Search Results - subject:"Trading strategies"

Trading strategies and trading profits in experimental asset markets with cumulative information

Thomas St?ckl; Kirchler, Michael - Institut für Finanzwissenschaft, Fakultät für … - 2010

We study the use of trading strategies and their profitability in experimental asset markets with asymmetrically …

Persistent link: https://www.econbiz.de/10008515093

Soybean Futures Crush Spread Arbitrage: Trading Strategies and Market Efficiency

Mitchell, John B. - In: Journal of Risk and Financial Management 3 (2010) 1, pp. 63-96

This paper revisits the soybean crush spread arbitrage work of Simon (1999) by studying a longer time period, wider variety of entry and exit limits, and the risk-return relationship between entry and exit limits. The lengths of winning and losing trades are found to differ systematically, with...

Persistent link: https://www.econbiz.de/10010699164

Further evidence on the (in-) efficiency of the U.S. housing market

Schindler, Felix - Zentrum für Europäische Wirtschaftsforschung (ZEW) - 2010

conducting parametric and non-parametric tests, we apply technical trading strategies to test whether or not the inefficiencies … obtain excess returns from both autocorrelation- and moving average-based trading strategies compared to a buy …

Persistent link: https://www.econbiz.de/10008615599

Soybean futures crush spread arbitrage : trading strategies and market efficiency

Mitchell, John B. - In: Journal of risk and financial management : JRFM 3 (2010) 1, pp. 63-96

Persistent link: https://www.econbiz.de/10011556002

Testing the predictability and efficiency of securitized real estate markets

Schindler, Felix; Rottke, Nico; Füss, Roland - 2009

markets. Random walk properties of equity prices influence the return dynamics and determine the trading strategies of … random walk. The empirical findings of return predictability suggest that investors might be able to develop trading … strategies allowing them to earn excess returns compared to a buy-and-hold strategy. …

Persistent link: https://www.econbiz.de/10010299179

Testing the predictability and efficiency of securitized real estate markets

Schindler, Felix; Rottke, Nico; Füss, Roland - Zentrum für Europäische Wirtschaftsforschung (ZEW) - 2009

Persistent link: https://www.econbiz.de/10008533681

Dynamic Pairs Trading Strategy For The Companies Listed In The Istanbul Stock Exchange

Bolgun, Evren; Kurun, Engin; Guven, Serhat - Volkswirtschaftliche Fakultät, … - 2009

process and trading strategies have been structured as dynamic (rolling windows) market trading model through 2008. The …

Persistent link: https://www.econbiz.de/10008567644

Combining Mean Reversion and Momentum Trading Strategies in Foreign Exchange Markets

Serban, Alina - Department of Economics, College of Business and Economics - 2009

than in equity markets. Also, it outperforms traditional foreign exchange trading strategies, such as carry trades and …

Persistent link: https://www.econbiz.de/10008509473

Algorithm for payoff calculation for option trading strategies using vector terminology

Sinha, Pankaj; Johar, Archit - Volkswirtschaftliche Fakultät, … - 2009

arbitrary combination strategy is also developed for some of the commonly option trading strategies. …

Persistent link: https://www.econbiz.de/10005000018

An improved moving average technical trading rule

Papailias, Fotis; Thomakos, Dimitrios D. - In: Physica A: Statistical Mechanics and its Applications 428 (2015) C, pp. 458-469

This paper proposes a modified version of the widely used price and moving average cross-over trading strategies. The …

Persistent link: https://www.econbiz.de/10011209676