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Technical analysis accuracy at Macedonian Stock Exchange

Ivanovski, Zoran; Ivanovska, Nadica; Narasanov, Zoran - In: UTMS Journal of Economics 8 (2017) 2, pp. 105-118

The main task of this paper is to determine accuracy of some of widely used technical analysis techniques for MBI-10 stocks price forecast at MSE. We are testing accuracy of several technical analysis techniques: MACD (Moving-Average Convergence/Divergence), RSI (Relative Strength Index),...

Persistent link: https://www.econbiz.de/10011994714

A survey on empirical findings about spillovers in cryptocurrency markets

Kyriazis, Nikolaos A. - In: Journal of Risk and Financial Management 12 (2019) 4, pp. 1-17

This paper provides a systematic survey on return and volatility spillovers of cryptocurrencies based on the empirical …. Ethereum, Litecoin, and Ripple present the most significant interlinkages with Bitcoin. Return spillovers are more pronounced …

Persistent link: https://www.econbiz.de/10012611213

Type of traders' effect on risk and return : the case of Egyptian stock exchange

Dawood, Aly Saad Mohamed; El-Giziry, Khairy - In: International journal of economics and finance 8 (2016) 2, pp. 256-268

Persistent link: https://www.econbiz.de/10011446687

Risk-adjusted time series momentum

Dudler, Martin; Gmür, Bruno; Malamud, Semyon - 2014

We introduce a new class of momentum strategies, the risk-adjusted time series momentum (RAMOM) strategies, which are based on averages of past futures returns, normalized by their volatility. We test these strategies on a universe of 64 liquid futures contracts and show that RAMOM strategies...

Persistent link: https://www.econbiz.de/10011293745

Efecto de la incertidumbre de política económica en los mercados bursátiles europeos

Paule-Vianez, Jessica; Prado-Román, Camilo; Martínez, … - In: Revista de economía mundial : REM ; revista de la … 58 (2021), pp. 75-94

Persistent link: https://www.econbiz.de/10012658937

Political heterogeneity, subjective optimism, and stock market outcomes

Bonaparte, Yosef; Christie-David, Rohan; Koslowsky, David - In: Applied economics 54 (2022) 13, pp. 1487-1506

Persistent link: https://www.econbiz.de/10012875387

The impact of sentiment on commodity return and volatility

Maghyereh, Aktham I.; Abdoh, Hussein; Al-Shboul, Mohammad - In: Review of Pacific Basin financial markets and policies 23 (2020) 4, pp. 2050034-1-2050034-34

Persistent link: https://www.econbiz.de/10012496992

Crude oil market and global financial crisis : structural break and market volatility analysis

Singh, Archana; Singh, Narinder Pal - In: International journal of economics and business research 13 (2017) 2, pp. 203-216

Persistent link: https://www.econbiz.de/10011714391

Does change in economic policy uncertainty affect real estate investment trusts (REITs)?

Sadhwani, Ranjeeta; Rajput, Suresh Kumar Oad; Ali-Rind, Asad - In: Annals of financial economics 14 (2019) 4, pp. 1-24

Persistent link: https://www.econbiz.de/10012226593

Is there a risk and return relation?

Fifield, S. G. M.; McMillan, David G.; McMillan, Fiona J. - In: The European journal of finance 26 (2020) 11, pp. 1075-1101

Persistent link: https://www.econbiz.de/10012264949