Mean reversion effect and contrarian strategy

von Teplova, Tamara V.
Veröffentlicht in Information efficiency and anomalies in Asian equity markets (2017)

The momentum effect : pricing paradox or new beta strategy

von Teplova, Tamara V.
Veröffentlicht in Information efficiency and anomalies in Asian equity markets (2017)

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 i...

von Teplova, Tamara V.
Veröffentlicht in The quarterly review of economics and finance (2021)

A higher moment Downside framework for conditional and unconditional CAPM in the Russian stock market

von Teplova, Tamara V.
Veröffentlicht in Eurasian economic review (2011)

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

von Teplova, Tamara V.
Veröffentlicht in Research in international business and finance (2015)

Market development determinants for corporate bonds in national currencies : emerging markets review

von Teplova, Tamara V.
Veröffentlicht in Journal of East-West business (2018)

The reinvestment risk premium in the valuation of British and Russian government bonds

von Teplova, Tamara V.
Veröffentlicht in Research in international business and finance (2021)

Does stock exchange consolidation improve market liquidity? : a study of stock exchange acquisition in Russia

von Teplova, Tamara V.
Veröffentlicht in Research in international business and finance (2016)

Surprises of corporate governance and Russian firms debt

von Teplova, Tamara V.
Veröffentlicht in Journal of economics & business (2019)

Stablecoins as the cornerstone in the linkage between the digital and conventional financial markets

von Gubareva, Mariya
Veröffentlicht in The North American journal of economics and finance (2023)

The ex-dividend-day behavior of stock prices and volume : the case of pharmaceutical dividend aristocrats

von Teplova, Tamara V.
Veröffentlicht in The Singapore economic review (2020)

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

von Teplova, Tamara V.
Veröffentlicht in The quarterly review of economics and finance (2017)

Connectedness of non-fungible tokens and conventional cryptocurrencies with metals

von Yousaf, Imran
Veröffentlicht in The North American journal of economics and finance (2023)

Asymmetric effects of market uncertainties on agricultural commodities

von Bossman, Ahmed
Veröffentlicht in Energy economics (2023)

Asymmetric effects of geopolitical risk on major currencies : Russia-Ukraine tensions

von Bossman, Ahmed
Veröffentlicht in Finance research letters (2023)

Emerging bond markets : shedding light on trends and patterns

von Teplova, Tamara V.
Veröffentlicht 2020

Network connectedness of the term structure of yield curve and global Sukuks

von Umar, Zaghum
Veröffentlicht in Pacific-Basin finance journal (2023)

COVID-19 and the quantile connectedness between energy and metal markets

von Ghosh, Bikramaditya
Veröffentlicht in Energy economics (2023)

Combination of top-down and bottom-up DEA models using PCA : a two-stage network DEA with shared input and undesirable output for evaluation of the road transport sector

von Omrani, Hashem
Veröffentlicht in Socio-economic planning sciences (2023)

The relationship between global risk aversion and returns from safe-haven assets

von Umar, Zaghum
Veröffentlicht in Finance research letters (2023)