The trend is not your friend! : why empirical timing success is determined by the underlying's price characteristics and market efficiency is irrelevant
Year of publication: |
2011
|
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Authors: | Scholz, Peter ; Walther, Ursula |
Publisher: |
Frankfurt/M. : Frankfurt School of Finance & Management |
Subject: | Finanzanalyse | Financial analysis | Wertpapierhandel | Securities trading | Zeit | Time | Börsenkurs | Share price | Effizienzmarkthypothese | Efficient market hypothesis | Bootstrap-Verfahren | Bootstrap approach | Simulation | Schätzung | Estimation | Welt | World | 1999-2009 |
Extent: | Online-Ressource (PDF-Datei: 64 S., 1,90 MB) graph. Darst. |
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Series: | Working paper series / Centre for Practical Quantitative Finance. - Frankfurt, Main : Frankfurt School of Finance & Management, ZDB-ID 2490795-9. - Vol. 29 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
Language: | English |
Notes: | Systemvoraussetzung: Acrobat Reader |
Other identifiers: | hdl:10419/55525 [Handle] |
Classification: | G11 - Portfolio Choice ; G14 - Information and Market Efficiency; Event Studies |
Source: | ECONIS - Online Catalogue of the ZBW |
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