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Fortgeschrittene technische Indikatoren am Aktienmarkt : eine empirische Analyse

Hornbach, Christian; Hellenkamp, André - 2011

Persistent link: https://www.econbiz.de/10010475020

US equity benchmarks - broad-cap, size, and style indexes : slicing and dicing the US equity market

Platt, Gardner; Pope, Brad; Rakvin, Chad - In: Active index investing : maximizing portfolio …, (pp. 118-137). 2004

Persistent link: https://www.econbiz.de/10003333490

Return and volatility linkages between the US and the German stock market

Baur, Dirk; Jung, Robert - In: Journal of international money and finance 25 (2006) 4, pp. 598-613

Persistent link: https://www.econbiz.de/10003336485

Information costs and liquidity effects from changes in the FTSE 100 List

Gregoriou, Andros; Ioannidis, Christos - In: The European journal of finance 12 (2006) 4, pp. 347-360

Persistent link: https://www.econbiz.de/10003338142

An empirical model of daily highs and lows

Cheung, Yin-Wong (contributor) - 2006

We construct an empirical model for daily highs and daily lows of US stock indexes based on the intuition that highs and lows do not drift apart over time. Our empirical results show that daily highs and lows of three main US stock price indexes are cointegrated. Data on openings, closings, and...

Persistent link: https://www.econbiz.de/10003301373

Intraday volume : volatility relation of the DOW : a behavioral interpretation

Darrat, Ali F.; Rahman, Shafiqur; Zhong, Maosen - In: Advances in quantitative analysis of finance and … 6 (2008), pp. 117-125

Persistent link: https://www.econbiz.de/10003733858

Kapitalmarktfaktor Moral? : Kursimplikation ethisch relevanter Aspekte auf dem Kapitalmarkt

Hawliczek, Jens W. - 2008 - 1. Aufl.

Persistent link: https://www.econbiz.de/10003734282

Modeling asset returns : a comparison of theoretical and empirical models

Lüders, Erik (contributor); Schröder, Michael (contributor) - 2004 - Rev. version

large economies, USA, United Kingdom, Germany, France and Japan. The empirical results show that although the pure NGARCH …

Persistent link: https://www.econbiz.de/10003670896

Are there Monday effects in stock returns : a stochastic dominance approach

Cho, Young-hyun; Linton, Oliver; Whang, Yoon-jae - In: Journal of empirical finance 14 (2007) 5, pp. 736-755

Persistent link: https://www.econbiz.de/10003610006

Model-free versus model-based volatility prediction

Politis, Dimitris N. - In: Journal of financial econometrics : official journal of … 5 (2007) 3, pp. 358-389

Persistent link: https://www.econbiz.de/10003518495

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