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Correlation-based investment strategies : a comparison between Chinese and US stock markets

Zhang, Zhehao; Xing, Ruina; Liu, Jiajun; Shao, Yifei - In: Pacific-Basin finance journal 82 (2023), pp. 1-20

Persistent link: https://www.econbiz.de/10014463514

Short sale constraints, correlation and market efficiency

Giannikos, Christos; Gousgounis, Eleni - In: The B.E. journal of theoretical economics 18 (2018) 2, pp. 1-18

Persistent link: https://www.econbiz.de/10011897950

The financial markets and customer satisfaction : reexamining the value implications of customer satisfaction from the efficient markets perspective

Jacobson, Robert; Mizik, Natalie - In: MSI reports : working paper series (2007) 3, pp. 75-103

Persistent link: https://www.econbiz.de/10003579932

Incorporating weekend information in stock prices : evidence from Israeli stock market

Kudryavtsev, Andrey; Cohen, Gil; Pavlodsky, Julia - In: Journal of finance and investment analysis 1 (2012) 4, pp. 1-14

In present study, we contribute to the discussion on international stock market correlations, by analyzing interdependencies between stock returns in US and Israeli stock exchanges. In particular, we concentrate on the original feature of Tel Aviv Stock Exchange (TASE) where the trading week...

Persistent link: https://www.econbiz.de/10009745503