Suchergebnisse

Momentum Trading, Mean Reversal and Overreaction in Chinese Stock Market

In: Hong Kong Institute for Monetary and Financial Research (HKIMR) Research Paper WP No. 23/2004

The Trend Behavior of Real Exchange Rates: Evidence from OECD Countries

In: Journal of institutional and theoretical economics: JITE, Band 133, Heft 2, S. 282-296

ISSN: 0932-4569

Changes in Ownership Breadth and Capital Market Anomalies

In: Journal of Portfolio Management, Forthcoming

ACCRUALS AND MOMENTUM

In: The journal of financial research: the journal of the Southern Finance Association and the Southwestern Finance Association, Band 43, Heft 1, S. 63-93

ISSN: 1475-6803

Technical Trading-Rule Profitability, Data Snooping, and Reality Check: Evidence from the Foreign Exchange Market

In: Journal of Money, Credit and Banking, Vol. 38, pp. 2135-2158, December 8, 2005

Monopolistic competition, increasing returns to scale, and the welfare costs of inflation

In: Journal of Monetary Economics, Band 46, Heft 2, S. 417-440

Endogenous growth and the welfare costs of inflation: a reconsideration

In: Journal of economic dynamics & control, Band 22, Heft 3, S. 465-482

ISSN: 0165-1889

Optimal Transaction Filters Under Transitory Trading Opportunities: Theory and Empirical Illustration

In: Hong Kong Institute for Monetary and Financial Research (HKIMR) Research Paper WP No. 02/2005

Stock Market Integration, Return Forecastability and Implications for Market Efficiency: A Panel Study

In: Hong Kong Institute for Monetary and Financial Research (HKIMR) Research Paper WP No. 11/2002

Rethinking Deviations From Uncovered Interest Parity: the Role of Covariance Risk and Noise

In: The economic journal: the journal of the Royal Economic Society, Band 108, Heft 451, S. 1686-1706

ISSN: 1468-0297

Hysteresis in unemployment: Evidence from OECD countries

In: The quarterly review of economics and finance, Band 38, Heft 2, S. 181-192

ISSN: 1062-9769

Capital Controls and Covered Interest Parity in the EU: Evidence from a Panel-Data Unit Root Test

In: Journal of institutional and theoretical economics: JITE, Band 133, Heft 1, S. 76-89

ISSN: 0932-4569

Geopolitical Risk and Investment

In: Journal of Money, Credit and Banking, Forthcoming

Information Spillovers and Predictable Currency Returns: An Analysis via Machine Learning

The Co-Movements of Stock, Bond, and CDS Illiquidity Before, During and After the Global Financial Crisis

In: Journal of Financial Research, Forthcoming