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Stochastische Abhängigkeiten in Aktienmarktzeitreihen : eine gleichgewichtstheoretische Erklärung
Schwaiger, Walter S. A. - 1994
Persistent link: https://www.econbiz.de/10000886147
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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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Multifractal analysis of market efficiency across structural breaks : implications for the adaptive market hypothesis
Patil, Ashok Chanabasangouda; Rastogi, Shailesh - In: Journal of risk and financial management : JRFM 13 (2020) 10/248, pp. 1-18
The primary objective of this paper is to assess the behavior of long memory in price, volume, and price-volume cross-correlation series across structural breaks. The secondary objective is to find the appropriate structural breaks in the price series. The structural breaks in the series are...
Persistent link: https://www.econbiz.de/10012387122
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On the dynamics of capital markets : an analysis of the short end of the term structure of interest rates in Britain
Hughes Hallett, Andrew; Richter, Christian R. - In: Bounded rationality in economics and finance, (pp. 7-37). 2008
Persistent link: https://www.econbiz.de/10003802352
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Are capital markets efficient? Evidence from the term structure of interest rates in Europe
Hughes Hallett, Andrew; Richter, Christian - 2001
Persistent link: https://www.econbiz.de/10001684677
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On the efficiency of capital markets : a dynamic analysis of the term structure of interest rates in Europe
Richter, Christian - 2002
Persistent link: https://www.econbiz.de/10001684689
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Are capital market efficient? : Evidence from the term structure of interest rates in Europe
Hughes Hallett, Andrew; Richter, Christian R. - In: The economic and social review 33 (2002) 3, pp. 333-356
Persistent link: https://www.econbiz.de/10002039101
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Long run equilibrium relationships in international economics
Crowder, William Joseph - 1992
Persistent link: https://www.econbiz.de/10001437504
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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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Is the efficient market hypothesis day-of-the-week dependent? : evidence from the banking sector
Narayan, Paresh Kumar; Narayan, Seema; Popp, Stephan; … - In: Applied economics 47 (2015) 22/24, pp. 2359-2378
Persistent link: https://www.econbiz.de/10010516625