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Modellierung von Zeitreihen mit Regimeverhalten mit Markov-Switching-Modellen

Heiden, Sebastian - In: Wirtschaftswissenschaftliches Studium : WiSt ; … 43 (2014) 1, pp. 18-24

Persistent link: https://www.econbiz.de/10010232357

On the existence of sports sentiment : the relation between football match results and stock index returns in Europe

Klein, Christian; Zwergel, Bernhard; Heiden, Sebastian - In: Review of managerial science 3 (2009) 3, pp. 191-208

Persistent link: https://www.econbiz.de/10003893213

Another look at the equity risk premium puzzle

Bamberg, Günter; Heiden, Sebastian - In: German economic review 16 (2015) 4, pp. 490-501

Persistent link: https://www.econbiz.de/10011392268

Beyond fundamentals : investor sentiment and exchange rate forecasting

Heiden, Sebastian; Klein, Christian; Zwergel, Bernhard - In: European financial management : the journal of the … 19 (2013) 3, pp. 558-578

Persistent link: https://www.econbiz.de/10010193738

Intraday futures patterns and volume-volatility relationships : the German evidence

Zwergel, Bernhard; Heiden, Sebastian - In: Review of managerial science 8 (2014) 1, pp. 29-61

Persistent link: https://www.econbiz.de/10010260112

Bearing the bear : sentiment-based disagreement in multi-criteria portfolio optimization

Glogger, S.; Heiden, Sebastian; Schneller, Dominik - In: Finance research letters 31 (2019), pp. 47-53

Persistent link: https://www.econbiz.de/10012421052

New evidence on the impact of the English national soccer team on the FTSE 100

Bauckloh, Tobias; Heiden, Sebastian; Klein, Christian; … - In: Finance research letters 28 (2019), pp. 61-67

Persistent link: https://www.econbiz.de/10012388008

Exploiting investor sentiment for portfolio optimization

Banholzer, Nicolas; Heiden, Sebastian; Schneller, Dominik - In: Business research 12 (2019) 2, pp. 671-702

The information contained in investor sentiment has up to now hardly been used for portfolio optimization, although theoretical works demonstrate that it should not be neglected and it has already been shown to contain exploitable information on future returns and volatility. Employing the...

Persistent link: https://www.econbiz.de/10012256371

Confounding the return notions could be dangerous

Bamberg, Günter; Heiden, Sebastian - In: Modern finance and risk management : Festschrift in …, (pp. 9-25). 2022

Persistent link: https://www.econbiz.de/10013336209

Langfrist-Prognose von Performance-Indizes : Vergleich einiger Verfahren

Bamberg, Günter; Heiden, Sebastian; Krapp, Michael - In: Wirtschafts- und sozialstatistisches Archiv : eine … 17 (2023) 2, pp. 161-181

Persistent link: https://www.econbiz.de/10014428036