Similar Search Results

Xing, Yu; Yang, Xiaoping - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 20 (2016) 2, pp. 185-198

Persistent link: https://www.econbiz.de/10011507471

Deshkovski, A.; Dzeshkovskaia, A. - In: Cogent economics & finance 2 (2014) 1, pp. 2-10

. Also, the portfolio characteristics, such as covariance between stocks, differ on whether we take into account day changes …

Persistent link: https://www.econbiz.de/10010474316

Dempsey, Stephen J.; Harrison, David M.; Sheng, Hainan - In: Journal of business finance & accounting : JBFA 42 (2015) 9/10, pp. 1075-1120

Persistent link: https://www.econbiz.de/10011535857

Kakushadze, Zura; Yu, Willie - In: Journal of risk & control 6 (2019) 1, pp. 37-64

Persistent link: https://www.econbiz.de/10012237599

Das, Sanjiv R.; Ostrov, Daniel - In: Journal of investment management : JOIM 22 (2024) 1, pp. 58-64

Persistent link: https://www.econbiz.de/10014546370

Kariya, Takeaki; Tsuda, Hiroshi - In: Asia-Pacific financial markets 7 (2000) 3, pp. 239-259

Persistent link: https://www.econbiz.de/10001508546

Nanisetty, Prasad; Bharati, Rakesh; Gupta, Manoj - In: Review of quantitative finance and accounting 7 (1996) 2, pp. 205-220

Persistent link: https://www.econbiz.de/10001467560

Engel, Charles; Rodrigues, Anthony P. - 1987

Persistent link: https://www.econbiz.de/10000724460

Scheicher, Martin - 1996

Persistent link: https://www.econbiz.de/10000982464

Jarrow, Robert A.; Yu, Fan - In: The journal of finance : the journal of the American … 56 (2001) 5, pp. 1765-1799

Persistent link: https://www.econbiz.de/10001615429