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Private information and its origins in an electronic foreign exchange market
Gençay, Ramazan; Gradojevic, Nikola - In: Economic modelling 33 (2013), pp. 86-93
Persistent link: https://www.econbiz.de/10010161382
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Investment horizon effect on asset allocation between value and growth strategies
In, Francis; Kim, Sangbae; Gençay, Ramazan - In: Economic modelling 28 (2011) 4, pp. 1489-1498
Persistent link: https://www.econbiz.de/10009017445
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Private information and its origins in an electronic foreign exchange market
Gençay, Ramazan; Gradojevic, Nikola - In: Economic modelling 33 (2013), pp. 86-93
Persistent link: https://www.econbiz.de/10010192040
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Investment horizon effect on asset allocation between value and growth strategies
In, Francis Haeuck; Kim, Sangbae; Gençay, Ramazan - In: Economic modelling 28 (2011) 4, pp. 1489-1497
Persistent link: https://www.econbiz.de/10009271287
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A new wavelet-based ultra-high-frequency analysis of triangular currency arbitrage
Gradojevic, Nikola; Erdemlioglu, Deniz; Gençay, Ramazan - In: Economic modelling 85 (2020), pp. 57-73
Persistent link: https://www.econbiz.de/10012210603