Revisiting Seasonality in Overnight and Daytime Returns in the U.S. Equity Markets: Mean-Variance, Sharpe Ratio and Stochastic Dominance Approaches
Na minha lista:
| Autor principal: | |
|---|---|
| Outros Autores: | |
| Formato: | Capítulo de Livro |
| Idioma: | inglês |
| Tags: |
Sem tags, seja o primeiro a adicionar uma tag!
|
Registos relacionados: Revisiting Seasonality in Overnight and Daytime Returns in the U.S. Equity Markets: Mean-Variance, Sharpe Ratio and Stochastic Dominance Approaches
- Is There Seasonality in Traded and Non-Traded Period Returns in the US Equity Market? A Multiple Structural Change Approach
- Mean-Variance Portfolio Optimization of Energy Stocks Supported with Second Order Stochastic Dominance Efficiency
- Trading days, seasonal unit root, and variance change.
- <A> Likelihood-Ratio Test for Seasonal Unit Roots
- The Effect of Seasonal Depression on Stock Market Returns
- <A> Sequential Variance Ratio Test Based on the Closure Test Principle