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Price jumps in Visegrad-country stock markets : an empirical analysis

Hanousek, Jan; Novotný, Jan - In: Emerging markets review 13 (2012) 2, pp. 184-201

Persistent link: https://www.econbiz.de/10010219485

Consuming durable goods when stock markets jump : a strategic asset allocation approach

Matos, João Amaro de; Silva, Nuno - In: Journal of economic dynamics & control 42 (2014), pp. 86-104

Persistent link: https://www.econbiz.de/10010429970

Fundamentals unknown : momentum, mean-reversion and price-to-earnings trading in an artificial stock market

Schasfoort, Joeri; Stockermans, Christopher - 2017

The use of fundamentalist traders in the stock market models is problematic since fundamental values in the real world are unknown. Yet, in the literature to date, fundamentalists are often required to replicate key stylized facts. The authors present an agent-based model of the stock market in...

Persistent link: https://www.econbiz.de/10011723700

Opening noise in the Indian stock market : analysis at individual stock level

Zargar, Faisal Nazir; Kumar, Dilip - In: Theoretical economics letters 9 (2019) 1, pp. 21-32

Persistent link: https://www.econbiz.de/10012005211

Sentiment risk premia in the cross-section of global equity and currency returns

Füss, Roland; Guidolin, Massimo; Koeppel, Christian - 2019 - This version: August 28, 2019

Persistent link: https://www.econbiz.de/10012101492

Realized volatility, jump and beta : evidence from Canadian stock market

Gajurel, Dinesh; Chowdhury, Biplob - 2020

Persistent link: https://www.econbiz.de/10012317084

Liquidity, markets and trading in action : an interdisciplinary perspective

Ozenbas, Deniz; Pagano, Michael S.; Schwartz, Robert A.; … - 2022 - 1st ed. 2022.

Chapter 1: Economics and the Equity Market: A Microeconomics Course Application -- Chapter 2: Liquidity, Trading, and Price Determination in Equity Markets: A Finance Course Application -- Chapter 3: Liquidity and the Impact of Information Shocks: A Macroeconomics Course Application -- Chapter...

Persistent link: https://www.econbiz.de/10012814615

Realized volatility, jump and beta : evidence from Canadian stock market

Gajurel, Dinesh; Chowdhury, Biplob - In: Applied economics 53 (2021) 55, pp. 6376-6397

Persistent link: https://www.econbiz.de/10012697913

Modelling stock market prices using the open, high and closes prices : evidence from international financial markets

Enow, Samuel Tabot - In: International journal of business and economic sciences … 15 (2022) 3, pp. 52-59

Purpose: Modelling security prices seem to be an ending debate in finance literature due to no clear consensus on behavioral patterns, Knowledge of stock price movement has always been an important source of information that is much needed in asset pricing and trading strategies, The aim of this...

Persistent link: https://www.econbiz.de/10014281279

On non-ergodic asset prices

Horst, Ulrich; Wenzelburger, Jan - In: Economic theory : official journal of the Society for … 34 (2008) 2, pp. 207-234

Persistent link: https://www.econbiz.de/10003596911