Narrow search
Showing 1 - 10 of 12
Cover Image
Rising China and its integration with the changing world economy
Xia, Wei; Wang, Liming - In: Rising China in the changing world economy, (pp. 1-41). 2011
Persistent link: https://www.econbiz.de/10009536914
Cover Image
Global equity styles and industry effects : the pre-eminence of value relative to size
Kuo, Weiyu; Satchell, Stephen - In: Journal of international financial markets, … 11 (2001) 1, pp. 1-28
Persistent link: https://www.econbiz.de/10001536895
Cover Image
Modelling emerging market risk premia using higher moments
Hwang, Soosung; Satchell, Stephen - In: International journal of finance & economics : IJFE 4 (1999) 4, pp. 271-296
Persistent link: https://www.econbiz.de/10001447124
Cover Image
Market risk and the concepts of fundamental volatility : measuring volatility across asset and derivative markets and testing for the impact of derivatives markets on financial markets
Hwang, Soosung; Satchell, Stephen - In: Journal of banking & finance 24 (2000) 5, pp. 759-785
Persistent link: https://www.econbiz.de/10001467848
Cover Image
Global equity styles and industry effects : portfolio construction via dummy variables
Kuo, George W.; Satchell, Stephen - 1998
Persistent link: https://www.econbiz.de/10000668567
Cover Image
Daily returns in international stock markets : predictability, nonlinearity, and transaction costs
Satchell, Stephen - In: Nonlinear dynamics and economics : proceedings of the …, (pp. 369-391). 1996
Persistent link: https://www.econbiz.de/10001297232
Cover Image
Advanced trading rules
Acar, Emmanuel (contributor); Satchell, Stephen (contributor) - 1998
Persistent link: https://www.econbiz.de/10000964435
Cover Image
Using Bayesian variable selection methods to choose style factors in global stock return models
Hall, Anthony D.; Hwang, Soosung; Satchell, Stephen - In: Journal of banking & finance 26 (2002) 12, pp. 2301-2325
Persistent link: https://www.econbiz.de/10001719718
Cover Image
Hedge fund replication
Grummitt, John; Satchell, Stephen - In: Journal of derivatives & hedge funds 17 (2011) 3, pp. 219-236
Persistent link: https://www.econbiz.de/10009387327
Cover Image
What proportion of time is a particular market inefficient? : analysing market efficiency when equity prices follow threshold autoregressions
Ahmed, Muhammad Farid; Satchell, Stephen - 2016
Persistent link: https://www.econbiz.de/10011456022