بررسی رفتار تودهوار و عدم تقارن آن در دوره حباب بورس اوراق بهادار تهران
- Published in:
- Financial Management Perspective / Chashm/&āz-i Mudīriyyat-i Mālī, 2024, v. 14, n. 47, p. 9, doi. 10.48308/jfmp.2024.105023
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- Article
Works matching DE "BULL markets"
Results: 378
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Market States and Initial Returns: Evidence from Taiwanese IPOs.
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- Emerging Markets Finance & Trade, 2011, v. 47, n. 2, p. 6, doi. 10.2753/REE1540-496X470201
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- Article
3
Hedge Fund Strategies and Time-Varying Alphas and Betas.
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- Journal of Wealth Management, 2017, v. 19, n. 4, p. 44, doi. 10.3905/jwm.2017.19.4.044
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- Article
4
Tactical Equity Investing Across Bull and Bear Markets.
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- Journal of Wealth Management, 2012, v. 14, n. 4, p. 61, doi. 10.3905/jwm.2012.14.4.061
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- Article
5
Small Cap and Value Investing Offer both High Returns and a Hedge.
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- Journal of Wealth Management, 2007, v. 9, n. 4, p. 44, doi. 10.3905/jwm.2007.674806
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- Article
6
Alpha, Beta and Commodities: Can a Commodities Investment Be Both a High Risk-Adjusted Return Source, and a Portfolio Hedge?
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- Journal of Wealth Management, 2006, v. 9, n. 2, p. 63, doi. 10.3905/jwm.2006.644220
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- Article
7
Equity return volatility in Africa's stock markets: A dynamic panel approach.
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- Cogent Economics & Finance, 2023, v. 11, n. 2, p. 1, doi. 10.1080/23322039.2023.2258704
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- Article
8
Six-factor plus intellectual capital in the capital asset pricing model and excess stock return: Empirical evidence in emerging stock markets.
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- Cogent Economics & Finance, 2023, v. 11, n. 2, p. 1, doi. 10.1080/23322039.2023.2252652
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- Article
9
Modelling asymmetric sovereign bond yield volatility with univariate GARCH models: Evidence from India.
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- Cogent Economics & Finance, 2023, v. 11, n. 1, p. 1, doi. 10.1080/23322039.2023.2189589
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- Article
10
MAX, lottery-type stocks, and the cross-section of stock returns: Evidence from the Chinese stock market.
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- Cogent Economics & Finance, 2023, v. 11, n. 1, p. 1, doi. 10.1080/23322039.2023.2175471
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- Article
11
Herd behavior in the Bangladeshi banking sector.
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- Cogent Economics & Finance, 2022, v. 10, n. 1, p. 1, doi. 10.1080/23322039.2022.2139885
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- Article
12
Do cryptocurrencies and crude oil influence each other? Evidence from wavelet-based quantile-in-quantile approach.
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- Cogent Economics & Finance, 2022, v. 10, n. 1, p. 1, doi. 10.1080/23322039.2022.2082027
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- Article
13
Are financial market states recurrent and persistent?
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- Cogent Economics & Finance, 2019, v. 7, n. 1, p. 1, doi. 10.1080/23322039.2019.1622171
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- Article
14
Modeling international stock market contagion using multivariate fractionally integrated APARCH approach.
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- Cogent Economics & Finance, 2014, v. 2, n. 1, p. N.PAG, doi. 10.1080/23322039.2014.963632
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- Article
15
IFRS adoption, stock price synchronicity and firm-specific information in Indonesia stock market.
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- Cogent Business & Management, 2023, v. 10, n. 1, p. 1, doi. 10.1080/23311975.2023.2170520
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- Article
16
Deterministic modelling of implied volatility in cryptocurrency options with underlying multiple resolution momentum indicator and non-linear machine learning regression algorithm.
