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Winner-Loser-Effekte in Developed und Emerging Aktienmärkten : empirische Untersuchung von Reversal und Momentum bei nationalen Aktienindizes

Züst, Thomas - 2009 - 1. Aufl.

Persistent link: https://www.econbiz.de/10013418042

A regime-switching model of stock returns with momentum and mean reversion

Giner, Javier; Zakamulin, Valeriy - In: Economic modelling 122 (2023), pp. 1-17

Persistent link: https://www.econbiz.de/10014388630

Persistence and long run co-movements across stock market prices

Gil-Alaña, Luis A.; Infante, Juan; Martín-Valmayor, … - In: The quarterly review of economics and finance : journal … 89 (2023), pp. 347-357

Persistent link: https://www.econbiz.de/10014429885

Investigating mean reversion in financial markets using Hurst model

Enow, Samuel Tabot - 2023

Persistent link: https://www.econbiz.de/10014413995

Mean Reversion-Effekte auf dem deutschen Aktienmarkt : statistische Analysen der Entwicklung des DAX-KGV

Albrecht, Peter - 2004

Persistent link: https://www.econbiz.de/10013443189

Are African stock markets efficient? : a comparative analysis between six African markets, the UK, Japan and the USA in the period of the pandemic

Dias, Rui; Pereira, João M.; Carvalho, Luísa Cagica - In: Naše gospodarstvo : NG 68 (2022) 1, pp. 35-51

The aim of this study is to test and compare the efficient market hypothesis, in its weak form, on the stock markets of Botswana, Egypt, Kenya, Morocco, Nigeria, South Africa, Japan, the UK and the USA from 2 September 2019 to 2 September 2020. This study is based on the following research...

Persistent link: https://www.econbiz.de/10013184360

The prevalence of price overreactions in the cryptocurrency market

Borgards, Oliver; Czudaj, Robert - In: Journal of international financial markets, … 65 (2020), pp. 1-25

Persistent link: https://www.econbiz.de/10012495784

Stock market predictability 2000-2014 : the effect of the great recession

Michail, Nektarios A. - In: International journal of banking, accounting and finance 10 (2019) 2, pp. 162-180

Persistent link: https://www.econbiz.de/10012051125

The profitability of pair trading strategy in stock markets : evidence from Toronto stock exchange

Haddad, GholamReza Keshavarz; Talebi, Hassan - In: International journal of finance & economics : IJFE 28 (2023) 1, pp. 193-207

Persistent link: https://www.econbiz.de/10014253174

Contrarian profits and representativeness heuristic in the MENA stock markets

Boussaidi, Ramzi; Al Saggaf, Majid Ibrahim - In: Journal of behavioral and experimental economics 97 (2022), pp. 1-9

Persistent link: https://www.econbiz.de/10013398017