Similar Search Results

Futures trading volume as a determinant of prices in different momentum phases

Hodgson, Allan; Masih, A. Mansur M.; Masih, Rumi - In: International Review of Financial Analysis 15 (2006) 1, pp. 68-85

Persistent link: https://www.econbiz.de/10005229113

Point and Figure charting: A computational methodology and trading rule performance in the S&P 500 futures market

Anderson, John A.; Faff, Robert W. - In: International Review of Financial Analysis 17 (2008) 1, pp. 198-217

Persistent link: https://www.econbiz.de/10005221786

Modeling conditional return autocorrelation

McKenzie, Michael D.; Faff, Robert W. - In: International Review of Financial Analysis 14 (2005) 1, pp. 23-42

Persistent link: https://www.econbiz.de/10005228986

The 2008 Global Financial Crisis and COVID-19 Pandemic : How Safe Are the Safe Haven Assets?

Cheema, Muhammad A.; Faff, Robert W.; Szulczyk, Kenneth - 2022

We compare the performance of safe-haven assets during the Global Financial Crisis (GFC) and COVID-19 pandemic. First, regarding the GFC, we find, intermediate (weak) safe haven evidence for US dollar, Swiss franc and T-bonds (Gold, Silver and T-bills). Second, with regard to COVID, we find gold...

Persistent link: https://www.econbiz.de/10013403098