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Asset Pricing, Investment, and Trading Strategies
Asset Pricing, Investment, and Trading Strategies
Autore Wong Wing-Keung
Pubbl/distr/stampa Basel, : MDPI - Multidisciplinary Digital Publishing Institute, 2022
Descrizione fisica 1 online resource (154 p.)
Soggetto topico Development economics and emerging economies
Soggetto non controllato agricultural commodity future prices
ARDL
backwardation
capitalization
competitiveness
correlogram
dependence
economic regimes
extreme value
GMM
growth
high-frequency data
integrated volatility
investment
jumps identification
market efficiency
market liquidity
momentum strategy
Newton-optimal method
NON-stationary Extreme Value Analysis (NEVA)
nonlinearity
predictability
quantile
realized volatility
risk-taking behavior
sovereign bonds
spillover
state ownership
stock exchange
sustainability
swap variance
systematic trading
trade-offs
trading strategy
transport operations
turnover
value traded
Vietnam
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Record Nr. UNINA-9910557610603321
Wong Wing-Keung  
Basel, : MDPI - Multidisciplinary Digital Publishing Institute, 2022
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Challenge and Research Trends of Forecasting Financial Energy
Challenge and Research Trends of Forecasting Financial Energy
Autore Korol Tomasz
Pubbl/distr/stampa Basel, : MDPI - Multidisciplinary Digital Publishing Institute, 2022
Descrizione fisica 1 online resource (130 p.)
Soggetto topico Development economics and emerging economies
Soggetto non controllato ASEAN
Asia
bankruptcy of households
Central Pomerania
classification and regression trees (CRT)
company's performance
consequences of COVID-19
consumer finance
COVID-19
COVID-19 pandemic
crude oil
data snooping
development forecasts
economics of family
electric cars
energy markets
factors determining the propensity to use external capital
family firm
farms
financial energy
financial health
financial strategy
forecasting
gas wars
hold-up problem
logistic regression
managerial overconfidence
market efficiency
natural gas
pandemic
personal finance
Poland
predictability
Sustainable Development Goals (SDGs)
sustainable entrepreneurship
tax incentives
technical trading rules
transit country
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Record Nr. UNINA-9910566476503321
Korol Tomasz  
Basel, : MDPI - Multidisciplinary Digital Publishing Institute, 2022
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Efficiency and Anomalies in Stock Markets
Efficiency and Anomalies in Stock Markets
Autore Wong Wing-Keung
Pubbl/distr/stampa Basel, : MDPI - Multidisciplinary Digital Publishing Institute, 2022
Descrizione fisica 1 online resource (232 p.)
Soggetto topico Development economics and emerging economies
Soggetto non controllato anchoring
anomalies
anomaly
applications
Asian market
Autoregressive Model
Behavioral Finance
behavioral models
BM effect
bubbles
calendar anomalies
causality
China stock market
cointegration
convertible bond
copulas
covariance
Disposition Effect
diversification
dynamic models
economic growth
economic policy uncertainty
efficient market
emerging market
emerging markets
EMH
Equity Premium Puzzle
finance
financial constraints
financial development
frequency-domain roiling causality
future economic growth
G7 market
herd effect
indifference curves
KSE Pakistan
liquidity proxy
market efficiency
Momentum Effect
moving average
news
non-Gaussian error
nonlinearity
Omega ratio
open interest
ostrich effect
overconfidence
performance measures
portfolio optimization
portfolio selection
price impact
Put-Call Ratio
random walk
real exchange rate
realized volatility
risk averters
risk measures
risk seekers
robust estimation
size and value premiums
stochastic dominance
stock market
stock performance
technical analysis
the size effect
three-factor model
Threshold Autoregressive Model
trading rules
transaction cost
two-moment decision models
unit root
utility
utility maximization
value premium
volatility
volume
Winner-Loser Effect
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Record Nr. UNINA-9910674048203321
Wong Wing-Keung  
Basel, : MDPI - Multidisciplinary Digital Publishing Institute, 2022
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Entrepreneurial Finance at the Dawn of Industry 4.0
Entrepreneurial Finance at the Dawn of Industry 4.0
Autore Vuong Quan-Hoang
Pubbl/distr/stampa Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2020
Descrizione fisica 1 online resource (110 p.)
Soggetto topico Economics, Finance, Business and Management
Soggetto non controllato A
adaptive market hypothesis
autocorrelation
competition
computational entrepreneurship
edtech
emerging markets
energy intensive industry
English training
entrepreneurial finance
entrepreneurial opportunities
entrepreneurship
environmental Kuznets curve (EKC)
finance performance
firm performance
income elasticity of CO2
Industry 4.0
information and communications technology (ICT)
listed company
M&
market efficiency
net income per employee
productivity
propensity score matching
sustainable development
U-shaped relationship
Vietnam
wage
wave of environmentalism
wealth effects
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Record Nr. UNINA-9910557300903321
Vuong Quan-Hoang  
Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2020
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Review Papers for Journal of Risk and Financial Management (JRFM)
Review Papers for Journal of Risk and Financial Management (JRFM)
Autore McAleer Michael
Pubbl/distr/stampa Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2020
Descrizione fisica 1 online resource (206 p.)
Soggetto topico Technology: general issues
Soggetto non controllato adaptive market efficiency
adaptive market hypothesis
applications
bank regulation
bank regulatory capital requirements
big data
capital adequacy standards
computational science
Copula
country equity returns
country-level stock market anomalies
covariance matrix estimation
cross section of country equity returns
CVaR
data snooping
econometric and statistical models
economics
efficient market hypothesis
empirical asset pricing
excess returns
factors
fat tail
finance
international equity markets
investment and capital markets
management
market efficiency
marketing
n/a
optimisation
outcomes
portfolio risk measurement
portfolio selection
price-volume
price-volume relationship
psychology
regulatory complexity
return predictability
risk measure
semi-variance
shrinkage
solutions
stock investment
supply chain finance
supply chain management
theoretical models
time-varying or adaptive market efficiency
US banking crises
working capital
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Altri titoli varianti Review Papers for Journal of Risk and Financial Management
Record Nr. UNINA-9910557764503321
McAleer Michael  
Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2020
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui