Similar Search Results

Aggregate trading behaviour of technical models and the yen/dollar exchange rate : 1976- 2007

Schulmeister, Stephan - In: Japan and the world economy : international journal of … 21 (2009) 3, pp. 270-279

Persistent link: https://www.econbiz.de/10003881986

Wo investieren Distressed-Securities-Hedgefonds? : Ein Asset-based Style-Faktorenmodell

Bontschev, Georgi; Eling, Martin - In: Kredit und Kapital 43 (2010) 3, pp. 375-406

Persistent link: https://www.econbiz.de/10008666163

Profitability of technical stock trading: has it moved from daily to intraday data?

Schulmeister, Stephan - In: Review of financial economics : RFE 18 (2009) 4, pp. 190-201

Persistent link: https://www.econbiz.de/10003921414

Empirical essays on the stock market impact of limited investor attention

Jacobs, Heiko - 2011

Persistent link: https://www.econbiz.de/10009541595

Cross-border sentiment : an empirical analysis on EU stock markets

Bai, Ye - In: Applied financial economics 24 (2014) 4/6, pp. 259-290

Persistent link: https://www.econbiz.de/10010399454

Momentum crashes

Daniel, Kent; Moskowitz, Tobias J. - 2013

risk. These results are robust across eight different markets and asset classes and multiple time periods …

Persistent link: https://www.econbiz.de/10010257503

Do international equity investors rebalance to manage currency exposure? : a study of Greece foreign investor flows data

Ülkü, Numan; Karpova, Yekaterina - In: Journal of international financial markets, … 29 (2014), pp. 150-169

Persistent link: https://www.econbiz.de/10010412160

Momentum crashes

Daniel, Kent; Moskowitz, Tobias J. - 2014

Persistent link: https://www.econbiz.de/10010413176

Investor sentiment and market reaction : evidence on 2010 FIFA World Cup

Simões Vieira, Elisabete F. - In: International journal of economics and accounting : IJEA 3 (2012) 1, pp. 51-76

Persistent link: https://www.econbiz.de/10009513870

Modeling the effects of investor sentiment and conditional volatility in international stock markets

Uygur, Utku; Taş, Oktay - In: Journal of applied finance & banking 2 (2012) 5, pp. 239-260

Behavioral finance argues that some properties of asset prices are most reasonably considered as deviations from fundamental value and they are caused by the presence of traders who are not fully rational hence called noise traders. Noise trader approach assumes that sentiment traders exert...

Persistent link: https://www.econbiz.de/10009673686