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The profitability of pairs trading strategies on Hong-Kong stock market : distance, cointegration, and correlation methods
Ma, Baiquan
;
Ślepaczuk, Robert
-
2022
Persistent link: https://www.econbiz.de/10012816711
Saved in:
2
Applying hurst exponent in pair trading strategies
Quynh Bui
;
Ślepaczuk, Robert
-
2020
Persistent link: https://www.econbiz.de/10012322277
Saved in:
3
Examining the sources of excess return predictability : stochastic volatility or market inefficiency?
Lansing, Kevin J.
;
LeRoy, Stephen F.
;
Ma, Jun
- In:
Journal of economic behavior & organization : JEBO
197
(
2022
),
pp. 50-72
Persistent link: https://www.econbiz.de/10013383142
Saved in:
4
Invisible hand, invisible morals : an experiment
Nicholas, Aaron
- In:
Journal of economic behavior & organization : JEBO
197
(
2022
),
pp. 395-418
Persistent link: https://www.econbiz.de/10013383260
Saved in:
5
Natural instability of equilibrium prices
Levando, Dmitry V.
;
Sakharov, Maxim
-
2018
Persistent link: https://www.econbiz.de/10011774762
Saved in:
6
Momentum and reversal in financial markets with persistent heterogeneity
Bottazzi, Giulio
;
Dindo, Pietro
;
Giachini, Daniele
-
2018
Persistent link: https://www.econbiz.de/10011868976
Saved in:
7
Is the bitcoin rush over?
Frunza, Marius-Cristian
;
Guégan, Dominique
-
2018
Persistent link: https://www.econbiz.de/10011868999
Saved in:
8
Why you should not invest in mining endeavour? : the efficiency of BTC mining under current market conditions
Jabłczyńska, Małgorzata
;
Kosc, Krzysztof
;
Ryś, …
-
Uniwersytet Warszawski / Wydział Nauk Ekonomicznych
-
2018
Persistent link: https://www.econbiz.de/10011926421
Saved in:
9
Optimal pricing in the online betting market
Montone, Maurizio
- In:
Journal of economic behavior & organization : JEBO
186
(
2021
),
pp. 344-363
Persistent link: https://www.econbiz.de/10012656788
Saved in:
10
Testing the efficiency of inflation and exchange rate forecast revisions in a changing economic environment
Iregui-Bohórquez, Ana María
;
Núñez, Héctor M.
; …
- In:
Journal of economic behavior & organization : JEBO
187
(
2021
),
pp. 290-314
Persistent link: https://www.econbiz.de/10013258672
Saved in:
11
Financial crime spillovers : does one gain to be avenged?
Batz, Laure de
- In:
Journal of economic behavior & organization : JEBO
173
(
2020
),
pp. 196-215
Persistent link: https://www.econbiz.de/10012288338
Saved in:
12
Private information and analyst coverage : evidence from firm survey data
Nakazono, Yoshiyuki
;
Koga, Maiko
;
Sugo, Tomohiro
- In:
Journal of economic behavior & organization : JEBO
174
(
2020
),
pp. 284-298
Persistent link: https://www.econbiz.de/10012288421
Saved in:
13
Correlated noise : why passive investment might improve market efficiency
Weissensteiner, Alex
- In:
Journal of economic behavior & organization : JEBO
158
(
2019
),
pp. 158-172
Persistent link: https://www.econbiz.de/10012138547
Saved in:
14
Market efficiency, strategies and incomes of heterogeneously informed investors in a social network environment
Wang, Zongrun
;
Chen, Songsheng
- In:
Journal of economic behavior & organization : JEBO
158
(
2019
),
pp. 15-32
Persistent link: https://www.econbiz.de/10012138551
Saved in:
15
The effect of fast trading on price discovery and efficiency : evidence from a betting exchange
Bizzozero, Paolo
;
Flepp, Raphael
;
Franck, Egon
- In:
Journal of economic behavior & organization : JEBO
156
(
2018
),
pp. 126-143
Persistent link: https://www.econbiz.de/10012102366
Saved in:
16
Past returns and the perceived Sharpe ratio
Kaplanski, Guy
;
Levy, Haim
;
Veld, Chris H.
;
Veld- …
- In:
Journal of economic behavior & organization : JEBO
123
(
2016
),
pp. 149-167
Persistent link: https://www.econbiz.de/10011584254
Saved in:
17
Futures markets, cognitive ability, and mispricing in experimental asset markets
Noussair, Charles
;
Tucker, Steven James
;
Xu, Yilong
- In:
Journal of economic behavior & organization : JEBO
130
(
2016
),
pp. 166-179
Persistent link: https://www.econbiz.de/10011701890
Saved in:
18
Stock return comovement around the Dow Jones Islamic Market World Index revisions
Mazouz, Khelifa
;
Mohamed, Abdulkadir
;
Saadouni, Brahim
- In:
Journal of economic behavior & organization : JEBO
132
(
2016
),
pp. 50-62
Persistent link: https://www.econbiz.de/10011702846
Saved in:
19
A study of a market anomaly : "white men can't jump", but would you bet on it?
