Similar Search Results

Puzzling premiums on FX markets : carry trade, momentum, and value alone and strategy diversification

Mikova, Evgeniya; Teplova, Tamara V.; Munir, Qaiser - In: Emerging markets, finance & trade : a journal of the … 56 (2020) 1, pp. 126-148

Persistent link: https://www.econbiz.de/10012211227

Network connectedness of environmental attention : green and dirty assets

Umar, Zaghum; Abrar, Afsheen; Zaremba, Adam; Teplova, … - In: Finance research letters 50 (2022), pp. 1-8

Persistent link: https://www.econbiz.de/10014239939

New evidence on determinants of price momentum in the Japanese stock market

Teplova, Tamara V.; Mikova, Evgeniya - In: Research in international business and finance 34 (2015), pp. 84-109

Persistent link: https://www.econbiz.de/10011325752

The momentum effect : pricing paradox or new beta strategy

Teplova, Tamara V.; Mikova, Evgenya - In: Information efficiency and anomalies in Asian equity …, (pp. 113-137). 2017

Persistent link: https://www.econbiz.de/10011928444

Stop losses momentum strategy : from profit maximization to risk control under White's Bootstrap reality check

Teplova, Tamara V.; Mikova, Evgeniya; Nazarov, Nikolai - In: The quarterly review of economics and finance : journal … 66 (2017), pp. 240-258

Persistent link: https://www.econbiz.de/10011792865

Asymmetric effects of market uncertainties on agricultural commodities

Bossman, Ahmed; Gubareva, Mariya; Teplova, Tamara V. - In: Energy economics 127 (2023) 2, pp. 1-26

Persistent link: https://www.econbiz.de/10014490336

Can high trading volume and volatility switch boost momentum to show greater inefficiency and avoid crashes in emerging markets? : the economic relationship in factor investing in emerging markets

Teplova, Tamara V.; Tomtosov, Aleksandr - In: The quarterly review of economics and finance : journal … 80 (2021), pp. 210-223

Persistent link: https://www.econbiz.de/10012655354

Impact of the Covid-19 induced panic on the Environmental, Social and Governance leaders equity volatility : a time-frequency analysis

Umar, Zaghum; Gubareva, Mariya; Dang Khoa Tran; … - In: Research in international business and finance 58 (2021), pp. 1-7

Persistent link: https://www.econbiz.de/10013287761

Connectedness between healthcare cryptocurrencies and major asset classes : implications for hedging and investments strategies

Patel, Ritesh Jayantibhai; Gubareva, Mariya; Chishti, … - In: International review of financial analysis 93 (2024), pp. 1-23

Persistent link: https://www.econbiz.de/10014543529

On shrinkage covariance estimators : how inefficient is 1/N strategy of covariance estimation for portfolio selection in foreign exchange market?

Husnain, Muhammad; Ali, Shamrez; Munir, Qaiser; … - In: Cogent economics & finance 12 (2024) 1, pp. 1-21

We investigate portfolio selection performance as in Markowitz by evaluating variance matrix estimation criteria in the currency market. This study challenges theoretically rigorous shrinkage covariance estimators using multiple evaluation metrics: systematic loss function, risk profile of...

Persistent link: https://www.econbiz.de/10015192454