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- Financial Innovation, 2024, v. 10, n. 1, p. 1, doi. 10.1186/s40854-024-00631-5
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- Article
17
Asymmetric interactions among cutting-edge technologies and pioneering conventional and Islamic cryptocurrencies: fresh evidence from intra-day-based good and bad volatilities.
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- Financial Innovation, 2024, v. 10, n. 1, p. 1, doi. 10.1186/s40854-024-00623-5
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- Article
18
Forecasting relative returns for S&P 500 stocks using machine learning.
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- Financial Innovation, 2024, v. 10, p. 1, doi. 10.1186/s40854-024-00644-0
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- Article
19
Extreme connectedness between cryptocurrencies and non-fungible tokens: portfolio implications.
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- Financial Innovation, 2024, v. 10, n. 1, p. 1, doi. 10.1186/s40854-023-00586-z
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- Article
20
An interval constraint-based trading strategy with social sentiment for the stock market.
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- Financial Innovation, 2024, v. 10, p. 1, doi. 10.1186/s40854-023-00567-2
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- Article
21
Salience theory value spillovers between China's systemically important banks: evidence from quantile connectedness.
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- Financial Innovation, 2024, v. 10, n. 1, p. 1, doi. 10.1186/s40854-023-00582-3
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- Article
22
Carbon emission trading system and stock price crash risk of heavily polluting listed companies in China: based on analyst coverage mechanism.
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- Financial Innovation, 2023, v. 9, n. 1, p. 1, doi. 10.1186/s40854-023-00475-5
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- Article
23
Extreme dependencies and spillovers between gold and stock markets: evidence from MENA countries.
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- Financial Innovation, 2023, v. 9, n. 1, p. 1, doi. 10.1186/s40854-023-00451-z
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- Article
24
DeepPricing: pricing convertible bonds based on financial time-series generative adversarial networks.
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- Financial Innovation, 2022, v. 8, n. 1, p. 1, doi. 10.1186/s40854-022-00369-y
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- Article
25
Volatility Connectedness of Chinese Financial Institutions: Evidence from a Frequency Dynamics Perspective.
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- Systems, 2023, v. 11, n. 10, p. 502, doi. 10.3390/systems11100502
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- Article
26
THE UPS AND DOWNS OF THE S&P 500: 1926 -- 2013.
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- Journal of Business & Behavioral Sciences, 2014, v. 26, n. 3, p. 54
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- Article
27
An Examination of Risk-Return Relationship in Bull and Bear Markets Using Time-Varying Betas.
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- Journal of Financial & Quantitative Analysis, 1982, v. 17, n. 2, p. 265, doi. 10.2307/2330850
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28
AN ANALYSIS OF RISK IN BULL AND BEAR MARKETS.
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- Journal of Financial & Quantitative Analysis, 1979, v. 14, n. 5, p. 1015, doi. 10.2307/2330303
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29
STOCK PRICE MOVEMENT ASSOCIATED WITH TEMPORARY TRADING SUSPENSIONS: BEAR MARKET VERSUS BULL MARKET.
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- 1976
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- Conference Paper/Materials
30
OGRANICZENIA WZROSTU EMISJI OBLIGACJI KORPORACYJNYCH NA OBSZARZE EUROLANDU.
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- Research Papers of the Wroclaw University of Economics / Prace Naukowe Uniwersytetu Ekonomicznego we Wroclawiu, 2012, n. 269, p. 59
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31
ANOMALIE CZASOWE JAKO PRZEJAW NIEEFEKTYWNOŚCI RYNKU KAPITAŁOWEGO W POLSCE.
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- Financial Sciences / Nauki o Finansach, 2011, v. 4, n. 9, p. 36
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32
Redefining Bull and Bear Markets.
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- Financial Analysts Journal, 1980, v. 36, n. 6, p. 76, doi. 10.2469/faj.v36.n6.76
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33
Selecting Bonds for Capital Gains.
