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Is the "buying winners and selling losers" trading strategy profitable in the New Economy?
Khanal, Aditya R.; Mishra, Ashok K. - In: Applied economics letters 21 (2014) 13/15, pp. 1090-1093
Persistent link: https://www.econbiz.de/10010418191
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The macroeconomic determinants of technology stock price volatility
Sadorsky, Perry A. - In: Review of financial economics : RFE 12 (2003) 2, pp. 191-205
Persistent link: https://www.econbiz.de/10001779998
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The stock market and investment in the new economy : some tangible facts and intangible fictions
Bond, Stephen; Cummins, Jason G. - In: Brookings papers on economic activity : BPEA (2000) 1, pp. 61-124
Persistent link: https://www.econbiz.de/10001515614
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Ėkonometričeskij analiz vzaimovlijanija kursov akcij technologičeskogo sektora fondovogo rynka
Perminov, Sergej B.; Vaščilko, Tatʹjana Vasilʹevna - In: Ekonomika i matematičeskie metody 37 (2001) 1, pp. 103-110
Persistent link: https://www.econbiz.de/10001553890
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Testing for a new economy in the 1990s : the stock market accounted for a major part of the boom
Fair, Ray C. - In: Business economics : the journal of the National … 39 (2004) 1, pp. 43-53
Persistent link: https://www.econbiz.de/10001948996
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A tale of two indices : the story of the NASDAQ and the SENSEX
Bhattacharya, Kaushik; Samanta, G. P. - In: Journal of quantitative economics : official journal of … 1 (2003) 1, pp. 89-102
Persistent link: https://www.econbiz.de/10001807063
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Is liquidity symmetric? : a study of newly listed Internet and technology stocks
Michayluk, David; Neuhauser, Karyn - In: International review of finance 8 (2008) 3/4, pp. 159-178
Persistent link: https://www.econbiz.de/10003838447
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The information content in trades of inactive Nasdaq stocks
Chen, Peter; Man, Kasing; Wu, Chunchi - In: Journal of entrepreneurial finance : JEF ; official … 8 (2003) 2, pp. 25-53
In this paper we analyze the frequency and information content of small Nasdaq stock trades and their impacts on return volatility at the intraday interval. We employ an autoregressive conditional duration (ACD) model to estimate the intensity of the arrival and information content of trades by...
Persistent link: https://www.econbiz.de/10009154225
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The stock price overreaction effect : evidence on Nasdaq stocks
Ma, Yulong; Tang, Alex P.; Hasan, Tanweer - In: Quarterly journal of business and economics : QJBE 44 (2005) 3/4, pp. 113-127
Persistent link: https://www.econbiz.de/10003059411
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Evolution in value relevance of accounting information
Barth, Mary E.; Li, Ken; McClure, Charles - In: The accounting review : a publication of the American … 98 (2023) 1, pp. 1-28
Persistent link: https://www.econbiz.de/10014234190