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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 electronic resource (154 p.) |
| Soggetto topico | Development economics & emerging economies |
| Soggetto non controllato |
quantile
correlogram dependence predictability market efficiency state ownership risk-taking behavior investment Vietnam GMM nonlinearity trading strategy trade-offs transport operations competitiveness sustainability growth ARDL stock exchange capitalization turnover value traded agricultural commodity future prices extreme value NON-stationary Extreme Value Analysis (NEVA) Newton-optimal method high-frequency data market liquidity sovereign bonds spillover backwardation economic regimes momentum strategy systematic trading jumps identification swap variance integrated volatility realized volatility |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910557610603321 |
Wong Wing-Keung
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| Basel, : MDPI - Multidisciplinary Digital Publishing Institute, 2022 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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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 electronic resource (130 p.) |
| Soggetto topico | Development economics & emerging economies |
| Soggetto non controllato |
economics of family
personal finance financial energy forecasting bankruptcy of households financial health consumer finance consequences of COVID-19 farms factors determining the propensity to use external capital logistic regression classification and regression trees (CRT) Central Pomerania Poland COVID-19 pandemic company’s performance crude oil energy markets technical trading rules predictability data snooping market efficiency COVID-19 pandemic hold-up problem natural gas transit country gas wars Sustainable Development Goals (SDGs) sustainable entrepreneurship family firm managerial overconfidence financial strategy electric cars Asia ASEAN tax incentives development forecasts |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910566476503321 |
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Korol Tomasz
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| Basel, : MDPI - Multidisciplinary Digital Publishing Institute, 2022 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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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 electronic resource (232 p.) |
| Soggetto topico | Development economics & emerging economies |
| Soggetto non controllato |
stochastic dominance
Omega ratio risk averters risk seekers utility maximization market efficiency anomaly emerging markets KSE Pakistan three-factor model size and value premiums future economic growth liquidity proxy emerging market transaction cost price impact efficient market economic policy uncertainty random walk news Asian market G7 market real exchange rate volatility financial development economic growth Put–Call Ratio volume open interest frequency-domain roiling causality convertible bond financial constraints stock performance Autoregressive Model non-Gaussian error realized volatility Threshold Autoregressive Model value premium technical analysis moving average China stock market stock market finance applications EMH anomalies Behavioral Finance Winner–Loser Effect Momentum Effect calendar anomalies BM effect the size effect Disposition Effect Equity Premium Puzzle herd effect ostrich effect bubbles trading rules overconfidence utility portfolio selection portfolio optimization risk measures performance measures indifference curves two-moment decision models dynamic models diversification behavioral models unit root cointegration causality nonlinearity covariance copulas robust estimation anchoring |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910674048203321 |
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Wong Wing-Keung
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| Basel, : MDPI - Multidisciplinary Digital Publishing Institute, 2022 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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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 electronic resource (110 p.) |
| Soggetto topico | Economics, finance, business & management |
| Soggetto non controllato |
competition
wage net income per employee firm performance productivity Vietnam listed company adaptive market hypothesis market efficiency autocorrelation M& A wealth effects propensity score matching emerging markets environmental Kuznets curve (EKC) Industry 4.0 information and communications technology (ICT) wave of environmentalism energy intensive industry income elasticity of CO2 U-shaped relationship entrepreneurship entrepreneurial finance English training entrepreneurial opportunities edtech finance performance computational entrepreneurship sustainable development |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910557300903321 |
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Vuong Quan-Hoang
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| Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2020 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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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 electronic resource (206 p.) |
| Soggetto topico | Technology: general issues |
| Soggetto non controllato |
big data
computational science economics finance management theoretical models econometric and statistical models applications bank regulation capital adequacy standards regulatory complexity US banking crises supply chain management supply chain finance working capital factors outcomes solutions optimisation portfolio selection risk measure fat tail Copula shrinkage semi-variance CVaR excess returns efficient market hypothesis data snooping investment and capital markets market efficiency price-volume adaptive market hypothesis time-varying or adaptive market efficiency cross section of country equity returns country-level stock market anomalies empirical asset pricing international equity markets return predictability bank regulatory capital requirements marketing psychology price-volume relationship adaptive market efficiency covariance matrix estimation portfolio risk measurement stock investment country equity returns |
| 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 |
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McAleer Michael
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| Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2020 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Three essays on empirical asset pricing in international equity markets / / Birgit Charlotte Müller
| Three essays on empirical asset pricing in international equity markets / / Birgit Charlotte Müller |
| Autore | Müller Birgit <1957-> |
| Edizione | [1st edition.] |
| Pubbl/distr/stampa | Wiesbaden, : Springer Fachmedien Wiesbaden GmbH, 2021 |
| Descrizione fisica | 1 online resource (162 p.) |
| Collana | Gabler Theses. |
| Soggetto topico | Capital market |
| Soggetto non controllato |
international stock markets
empirical asset pricing market efficiency behavioral finance real estate finance Open Access |
| ISBN | 3-658-35479-8 |
| Classificazione | PSVPTGPRU |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | ger |
| Nota di contenuto | General Introduction Cross-Country Composite Capital Share Risk in International Asset Pricing The Pricing of European Non-Performing Real Estate Loan Portfolios Concluding Remarks |
| Altri titoli varianti | 3 essays on empirical asset pricing in international equity markets |
| Record Nr. | UNINA-9910494567903321 |
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Müller Birgit <1957->
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| Wiesbaden, : Springer Fachmedien Wiesbaden GmbH, 2021 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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