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Pairs trading with fractional Ornstein-Uhlenbeck spread model
Xiang, Yun; Zhao, Yonghong; Deng, Shijie - In: Applied economics 55 (2023) 23, pp. 2607-2623
Persistent link: https://www.econbiz.de/10014295156
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Intraweek and intraday trade anomalies : evidence from FOREX market
Popovi´c, Saša; Đurović, Andrija - In: Applied economics 46 (2014) 31/33, pp. 3968-3979
Persistent link: https://www.econbiz.de/10010419837
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Trend shifts in the forward premium and the predictability of excess returns in currency markets
Cho, Dooyeon; Chun, Sungju - In: Applied economics 49 (2017) 18, pp. 1821-1832
Persistent link: https://www.econbiz.de/10011815429
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Does corporate governance still affect firm performance after controlling the distress factor?
Lai, Syouching; Li, Hungchih; Li, Bin - In: Applied economics 48 (2016) 13/15, pp. 1197-1209
Persistent link: https://www.econbiz.de/10011433044
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Luck versus skill over time : time-varying performance in the cross-section of mutual fund returns
Ercolani, Marco G.; Pouliot, William; Ercolani, Joanne S. - In: Applied economics 50 (2018) 34/35, pp. 3686-3701
Persistent link: https://www.econbiz.de/10012059401
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Estimating 'gamma' for tail-hedge discount rates when project returns are cointegrated with GDP
Mantalos, Panagiotis; Hultkrantz, Lars - In: Applied economics 50 (2018) 37, pp. 4074-4085
Persistent link: https://www.econbiz.de/10012060694
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An earnings, liquidity, and market model
Snigaroff, Robert G.; Wroblewski, David - In: Applied economics 50 (2018) 57, pp. 6220-6248
Persistent link: https://www.econbiz.de/10012063409
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Strategies can be expensive too! The value spread and asset allocation in global equity markets
Zaremba, Adam; Umutlu, Mehmet - In: Applied economics 50 (2018) 60, pp. 6529-6546
Persistent link: https://www.econbiz.de/10012063443
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Risk aversion, fanning preference and volatility smirk on S&P 500 index options
Chen, Jian; Ma, Chenghu - In: Applied economics 48 (2016) 34/36, pp. 3277-3292
Persistent link: https://www.econbiz.de/10011617231
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Liquidity and equity returns in Borsa Istanbul
Atilgan, Yigit; Demirtas, K. Ozgur; Gunaydin, A. Doruk - In: Applied economics 48 (2016) 52/54, pp. 5075-5092
Persistent link: https://www.econbiz.de/10011644805