| Buffett's alpha : further explanations from a behavioral value investing perspective
|
2019 |
Otuteye, Eben |
| Extreme spillovers of VIX fear index to international equity markets
|
2019 |
Massaporn Cheuathonghua |
| Bitcoin fluctuations and the frequency of price overreactions
|
2019 |
Caporale, Guglielmo Maria |
| High-frequency trading : a literature review
|
2019 |
Virgilio, Gianluca Piero Maria |
| Price dynamics in corn cash and futures markets : cointegration, causality, and forecasting through a rolling window approach
|
2019 |
Xu, Xiaojie |
| Oil, the Baltic Dry index, market (il)liquidity and business cycles : evidence from net oil-exporting/oil-importing countries
|
2019 |
Said, Husaini |
| Risk estimation for short-term financial data through pooling of stable fits
|
2019 |
De Donno, Marzia |
| Does the market model provide a good counterfactual for event studies in finance?
|
2019 |
Castro Iragorri, Carlos Alberto |
| Thematic portfolio optimization : challenging the core satellite approach
|
2019 |
Methling, Florian |
| Alpha forecasting in factor investing : discriminating between the informational content of firm characteristics
|
2019 |
Heinrich, Lars |
| Machine learning in empirical asset pricing
|
2019 |
Weigand, Alois |
| Common risk factors in international stock markets
|
2019 |
Schmidt, Peter S. |
| What is the best Lévy model for stock indices? : a comparative study with a view to time consistency
|
2019 |
Massing, Till Philipp Georg |
| Incorporating financial market volatility to improve forecasts of directional changes in Australian share market returns
|
2019 |
Erdugan, Riza |
| What drives stock returns in Japan?
|
2019 |
Liang, Samuel Xin |
| Long-term negative fund alpha : is it caused by bad skill or bad luck?
|
2018 |
Bu, Qiang |
| Hedge fund incentives, management commitment and survivorship
|
2018 |
Qiu, Judy |
| The dynamic dependence between stock markets in the greater China economic area : a study based on extreme values and copulas
|
2018 |
Hussain, Saiful Izzuan |
| What really happens if the positive definiteness requirement on the covariance matrix of returns is relaxed in efficient portfolio selection?
|
2018 |
Kwan, Clarence C. Y. |
| Financial crises, price discovery, and information transmission : a high-frequency perspective
|
2018 |
Füss, Roland |
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