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- Financial Analysts Journal, 1971, v. 27, n. 2, p. 74, doi. 10.2469/faj.v27.n2.74
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34
Some Methods for Measuring Performance Of a Pension Fund.
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- Financial Analysts Journal, 1965, v. 21, n. 6, p. 105
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35
The Evolution of Knowledge Clusters: Progress and Policy.
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- Economic Development Quarterly, 2008, v. 22, n. 4, p. 277, doi. 10.1177/0891242408323196
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- Article
36
Opinion divergence, investor sentiment, and stock liquidity: Evidence from social media.
- Published in:
- Investment Analysts Journal, 2025, v. 54, n. 2, p. 167, doi. 10.1080/10293523.2024.2398338
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- Article
37
The low-volatility effect in African frontier equity markets.
- Published in:
- Investment Analysts Journal, 2024, v. 53, n. 3, p. 189, doi. 10.1080/10293523.2024.2361986
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- Article
38
Price discovery or overreaction? A study on the reaction of Asia Pacific country ETFs to the US stock market.
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- Investment Analysts Journal, 2023, v. 52, n. 4, p. 349, doi. 10.1080/10293523.2023.2208904
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- Article
39
Leveraging defence into offence: enhancing absolute and risk-adjusted equity returns with tail risk management overlays.
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- Investment Analysts Journal, 2023, v. 52, n. 3, p. 246, doi. 10.1080/10293523.2023.2245243
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- Article
40
Examining swap butterfly risk premia in South Africa.
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- Investment Analysts Journal, 2023, v. 52, n. 3, p. 220, doi. 10.1080/10293523.2023.2240563
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- Article
41
The effects of economic policy uncertainty on the US REITs ETFs: A quantile analysis.
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- Investment Analysts Journal, 2022, v. 51, n. 1, p. 67, doi. 10.1080/10293523.2022.2076372
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- Article
42
Statistical arbitrage on the JSE based on partial co-integration.
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- Investment Analysts Journal, 2021, v. 50, n. 2, p. 110, doi. 10.1080/10293523.2021.1886723
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- Article
43
A Rebalancing of Financial Valuations and Expectations Moving Forward in the Telehealth Sector as the United States Moves Toward a Post-COVID-19 Reality.
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- Journal of Medical Internet Research, 2023, v. 25, n. 1, p. 1, doi. 10.2196/35857
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- Article
44
How herding led to a speculative bubble during a period of severely negative macro fundamentals: the case of Istanbul stock market.
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- Eurasian Economic Review, 2024, v. 14, n. 2, p. 361, doi. 10.1007/s40822-024-00267-x
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- Article
45
The relationship between trend and volume on the bitcoin market.
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- Eurasian Economic Review, 2021, v. 11, n. 1, p. 25, doi. 10.1007/s40822-021-00166-5
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- Article
46
The Dow Theory.
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- Aweshkar Research Journal, 2012, v. 13, n. 1, p. 77
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- Article
47
Examination of the impacts of the immediate interest rate of the United States and the VIX on the Dow Jones Islamic Market Index.
- Published in:
- Bulletin of Economic Research, 2023, v. 75, n. 4, p. 1157, doi. 10.1111/boer.12399
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- Article
48
Beyond the efficient markets hypothesis: Towards a new paradigm.
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- Bulletin of Economic Research, 2020, v. 72, n. 3, p. 333, doi. 10.1111/boer.12225
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- Article
49
Non-zero-sum reinsurance and investment game with non-trivial curved strategy structure under Ornstein–Uhlenbeck process.
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- Scandinavian Actuarial Journal, 2023, v. 2023, n. 6, p. 565, doi. 10.1080/03461238.2022.2139631
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- Article
50
Crypto-currency bubbles: an application of the Phillips–Shi–Yu (2013) methodology on Mt. Gox bitcoin prices.
- Published in:
- Applied Economics, 2015, v. 47, n. 23, p. 2348, doi. 10.1080/00036846.2015.1005827
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- Article