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Does herd behaviour exist in the commodities market?

Philippas, Nikolaos - In: International Journal of Portfolio Analysis and Management 1 (2014) 4, pp. 330-344

Persistent link: https://www.econbiz.de/10010472813

On the time varying nature of herding behaviour: evidence from major European indices

Stavroyiannis, Stavros; Babalos, Vassilios - In: Global business & economics review 17 (2015) 3, pp. 298-309

Persistent link: https://www.econbiz.de/10011498524

Exploring the interaction between stock price index and exchange rates : an asymmetric threshold approach

Koulakiotis, Athanasios; Kiohos, Apostolis; Babalos, … - In: Applied economics 47 (2015) 13/15, pp. 1273-1285

Persistent link: https://www.econbiz.de/10010512069

Herding, anti-herding behaviour in metal commodities futures : a novel portfolio-based approach

Babalos, Vassilios (contributor); … - In: Applied economics 47 (2015) 46/48, pp. 4952-4966

Persistent link: https://www.econbiz.de/10011318425

Is anti-herding behavior spurious?

Stavroyiannis, Stavros; Babalos, Vassilios; Bekiros, Stelios - In: Finance research letters 29 (2019), pp. 379-383

Persistent link: https://www.econbiz.de/10012419237

An analysis of the market model using data from fledging market

Philippas, Nikolaos - In: Rivista internazionale di scienze economiche e … 45 (1998) 4, pp. 745-768

Persistent link: https://www.econbiz.de/10001255757

Rating Mutual Funds Through an Integrated DEA-Based Multicriteria Performance Model : Design and Information Content

Babalos, Vassilios - 2012

There is a growing literature that employs nonparametric frontier methods in order to evaluate the performance of investment funds. This paper proposes an integrated approach for analyzing the efficiency and performance of mutual funds. The methodology combines data envelopment analysis (DEA)...

Persistent link: https://www.econbiz.de/10013099956