Search Results - subject:"Trading Strategy"

What is the value of corporate sponsorship in sports?

Narayan, Paresh Kumar; Rath, Badri Narayan; Prabheesh, K. P. - In: Emerging markets review 26 (2016), pp. 20-33

Persistent link: https://www.econbiz.de/10011670813

Intraday anomalies and market efficiency : a trading robot analysis

Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; … - In: Computational economics 47 (2016) 2, pp. 275-295

Persistent link: https://www.econbiz.de/10011712348

Is the information on the higher moments of underlying returns correctly reflected in option prices?

Kang, Jangkoo; Lee, Soonhee - In: The journal of futures markets 36 (2016) 8, pp. 722-744

Persistent link: https://www.econbiz.de/10011568552

Reversal of 3-day losers and continuation of 3-day winners on the NASDAQ

Gutierrez, Jose - In: Review of financial economics : RFE 30 (2016), pp. 68-73

Persistent link: https://www.econbiz.de/10011579989

Time-varying relationship of news sentiment, implied volatility and stock returns

Smales, Lee A. - In: Applied economics 48 (2016) 49/51, pp. 4942-4960

Persistent link: https://www.econbiz.de/10011641401

The business cycle and profitability of trading strategies

Yan, Yuxing; Zhang, Shaojun - In: Frontiers of business research in China : selected … 10 (2016) 4, pp. 525-547

Persistent link: https://www.econbiz.de/10011848573

Political constraints and trading strategy in times of market stress : evidence from the chinese national social security fund

Li, Yong; Benson, Karen; Faff, Robert W. - In: Finance research letters 19 (2016), pp. 217-221

Persistent link: https://www.econbiz.de/10011657645

Non-parametric liquidity-adjusted VaR model: a stochastic programming approach

Fragnière, Emmanuel; Gondzio, Jacek; Tuchschmid, Nils; … - In: Journal of Financial Transformation 28 (2010), pp. 109-116

This paper proposes a Stochastic Programming (SP) approach for the calculation of the liquidity-adjusted Value-at-Risk (LVaR). The model presented in this paper offers an alternative to Almgren and Chriss’s mean-variance approach (1999 and 2000). In this research, a two-stage stochastic...

Persistent link: https://www.econbiz.de/10008487635

The Impact of Free Trade Agreements on Business Activity: A Survey of Firms in the People's Republic of China

Zhang, Yunling - eSocialSciences - 2010

agreements (FTAs) an important part of its global trading strategy. The PRCâ€™s export industries are embedded in existing …

Persistent link: https://www.econbiz.de/10008677805

ALGORITHM FOR PAYOFF CALCULATION FOR OPTION TRADING STRATEGIES USING VECTOR TERMINOLOGY

PANKAJ, Sinha; ARCHIT, Johar - In: Journal of Applied Economic Sciences 4 (2009) 2(8)_ Summer 2009

The aim of this paper is to develop an algorithm for calculating and plotting payoff of option strategies for a portfolio of path independent vanilla and exotic options. A general algorithm for calculating the vector matrix for any arbitrary combination strategy is also developed for some of the...

Persistent link: https://www.econbiz.de/10005011888