Works matching DE "RUSSELL 2000 Index"
Results: 22
Sparse index tracking using sequential Monte Carlo.
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- Quantitative Finance, 2022, v. 22, n. 9, p. 1579, doi. 10.1080/14697688.2022.2057353
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A multiobjective optimization approach for threshold determination in extreme value analysis for financial time series.
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- Computational Management Science, 2023, v. 21, n. 1, p. 1, doi. 10.1007/s10287-023-00488-6
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Prediction of the Change Points in Stock Markets Using DAE-LSTM.
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- Sustainability (2071-1050), 2021, v. 13, n. 21, p. 11822, doi. 10.3390/su132111822
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Stocks Opening Price Gaps and Adjustments to New Information.
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- Computational Economics, 2024, v. 63, n. 2, p. 877, doi. 10.1007/s10614-023-10363-w
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Estimation of Expected Shortfall Using Quantile Regression: A Comparison Study.
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- Computational Economics, 2022, v. 60, n. 2, p. 725, doi. 10.1007/s10614-021-10164-z
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Economic News, Social Media Sentiments, and Stock Returns: Which Is a Bigger Driver?
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- Journal of Risk & Financial Management, 2025, v. 18, n. 1, p. 16, doi. 10.3390/jrfm18010016
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Equity Market Pricing and Central Bank Interventions: A Panel Data Approach.
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- Journal of Risk & Financial Management, 2024, v. 17, n. 10, p. 440, doi. 10.3390/jrfm17100440
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- Article
Say anything you want about me if you spell my name right: the effect of Internet searches on financial market.
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- Central European Journal of Operations Research, 2021, v. 29, n. 2, p. 633, doi. 10.1007/s10100-019-00665-6
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High-Dimensional Portfolio Selection with Cardinality Constraints.
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- Journal of the American Statistical Association, 2023, v. 118, n. 542, p. 779, doi. 10.1080/01621459.2022.2133718
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Do Institutional Investors Demand Public Disclosure?
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- Review of Financial Studies, 2016, v. 29, n. 12, p. 3245, doi. 10.1093/rfs/hhw062
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Regression Discontinuity and the Price Effects of Stock Market Indexing.
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- Review of Financial Studies, 2015, v. 28, n. 1, p. 212, doi. 10.1093/rfs/hhu041
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401(k) Plan Asset Allocation, Account Balances, and Loan Activity in 2019.
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- EBRI Issue Brief, 2022, n. 557, p. 1
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What Does Consistent Participation in 401(k) Plans Generate? Changes in 401(k) Plan Account Balances, 2010-2018.
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- EBRI Issue Brief, 2020, n. 514, p. 1
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- Article
Does Governance Travel Across Industries? A Mutual Fund Episode.
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- Journal of Management & Business Research (2521-4306), 2020, v. 37, n. 2, p. 169, doi. 10.6504/JMBR.202006_37(2).0003
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Risk and Policy Uncertainty on Stock–Bond Return Correlations: Evidence from the US Markets.
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- Risks, 2020, v. 8, n. 2, p. 58, doi. 10.3390/risks8020058
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The more we know, the less we agree: A test of the trading horizon heterogeneity theory.
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- Financial Review, 2022, v. 57, n. 1, p. 45, doi. 10.1111/fire.12282
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- Article
Short-Term Investors, Long-Term Investments, and Firm Value: Evidence from Russell 2000 Index Inclusions.
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- Management Science, 2020, v. 66, n. 10, p. 4535, doi. 10.1287/mnsc.2019.3361
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Index Membership and Small Firm Financing.
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- Management Science, 2019, v. 65, n. 9, p. 4156, doi. 10.1287/mnsc.2017.2975
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- Article
On regime-switching European option pricing.
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- Cogent Economics & Finance, 2023, v. 11, n. 1, p. 1, doi. 10.1080/23322039.2023.2203439
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Contagion and Interdependencies: A Dynamic Connectedness approach among Implied Volatilities.
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- Cogent Economics & Finance, 2022, v. 10, n. 1, p. 1, doi. 10.1080/23322039.2022.2148366
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- Article
Investor Taxes and Option Prices.
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- Journal of the American Taxation Association, 2022, v. 44, n. 2, p. 77, doi. 10.2308/JATA-2020-003
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- Article
Should Financial Planners Ever Be Passive on Value or Growth?
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- Journal of Financial Planning, 2024, v. 37, n. 1, p. 86
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- Article