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The Role of Local and U.S. Investor Attention for Cross-Listed Securities : Evidence From European Cross-Listed ETFs

Doan, Minh-Phuong - 2019

We investigate how the local information demand explains the market outcomes in cross-listed European Exchange Traded Funds (ETFs). Our results show that the local information demand predicts the future trading volume and, to a lesser extent, the future net fund flows. The effects of the...

Persistent link: https://www.econbiz.de/10012898608

Profitability and diversification benefits of momentum strategies on commodity index futures

Aalto, Antti; Nikkinen, Jussi; Peltomäki, Jarkko; … - In: International journal of accounting and finance 3 (2011/12) 1, pp. 21-32

Persistent link: https://www.econbiz.de/10009316759

On the importance of trend gaps in assessing equity market correlations

Peltomäki, Jarkko; Graham, Michael - In: Emerging markets and the global economy, (pp. 583-601). 2014

Persistent link: https://www.econbiz.de/10010434620

Cross-sectional anomalies and volatility risk in different economic and market cycles

Peltomäki, Jarkko; Äijö, Janne - In: Finance research letters 12 (2015), pp. 17-22

Persistent link: https://www.econbiz.de/10011551749

Crash fears and stock market effects : evidence from web searches and printed news articles

Nikkinen, Jussi; Peltomäki, Jarkko - In: The journal of behavioral finance : a publication of … 21 (2020) 2, pp. 117-127

Persistent link: https://www.econbiz.de/10012287180

Investor attention to market categories and market volatility : the case of emerging markets

Peltomäki, Jarkko; Graham, Michael; Hasselgren, Anton - In: Research in international business and finance 44 (2018), pp. 532-546

Persistent link: https://www.econbiz.de/10011983100

Web-based investor fear gauge and stock market volatility : an emerging market perspective

Graham, Michael; Nikkinen, Jussi; Peltomäki, Jarkko - In: Journal of emerging market finance 19 (2020) 2, pp. 127-153

Persistent link: https://www.econbiz.de/10012260595