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
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| Basel, : MDPI - Multidisciplinary Digital Publishing Institute, 2022 | ||
| 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 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
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| Basel, : MDPI - Multidisciplinary Digital Publishing Institute, 2022 | ||
| 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 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
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| Basel, : MDPI - Multidisciplinary Digital Publishing Institute, 2022 | ||
| 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 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
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| Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2020 | ||
| 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 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
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| Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2020 | ||
| Lo trovi qui: Univ. Federico II | ||
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