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Reducing transaction costs using intraday forecasts of limit order book slopes
Ahabchane, Chahid; Cenesizoglu, Tolga; Grass, Gunnar; … - 2021
Persistent link: https://www.econbiz.de/10012615644
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Effizienz in Aktienmärkten : Bewertung von Information unter Berücksichtigung von Wechselwirkungen in Multiagentensystemen
Rothenstein, Roland - 2004
Persistent link: https://www.econbiz.de/10002230490
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Artificial long memory effects in two agent-based asset pricing models
Franke, Reiner - 2008
long memory completely disappears. -- Volatility clustering ; Autocorrelations of returns ; Fundamentalists and …
Persistent link: https://www.econbiz.de/10003738658
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Fourier analysis for stock price forecasting : assumption and evidence
Stádník, Bohumil; Raudeliūnienė, Jurgita; … - In: Journal of business economics and management 17 (2016) 3, pp. 365-380
Persistent link: https://www.econbiz.de/10011517950
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Predictability and herding of bourse volatility : an econophysics analogue
Ghosh, Bikramaditya; Krishna, Mysore Chidambareswaran; … - In: Investment management and financial innovations 15 (2018) 2, pp. 317-326
Persistent link: https://www.econbiz.de/10012055468
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Risk adjusted momentum strategies : a comparison between constant and dynamic volatility scaling approaches
Fan, Minyou; Li, Youwei; Liu, Jiadong - In: Research in international business and finance 46 (2018), pp. 131-140
Persistent link: https://www.econbiz.de/10011983588
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Are financial investors prone to exogenous (cricket) sentiments that affects equity investment decision and induces volatility in stock market?
Kashif, Muhammad; Shaikh, Asra; Ur Rehman, Mobeen - In: Estudios de economía aplicada : revista promovida por … 38 (2020) 2, pp. 203-216
Persistent link: https://www.econbiz.de/10012616899
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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
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Study on the nonlinear and chaotic behavior of exchange traded funds listed in Hong Kong Stock Exchanges
Chu, Patrick Kuok-Kun - In: The journal of prediction markets 13 (2019) 2, pp. 45-62
Persistent link: https://www.econbiz.de/10012607897
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Aggregate profit instability and time variations in momentum returns : evidence from China
Yin, Libo; Wei, Ya - In: Pacific-Basin finance journal 60 (2020), pp. 1-18
Persistent link: https://www.econbiz.de/10012232699