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Can the forecasts generated from E/P ratio and bond yield be used to beat stock markets?

Wong, Wing Keung; Chew, Boon-Kiat; Sikorski, Douglas J. - In: Multinational finance journal : MF ; quarterly … 5 (2001) 1, pp. 59-86

Persistent link: https://www.econbiz.de/10001697032

Technical analysis and individual investors

Hoffmann, Arvid O. I.; Shefrin, Hersh - In: Journal of economic behavior & organization : JEBO 107 (2014) 2, pp. 487-511

Persistent link: https://www.econbiz.de/10011295916

A partially linear approach to modelling the dynamics of spot and futures prices

Gaul, Jürgen; Theissen, Erik - 2012 - This version: August 2012

This paper considers the dynamics of spot and futures prices in the presence of arbitrage. A partially linear error correction model is proposed where the adjustment coefficient is allowed to depend non-linearly on the lagged price difference. The model is estimated using data on the DAX index...

Persistent link: https://www.econbiz.de/10009750074

Algorithmic trading, liquidity, and price discovery : an intraday analysis of the SPI 200 futures

Viljoen, Tina; Westerholm, P. Joakim; Zheng, Hui - In: The financial review : the official publication of the … 49 (2014) 2, pp. 245-270

Persistent link: https://www.econbiz.de/10010363593

Investigating causality effects in return volatility among five major futures markets in European countries with a Mediterranean connection

Özen, Ercan; Letife, Özdemir; Grima, Simon; Bezzina, Frank - In: Journal of financial management, markets and institutions 2 (2014) 2, pp. 207-220

Persistent link: https://www.econbiz.de/10011951376

China‐Germany commodity trade and the S‐curve

Bahmani‐Oskooee, Mohsen; Xi, Dan - In: Journal of Chinese Economic and Foreign Trade Studies 5 (2012) 1, pp. 20-28

Purpose – Impact of currency depreciation or devaluation on the trade balance is not instantaneous. Indeed, because of adjustment lags favorable effects of depreciation is only realized in the future. This short‐run dynamics of the trade balance is summarized by the S‐Curve phenomenon. The...

Persistent link: https://www.econbiz.de/10014847558

China-Germany commodity trade and the S-curve

Bahmani-Oskooee, Mohsen; Xi, Dan - In: Journal of Chinese Economic and Foreign Trade Studies 5 (2012) 1, pp. 20-28

Purpose – Impact of currency depreciation or devaluation on the trade balance is not instantaneous. Indeed, because of adjustment lags favorable effects of depreciation is only realized in the future. This short-run dynamics of the trade balance is summarized by the S-Curve phenomenon. The...

Persistent link: https://www.econbiz.de/10010551578

Importpreise für Rohstoffe und sektorale Beschäftigung : Darstellung und Anwendung eines disaggregierten ökonometrischen Modells für die Bundesrepublik Deutschland

Meyer, Bernd - 1988

Persistent link: https://www.econbiz.de/10000765687

Composite commodities and the Prebisch-Singer thesis

Chen, John-ren - In: World development : the multi-disciplinary … 25 (1997) 11, pp. 1863-1871

Persistent link: https://www.econbiz.de/10001337135

Global markets for resources and energy : the 1999 perspective

Nippa, Michael (contributor); Dirlich, Stefan (contributor) - 2000

Persistent link: https://www.econbiz.de/10001522924