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ECONIS (ZBW)
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1
An artificial neural network-GARCH model for international stock return volatility
Donaldson, R. Glen
- In:
Journal of empirical finance
4
(
1997
)
1
,
pp. 17-46
Persistent link: https://www.econbiz.de/10001224775
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2
International evidence on psychological barriers in asset prices and the efficient market hypothesis
Donaldson, R. Glen
-
1990
Persistent link: https://www.econbiz.de/10000812565
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3
Portfolio insurance and asset prices
Donaldson, R. Glen
;
Uhlig, Harald
-
1991
Persistent link: https://www.econbiz.de/10000815845
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4
Psychological barriers in asset prices, rationality and the efficient market hypothesis
Donaldson, R. Glen
-
1990
Persistent link: https://www.econbiz.de/10000941727
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5
The impact of large portfolio insurers on asset prices
Donaldson, R. Glen
- In:
The journal of finance : the journal of the American …
48
(
1993
)
5
,
pp. 1943-1955
Persistent link: https://www.econbiz.de/10001155913
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6
[Rezension von: Roehner, Bertrand, Hidden collective factors in speculative trading]
Donaldson, R. Glen
- In:
Journal of economic literature
40
(
2002
)
4
,
pp. 1250-1252
Persistent link: https://www.econbiz.de/10001734741
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7
Losing sleep at the market : the daylight saving anomaly
Kamstra, Mark J.
;
Kramer, Lisa A.
;
Levi, Maurice D.
- In:
The American economic review
90
(
2000
)
4
,
pp. 1005-1011
Persistent link: https://www.econbiz.de/10001521160
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8
Losing sleep at the market : comment
Pinegar, J. Michael
- In:
The American economic review
92
(
2002
)
4
,
pp. 1251-1256
Persistent link: https://www.econbiz.de/10001714797
Saved in:
9
Losing sleep at the market : the daylight saving anomaly : reply
Kamstra, Mark J.
;
Kramer, Lisa A.
;
Levi, Maurice D.
- In:
The American economic review
92
(
2002
)
4
,
pp. 1257-1263
Persistent link: https://www.econbiz.de/10001714800
Saved in:
10
A careful re-examination of seasonality in international stock markets : comment on sentiment and stock returns
Kamstra, Mark J.
;
Kramer, Lisa A.
;
Levi, Maurice D.
- In:
Journal of banking & finance
36
(
2012
)
4
,
pp. 934-956
Persistent link: https://www.econbiz.de/10009557861
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