Similar Search Results

Narrow search

Essays on international trade, growth and finance

Muendler, Marc-Andreas - 2002

Persistent link: https://www.econbiz.de/10003629922

Market efficiency in ESG indexes : trading opportunities

Gregory, Richard Paul - In: The journal of impact and ESG investing 1 (2021) 4, pp. 72-82

Persistent link: https://www.econbiz.de/10012613570

Super-exponential RE bubble model with efficient crashes

Kreuser, Jerome; Sornette, Didier - 2017

We propose a dynamic Rational Expectations (RE) bubble model of prices with the intention to exploit it for and evaluate it on optimal investment strategies. Our bubble model is defined as a geometric Brownian motion combined with separate crash (and rally) discrete jump distributions associated...

Persistent link: https://www.econbiz.de/10011865575

An entropy approach to measure the dynamic stock market efficiency

Patra, Subhamitra; Hiremath, Gourishankar S. - In: Journal of quantitative economics 20 (2022) 2, pp. 337-377

Persistent link: https://www.econbiz.de/10013441654

Topological Data Analysis of Financial Time Series : Landscapes of Crashes

Gidea, Marian - 2018

We explore the evolution of daily returns of four major US stock market indices during the technology crash of 2000 … can be used to detect early warning signals of imminent market crashes. We believe that this approach can be used beyond …

Persistent link: https://www.econbiz.de/10012934482

Beta instability and implications for hedging systematic risk : takeaways from the COVID-19 crisis

Dor, Arik Ben; Florig, Stephan; Guan, Jingling; Zeng, … - In: The journal of portfolio management : JPM 47 (2021) 6, pp. 139-155

Persistent link: https://www.econbiz.de/10012517348

The P/E ratio, the business cycle, and timing the stock market

Park, Sangkyun - In: The journal of portfolio management : JPM 47 (2021) 8, pp. 165-183

Persistent link: https://www.econbiz.de/10012613451

Finanzmärkte : Wertpapiere, Investitionen, Finanzierungen

Spremann, Klaus; Gantenbein, Pascal - 2022 - 6., vollständig überarbeitete Auflage

Finanzmärkte sind zu einem bedeutenden Phänomen der modernen Gesellschaft geworden. Das Buch führt in die Märkte für Kapital ein, vor allem in die Märkte für Wertpapiere, Vermögenspositionen, Zertifikate und Kontrakte.(Verlagstext)

Persistent link: https://www.econbiz.de/10013189437

Informational herding, optimal experimentation, and contrarianism

Smith, Lones; Sørensen, Peter Norman; Tian, Jianrong - In: The review of economic studies : RES 88 (2021) 5, pp. 2527-2554

Persistent link: https://www.econbiz.de/10012621191

Performance of moving average trading rules on bse sustainability indices

Sharma, Sanjeet; Jaswal, Meenakshi - In: Mudra : journal of finance and accounting 10 (2023) 2, pp. 21-37

Persistent link: https://www.econbiz.de/10014488919

A service of the

zbw