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Intermarket analysis : profiting from global market relationships

Murphy, John J. - 2004

Persistent link: https://www.econbiz.de/10001814584

The Effect of Attention on Buying Behavior During a Financial Crisis : Evidence from the Taiwan Stock Exchange

Yu, Hsin-Yi - 2010

We confirm that investors in different categories have different trading patterns caused by attention-grabbing factors. Stocks with extreme one-day returns catch the attention of both individual and institutional investors. Individual investors are net buyers of losers whereas institutional...

Persistent link: https://www.econbiz.de/10013146369

State dependent correlation and lead-lag relation when volatility of markets is large : evidence from the US and Asian emerging markets

Huang, Bwo-nung; Sohng, Soong-nark; Yang, Chin-wei - In: Journal of economic development 24 (1999) 2, pp. 57-77

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A comparative statistical analysis of the Taiwan market and the New York stock exchange using five-minute interval data

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A study of risk and return in developed and emerging markets from a Canadian perspective

Mitra, Devashis - In: The Mid-Atlantic journal of business 34 (1998) 1, pp. 75-91

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Mean-variance-instability portfolio analysis : a case of Taiwan's stock market

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Common stochastic trends in Pacific Rim stock markets

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An analysis of the January effect of United States, Taiwan and South Korean stock returns

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Equity diversification among the four Asian NICs

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A comparative study of the weekend effects in the United States, British, and the Pacific Rim stock markets : an application of the ARCH model

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