Works matching DE "RUSSELL 2000 Index"

Results: 22

On regime-switching European option pricing.

Published in:

Cogent Economics & Finance, 2023, v. 11, n. 1, p. 1, doi. 10.1080/23322039.2023.2203439

By:

Kalovwe, Sebastian Kaweto;
Mwaniki, Joseph Ivivi;
Simwa, Richard Onyino

Publication type:

Article

Contagion and Interdependencies: A Dynamic Connectedness approach among Implied Volatilities.

Published in:

Cogent Economics & Finance, 2022, v. 10, n. 1, p. 1, doi. 10.1080/23322039.2022.2148366

By:

Amoako, Gilbert K.;
Boateng, Ebenezer;
Asafo-Adjei, Emmanuel;
Amoanyi, Daniel Kofi;
Adam, Anokye Mohammed

Publication type:

Article

Regression Discontinuity and the Price Effects of Stock Market Indexing.

Published in:

Review of Financial Studies, 2015, v. 28, n. 1, p. 212, doi. 10.1093/rfs/hhu041

By:

Chang, Yen-Cheng;
Hong, Harrison;
Liskovich, Inessa

Publication type:

Article

A multiobjective optimization approach for threshold determination in extreme value analysis for financial time series.

Published in:

Computational Management Science, 2023, v. 21, n. 1, p. 1, doi. 10.1007/s10287-023-00488-6

By:

Chu, Carlin C. F.;
Li, Simon S. W.

Publication type:

Article

Stocks Opening Price Gaps and Adjustments to New Information.

Published in:

Computational Economics, 2024, v. 63, n. 2, p. 877, doi. 10.1007/s10614-023-10363-w

By:

Avishay, Aiche;
Gil, Cohen;
Vladimir, Griskin

Publication type:

Article

Estimation of Expected Shortfall Using Quantile Regression: A Comparison Study.

Published in:

Computational Economics, 2022, v. 60, n. 2, p. 725, doi. 10.1007/s10614-021-10164-z

By:

Christou, Eliana;
Grabchak, Michael

Publication type:

Article

Sparse index tracking using sequential Monte Carlo.

Published in:

Quantitative Finance, 2022, v. 22, n. 9, p. 1579, doi. 10.1080/14697688.2022.2057353

By:

Satpathy, Tanmay;
Shah, Rushabh

Publication type:

Article

High-Dimensional Portfolio Selection with Cardinality Constraints.

Published in:

Journal of the American Statistical Association, 2023, v. 118, n. 542, p. 779, doi. 10.1080/01621459.2022.2133718

By:

Du, Jin-Hong;
Guo, Yifeng;
Wang, Xueqin

Publication type:

Article

Should Financial Planners Ever Be Passive on Value or Growth?

Published in:

Journal of Financial Planning, 2024, v. 37, n. 1, p. 86

By:

Fink, Jason D.;
Fink, Kristin E.

Publication type:

Article

Say anything you want about me if you spell my name right: the effect of Internet searches on financial market.

Published in:

Central European Journal of Operations Research, 2021, v. 29, n. 2, p. 633, doi. 10.1007/s10100-019-00665-6

By:

Rutkowska, Aleksandra;
Kliber, Agata

Publication type:

Article

401(k) Plan Asset Allocation, Account Balances, and Loan Activity in 2019.

Published in:

EBRI Issue Brief, 2022, n. 557, p. 1

By:

Holden, Sarah;
Bass, Steven;
Copeland, Craig

Publication type:

Article

What Does Consistent Participation in 401(k) Plans Generate? Changes in 401(k) Plan Account Balances, 2010-2018.

Published in:

EBRI Issue Brief, 2020, n. 514, p. 1

By:

Holden, Sarah;
VanDerhei, Jack;
Bass, Steven

Publication type:

Article

Does Governance Travel Across Industries? A Mutual Fund Episode.

Published in:

Journal of Management & Business Research (2521-4306), 2020, v. 37, n. 2, p. 169, doi. 10.6504/JMBR.202006_37(2).0003

By:

Yen-Cheng Chang;
Kevin Tseng;
Chia-Yi Yen

Publication type:

Article

Economic News, Social Media Sentiments, and Stock Returns: Which Is a Bigger Driver?

Published in:

Journal of Risk & Financial Management, 2025, v. 18, n. 1, p. 16, doi. 10.3390/jrfm18010016

By:

Verma, Rahul;
Verma, Priti

Publication type:

Article

Equity Market Pricing and Central Bank Interventions: A Panel Data Approach.

Published in:

Journal of Risk & Financial Management, 2024, v. 17, n. 10, p. 440, doi. 10.3390/jrfm17100440

By:

Rincon, Carlos J.

Publication type:

Article

Investor Taxes and Option Prices.

Published in:

Journal of the American Taxation Association, 2022, v. 44, n. 2, p. 77, doi. 10.2308/JATA-2020-003

By:

Mason, Paul D.;
Utke, Steven

Publication type:

Article

Risk and Policy Uncertainty on Stock–Bond Return Correlations: Evidence from the US Markets.

Published in:

Risks, 2020, v. 8, n. 2, p. 58, doi. 10.3390/risks8020058

By:

Chiang, Thomas C.

Publication type:

Article

The more we know, the less we agree: A test of the trading horizon heterogeneity theory.

Published in:

Financial Review, 2022, v. 57, n. 1, p. 45, doi. 10.1111/fire.12282

By:

Dai, Lili;
Parwada, Jerry T.;
Winchester, Donald W.;
Zhang, Bohui

Publication type:

Article

Prediction of the Change Points in Stock Markets Using DAE-LSTM.

Published in:

Sustainability (2071-1050), 2021, v. 13, n. 21, p. 11822, doi. 10.3390/su132111822

By:

Yoo, Sanghyuk;
Jeon, Sangyong;
Jeong, Seunghwan;
Lee, Heesoo;
Ryou, Hosun;
Park, Taehyun;
Choi, Yeonji;
Oh, Kyongjoo

Publication type:

Article

Do Institutional Investors Demand Public Disclosure?

Published in:

Review of Financial Studies, 2016, v. 29, n. 12, p. 3245, doi. 10.1093/rfs/hhw062

By:

Bird, Andrew;
Karolyi, Stephen A.

Publication type:

Article

Short-Term Investors, Long-Term Investments, and Firm Value: Evidence from Russell 2000 Index Inclusions.

Published in:

Management Science, 2020, v. 66, n. 10, p. 4535, doi. 10.1287/mnsc.2019.3361

By:

Cremers, Martijn;
Pareek, Ankur;
Sautner, Zacharias

Publication type:

Article

Index Membership and Small Firm Financing.

Published in:

Management Science, 2019, v. 65, n. 9, p. 4156, doi. 10.1287/mnsc.2017.2975

By:

Cao, Charles;
Gustafson, Matthew;
Velthuis, Raisa

Publication type:

Article