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Systematic patterns before and after large price changes : evidence from high frequency data from the Paris bourse
Hamelink, Foort - 1998
Persistent link: https://www.econbiz.de/10000997085
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Nonlinear analysis for forecasting currencies : are they useful to the portfolio manager?
Hamelink, Foort - In: The European journal of finance 7 (2001) 4, pp. 335-355
Persistent link: https://www.econbiz.de/10001627642
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Optimal international diversification : theory and practice from a Swiss investor's perspective
Hamelink, Foort - 2000
Persistent link: https://www.econbiz.de/10001641362
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Systematic patterns before and after large price changes : evidence from high frequency data from the Paris bourse
Hamelink, Foort - 1999
Persistent link: https://www.econbiz.de/10001641825
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On the specification of duration between price changes and the predictability of high frequency returns : an application to the French CAC 40
Hamelink, Foort - In: Finance : revue de l'Association Française de Finance 19 (1998) 2, pp. 139-163
Persistent link: https://www.econbiz.de/10001476799
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Systematic patterns before and after large price changes : evidence from high frequency data from the Paris Bourse
Hamelink, Foort - In: Journal of forecasting 22 (2003) 6/7, pp. 533-549
Persistent link: https://www.econbiz.de/10001836499
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On the specification of duration between price changes and the predictability of high frequency returns : an application to the French CAC 40
Hamelink, Foort - In: Finance : revue de l'Association Française de Finance 19 (1998) 2, pp. 139-163
Persistent link: https://www.econbiz.de/10009918828
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Systematic Patterns Before and After Large Price Changes: Evidence from High Frequency Data from the Paris Bourse
Hamelink, Foort
This paper deals with the intra-day behavior of asset prices shortly before and after large price changes.
Persistent link: https://www.econbiz.de/10005843144
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Country, Sector or Style: What Matters Most When Constructing Global Equity Portfolios? - An Empirical Investigation from 1990-2001
Hamelink, Foort; Harasty, Helene; Hillion, Pierre - 2001
This paper suggests that managers should continue to monitor carefully country as well as style rewards and risks.
Persistent link: https://www.econbiz.de/10005843254