ARTICLES

Filter  
Active filters 0
Remove
  

Refine your searches by:

Collections
Education
Economy
Public health
Research
Social Sciences
Biology
Technology
Medicine / Sub specialtie
Pure sciences
Agronomy and forestry
all records (73)

Languages
English
Spanish
Portuguese
German
French

Countries
Indonesia
USA
Brazil
Ukraine
Pakistan
Cuba
Poland
Turkey, Turkish Republic
Russia
South Africa
all records (73)

Years
2023
2022
2021
2020
2019
2018
2017
2016
2015
2014
all records (24)

Filter  
 
31.861  Articles
1 of 3.187 pages  |  10  records  |  more records»
Statistical arbitrage strategies, such as pairs trading and its generalizations, rely on the construction of mean- reverting spreads with a certain degree of predictability. This paper applies cointegration tests to identify stocks to be used in pairs tra... see more

AbstractA new approach is proposed to identify trading opportunities in the equity market by using the information contained in the bivariate dependence structure of two equities. The relationships between the equity pairs are modelled with bivariate copu... see more

-

CAPM is a balance model that can determine the risks and returns that investors will gain. Under the CAPM, the level of risk and the appropriate rate of return has a positive and linear relationship. The measure of risk that is an indicator affecting stoc... see more

In recent years, more sophisticated techniques for analyzing data and exponential increase in computing power allow high-frequency trading. This paper provides a detailed overview on pairs trading in the context of intraday data and applies different stra... see more

This study makes assessment of the effects of host country macroeconomic factors on the performance of cross listed firms in East Africa. It uses quarterly time series from March 2010 to December 2020. The study used stock prices of five Kenyan companies ... see more

AbstractOrientation: Literature is scanty on the euphoria around Ghana’s electioneering activities and their impact on economic activities.Research purpose: This paper studies electioneering activities and their impact on the Ghana Stock Exchange (GSE) re... see more

The Economist magazine has been publishing the Big Mac Index using it as a rule of thumb to determine the over- or under-valuation of international currencies based on the theory of Purchasing Power Parity since 1986. According to the theory, using the Bi... see more

AbstractEmploying prespecified macroeconomic variables as potential priced factors, the Arbitrage Pricing Theory (APT) may be modelled as a non-linear seemingly unrelated regression with across equation restrictions. This portrayal allows for the simultan... see more

1 of 3.187 pages  |  10  records  |  more records»