fei; Pan, Jiaofeng - In: Energy economics 94 (2021), pp. 1-14

Persistent link: https://www.econbiz.de/10012649527

Connectedness and risk spillovers in China's stock market: a sectoral analysis

Wu, Fei; Zhang, Dayong; Zhang, Zhiwei - In: Economic systems 43 (2019) 3/4, pp. 1-14

Persistent link: https://www.econbiz.de/10012314676

From fears to recession? : time-frequency risk contagion among stock and credit default swap markets during the COVID pandemic

Zhai, Pengxiang; Wu, Fei; Ji, Qiang; Nguyen, Duc Khuong - In: International journal of finance & economics : IJFE 29 (2024) 1, pp. 551-580

Persistent link: https://www.econbiz.de/10014469034