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Examining the sources of excess return predictability : stochastic volatility or market inefficiency?

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Portfolio Reallocation and Exchange Rate Dynamics

Ding, Liang - 2010

Exchange rate is quoted by dealers based on the order flow they receive. Market survey and FX market microstructure literature suggest that financial customers order flow is the most informative and leads total order flow. This paper explains exchange rate dynamics by linking financial customers...

Persistent link: https://www.econbiz.de/10013144192

Dividend taxes, investor horizon, and idiosyncratic volatility

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Optimal time-consistent investment and reinsurance policies for mean-variance insurers

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