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Divergence of opinion and equity returns
Doukas, John A.; Kim, Chansog; Pantzalis, Christos - In: Journal of financial and quantitative analysis : JFQA 41 (2006) 3, pp. 573-606
Persistent link: https://www.econbiz.de/10003374649
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On the information uncertainty risk and the January effect
Kim, Dongcheol - In: The journal of business : B 79 (2006) 4, pp. 2127-2162
Persistent link: https://www.econbiz.de/10003378586
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Financial contagion, vulnerability and information : empirical identification
Weber, Enzo - 2009
Persistent link: https://www.econbiz.de/10003908053
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A blocking and regularization approach to high dimensional realized covariance estimation
Hautsch, Nikolaus; Kyj, Lada M.; Hautsch, Nikolaus - 2009
&P 500 index confirms the simulation results. -- Covariance Estimation ; Blocking ; Realized Kernel ; Regularization …
Persistent link: https://www.econbiz.de/10003909174
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Asset pricing and default risk
Breig, Christoph - 2011
Persistent link: https://www.econbiz.de/10008779050
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Theoretical and practical aspects of algorithmic trading
Fränkle, Jan - 2010
Persistent link: https://www.econbiz.de/10008842360
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Econometric analysis of international financial markets
Dimpfl, Thomas - 2010
Persistent link: https://www.econbiz.de/10008856799
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International equity flows and the predictability of US stock returns
Hartmann, Daniel; Pierdzioch, Christian - In: Journal of forecasting 26 (2007) 8, pp. 583-599
Persistent link: https://www.econbiz.de/10003608154
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Inferring trader behavior from transaction data : a trade count model
Jackson, David - In: Journal of economics and finance 31 (2007) 3, pp. 283-301
Persistent link: https://www.econbiz.de/10003691048
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Risk factors for the Swiss stock market
Ammann, Manuel; Steiner, Michael - In: Swiss journal of economics and statistics 144 (2008) 1, pp. 1-35
Persistent link: https://www.econbiz.de/10003671500