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Essays on reversal and momentum patterns in stock markets : evidence from the U.S. and Europe

Hühn, Hannah Lea - 2015

Persistent link: https://www.econbiz.de/10011442858

Dynamic trading volume

Guasoni, Paolo; Weber, Marko - In: Mathematical finance : an international journal of … 27 (2017) 2, pp. 313-349

Persistent link: https://www.econbiz.de/10011752488

The impact of overconfidence on investors' decisions

Adel, Boubaker; Mariem, Talbi - In: Business and Economic Research : BER 3 (2013) 2, pp. 53-75

Persistent link: https://www.econbiz.de/10010376699

A theory of very short-time price change : security price drivers in times of high-frequency trading

Virgilio, Gianluca P. M. - In: Financial innovation : FIN 8 (2022), pp. 1-34

, financial markets face many ultrafast orders, yet a coherent theory of price change at time scales incomprehensible by humans … and only manageable by computers is still lacking. The theory presented in this paper attempts to fill this gap. The … outcome of such a theory is important for purposes of market stability, crisis avoidance, investment planning, risk management …

Persistent link: https://www.econbiz.de/10013272630

Common factors in return seasonalities

Keloharju, Matti; Linnainmaa, Juhani; Nyberg, Peter - 2014

Persistent link: https://www.econbiz.de/10010481189

The cross-section of managerial ability, incentives, and risk preferences

Koijen, Ralph S. J. - In: The journal of finance : the journal of the American … 69 (2014) 3, pp. 1051-1098

Persistent link: https://www.econbiz.de/10010373347

Speed of information diffusion within fund families

Cici, Gjergji; Jaspersen, Stefan; Kempf, Alexander - 2015 - This Draft: July 2015

We document that the speed of information dissemination within mutual fund families positively affects the performance of member funds. This suggests that the resulting benefits of higher information precision far outweigh free-riding costs associated with fast internal dissemination. The...

Persistent link: https://www.econbiz.de/10011296785

Speed of information diffusion within fund families

Jaspersen, Stefan - In: Information advantages in the mutual fund industry : …, (pp. 84-122). 2017

Persistent link: https://www.econbiz.de/10011887135

Speed of information diffusion within fund families

Cici, Gjergji; Jaspersen, Stefan; Kempf, Alexander - In: Review of asset pricing studies 7 (2017) 1, pp. 144-170

Persistent link: https://www.econbiz.de/10011734556

Recent advances in explaining hedge fund returns : implicit factors and exposures

Stafylas, Dimitrios; Anderson, Keith; Uddin, Moshfique - In: Global finance journal 33 (2017), pp. 68-87

Persistent link: https://www.econbiz.de/10011802916