Igan, Deniz
;
Pinheiro, Marcelo
;
Smith, John
- In:
Journal of economic behavior & organization : JEBO
113
(
2015
),
pp. 13-25
Persistent link: https://www.econbiz.de/10011401085
Saved in:
20
Skills in the marketplace : market efficiency, social orientation, and ability in a field-based experiment
Fiala, Nathan
- In:
Journal of economic behavior & organization : JEBO
120
(
2015
),
pp. 174-188
Persistent link: https://www.econbiz.de/10011572870
Saved in:
21
The informational properties of institutions : an experimental study of persistence in markets with certification
Wilkening, Tom
-
2009
Persistent link: https://www.econbiz.de/10003942525
Saved in:
22
Economic activity and the stock market : the asymmetric impact of fundamental and non-fundamental news
Henry, Ólan Thomas John
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003712882
Saved in:
23
The role of surprise : understanding overreaction and underreaction to unanticipated events using in-play soccer betting market
Choi, Darwin
;
Hui, Sam K.
- In:
Journal of economic behavior & organization : JEBO
107
(
2014
)
2
,
pp. 614-629
Persistent link: https://www.econbiz.de/10011295906
Saved in:
24
Experimental evidence on varying uncertainty and skewness in laboratory double-auction markets
Huber, Jürgen
;
Kirchler, Michael
;
Stefan, Matthias
- In:
Journal of economic behavior & organization : JEBO
107
(
2014
)
2
,
pp. 798-809
Persistent link: https://www.econbiz.de/10011296538
Saved in:
25
Exuberance out of left field : do sports results cause investors to take their eyes off the ball?
Pantzalis, Christos
;
Park, Jung Chul
- In:
Journal of economic behavior & organization : JEBO
107
(
2014
)
2
,
pp. 760-780
Persistent link: https://www.econbiz.de/10011296543
Saved in:
26
The determinants of short selling in the Hong Kong equities market
McKenzie, Michael D.
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003611986
Saved in:
27
The economic consequences of a Tobin tax : an experimental analysis
Hanke, Michael
;
Huber, Jürgen
;
Kirchler, Michael
; …
- In:
Journal of economic behavior & organization : JEBO
74
(
2010
)
1/2
,
pp. 58-71
Persistent link: https://www.econbiz.de/10003977854
Saved in:
28
Learning and adaptation's impact on market efficiency
Goldbaum, David
;
Panchenko, Valentyn
- In:
Journal of economic behavior & organization : JEBO
76
(
2010
)
3
,
pp. 635-653
Persistent link: https://www.econbiz.de/10008933236
Saved in:
29
Do bookmakers possess superior skills to bettors in predicting outcomes?
Smith, Michael A.
;
Paton, David
;
Vaughan Williams, Leighton
- In:
Journal of economic behavior & organization : JEBO
71
(
2009
)
2
,
pp. 539-549
Persistent link: https://www.econbiz.de/10003873639
Saved in:
30
Cheating in markets : a laboratory experiment
Cassar, Alessandra
;
Friedman, Daniel
;
Schneider, …
- In:
Journal of economic behavior & organization : JEBO
72
(
2009
)
1
,
pp. 240-259
Persistent link: https://www.econbiz.de/10003906908
Saved in:
31
The effects of intelligence on price discovery and market efficiency
Yeh, Chia-hsuan
- In:
Journal of economic behavior & organization : JEBO
68
(
2008
)
3/4
,
pp. 613-625
Persistent link: https://www.econbiz.de/10003806887
Saved in:
32
Self-referential behaviour, overreaction and conventions in financial markets
Wyart, Matthieu
;
Bouchaud, Jean-Philippe
- In:
Journal of economic behavior & organization : JEBO
63
(
2007
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10003437956
Saved in:
33
Are N + 1 heads better than one? : The case of mutual fund managers
Prather, Larry J.
;
Middleton, Karen L.
- In:
Journal of economic behavior & organization : JEBO
47
(
2002
)
1
,
pp. 103-120
Persistent link: https://www.econbiz.de/10001654005
Saved in:
34
On the emergent properties of artificial stock markets : the efficient market hypothesis and the rational expectations hypothesis
Chen, Shu-Heng
;
Yeh, Chia-hsuan
- In:
Journal of economic behavior & organization : JEBO
49
(
2002
)
2
,
pp. 217-239
Persistent link: https://www.econbiz.de/10001702989
Saved in:
35
Ideology and the theory of financial economics
Frankfurter, George M.
;
McGoun, Elton G.
- In:
Journal of economic behavior & organization : JEBO
39
(
1999
)
2
,
pp. 159-177
Persistent link: https://www.econbiz.de/10001411302
Saved in:
36
The efficiency of the market for bank accepted bills
Kearney, Colm
;
MacDonald, Ronald
;
Hillier, John
-
1987
Persistent link: https://www.econbiz.de/10003578525
Saved in:
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