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Beyond the random walk : a guide to stock market anomalies and low risk investing
Singal, Vijay - 2006 - 1. issued as an Oxford pbk.
Persistent link: https://www.econbiz.de/10003982793
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Arithmetic mean : a bellwether for unbiased forecasting of portfolio performance
Missiakoulis, Spyros; Vasiliou, Dimitrios; Eriotis, Nikolaos - In: Managerial finance 36 (2010) 11, pp. 958-968
Persistent link: https://www.econbiz.de/10008778161
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Investing for the long run when returns are predictable
Barberis, Nicholas - In: The journal of finance : the journal of the American … 55 (2000) 1, pp. 225-264
Persistent link: https://www.econbiz.de/10001496991
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Essays on empirical market microstructure
Moberg, Jan-Magnus - 2008
Persistent link: https://www.econbiz.de/10003796409
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Price discovery in the round-the-clock US Treasury market
He, Yan; Lin, Hai; Wang, Junbo; Wu, Chunchi - In: Journal of financial intermediation 18 (2009) 3, pp. 464-490
Persistent link: https://www.econbiz.de/10003878957
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Wall-Street-Börsen-Almanach
Weinheim : Wiley-VCH - Aufl. 1.2007 -
Persistent link: https://www.econbiz.de/10003423493
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Execution quality on the NYSE : the effect of time delay
Stoll, Hans R. - In: Börsen, Banken und Kapitalmärkte : Festschrift für …, (pp. 21-44). 2006
Persistent link: https://www.econbiz.de/10003561249
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How to match trades and quotes for NYSE stocks?
Vergote, Olivier (contributor) - 2005
Persistent link: https://www.econbiz.de/10002721551
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Potential gains from predicting the timing of stock market persistence and mean reversion
Hsieh, Heng-Hsing - In: Investment management and financial innovations 10 (2013) 3, pp. 55-67
Persistent link: https://www.econbiz.de/10010201509