Search Results - person:"Anghel, Dan-Gabriel"

Monetary policy shocks and the high-frequency network connectedness of stock markets

Anghel, Dan Gabriel; Caraiani, Petre - In: International review of economics & finance : IREF 96 (2024) 1, pp. 1-18

Persistent link: https://www.econbiz.de/10015204674

The volatility connectedness of US industries : the role of investor sentiment

Anghel, Dan Gabriel; Caraiani, Petre - In: Economics letters 235 (2024), pp. 1-4

Persistent link: https://www.econbiz.de/10015071433

Asset pricing with systematic skewness : two decades later

Anghel, Dan Gabriel; Caraiani, Petre; Roşu, Alina; … - In: Critical finance review 12 (2023) 1/4, pp. 309-354

Persistent link: https://www.econbiz.de/10014370379

Intraday patterns in returns on the Romanian and Bulgarian stock markets

Anghel, Dan Gabriel; Ţilică, Elena Valentina; … - In: Romanian journal of economic forecasting 23 (2020) 2, pp. 92-114

Persistent link: https://www.econbiz.de/10012422507

Growing fiscal risk in European Union resulting from government contingent liabilities in the pandemic crisis : assessment and policy recommendations

Anghel, Dan Gabriel; Boitan, Iustina Alina; … - In: Economic research 35 (2022) 1,2, pp. 2292-2312

Persistent link: https://www.econbiz.de/10014382113

No pain, no gain : you should always incorporate trading costs for a bias-free evaluation of trading rule overperformance

Anghel, Dan Gabriel - In: Economics letters 216 (2022), pp. 1-6

Persistent link: https://www.econbiz.de/10013448360

Data snooping bias in tests of the relative performance of multiple forecasting models

Anghel, Dan Gabriel - In: Journal of banking & finance 126 (2021), pp. 1-19

Persistent link: https://www.econbiz.de/10012820405

Asymmetries and flight-to-safety effects in the price discovery process of cross-listed stocks

Cepoi, Cosmin Octavian; Anghel, Dan-Gabriel; Pop, … - In: Economic modelling 98 (2021), pp. 302-318

Persistent link: https://www.econbiz.de/10012793899

A reality check on trading rule performance in the cryptocurrency market : Machine learning vs. technical analysis

Anghel, Dan-Gabriel - In: Finance research letters 39 (2021), pp. 1-8

Persistent link: https://www.econbiz.de/10012805500

Market Efficiency and Technical Analysis in Romania

Anghel, Dan Gabriel - In: International Journal of Financial Research 6 (2015) 2, pp. 164-177

In this paper we make a detail evaluation of stock market efficiency in Romania. First, we employ 686,243 trading models derived from 44 technical analysis indicators and determine that significant inefficiencies exist for stock prices in this country. The time varying nature of these points out...

Persistent link: https://www.econbiz.de/10011267717