Working Paper |
File Downloads |
Abstract Views |
Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
A rising e-channel tide lifts all boats? The impact of manufacturer multi-channel encroachment on traditional selling and leasing |
0 |
0 |
0 |
19 |
0 |
0 |
1 |
67 |
Bayesian Value-at-Risk Backtesting: The Case of Annuity Pricing |
0 |
0 |
2 |
14 |
0 |
0 |
2 |
23 |
Can Investor Sentiment Be a Momentum Time-Series Predictor? Evidence from China |
0 |
0 |
0 |
21 |
4 |
4 |
4 |
86 |
Eurozone network connectedness during calm and crisis: evidence from the MTS platform for interdealer trading of European sovereign debt |
0 |
0 |
0 |
23 |
0 |
0 |
0 |
37 |
Heterogeneity, Profitability and Autocorrelations |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
209 |
Heterogeneity, Profitability and Autocorrelations |
0 |
0 |
0 |
141 |
0 |
0 |
1 |
360 |
How Did Order-Flow Impact Bond Prices During the European Sovereign Debt Crisis? |
0 |
0 |
0 |
12 |
0 |
0 |
1 |
24 |
Identifying structural breaks in stochastic mortality models |
0 |
0 |
0 |
26 |
0 |
0 |
0 |
55 |
Intraday Time-series Momentum: Evidence from China |
0 |
2 |
3 |
37 |
0 |
3 |
11 |
138 |
Long Memory, Heterogeneity and Trend Chasing |
0 |
0 |
0 |
178 |
0 |
0 |
0 |
497 |
Long Memory, Heterogeneity, and Trend Chasing |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
193 |
Long memory in financial markets: A heterogeneous agent model perspective |
0 |
0 |
1 |
20 |
0 |
1 |
2 |
47 |
Modelling mortality: Are we heading in the right direction? |
0 |
0 |
0 |
74 |
0 |
1 |
1 |
57 |
Models of Mortality rates - analysing the residuals |
0 |
0 |
0 |
75 |
0 |
0 |
0 |
60 |
Momentum and the Cross-Section of Stock Volatility |
0 |
1 |
1 |
1 |
0 |
2 |
3 |
3 |
On microscopic simulation models of financial markets |
0 |
0 |
0 |
4 |
0 |
0 |
1 |
25 |
Optimal Time Series Momentum |
0 |
1 |
2 |
206 |
0 |
3 |
5 |
410 |
Overnight Momentum, Informational Shocks, and Late-Informed Trading in China |
0 |
0 |
0 |
13 |
0 |
2 |
6 |
54 |
Price Discovery in the Chinese Gold Market |
0 |
0 |
1 |
73 |
0 |
2 |
6 |
97 |
Price Discovery in the Dual-Platform US Treasury Market |
0 |
0 |
0 |
41 |
0 |
1 |
1 |
130 |
Risk adjusted momentum strategies: a comparison between constant and dynamic volatility scaling approaches |
0 |
2 |
4 |
59 |
0 |
4 |
26 |
295 |
Short-run disequilibrium adjustment and long-run equilibrium in the international stock markets: A network-based approach |
0 |
0 |
0 |
8 |
0 |
0 |
3 |
30 |
Testing of a Market Fraction Model and Power-Law Behaviour in the Dax 30 |
0 |
0 |
0 |
17 |
0 |
0 |
1 |
85 |
The Adaptiveness in Stock Markets: Testing the Stylized Facts in the Dax 30 |
0 |
1 |
1 |
30 |
0 |
1 |
3 |
130 |
The Econometric Analysis of Microscopic Simulation Models |
0 |
1 |
1 |
170 |
0 |
1 |
1 |
481 |
The Econometric Analysis of Microscopic Simulation Models |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
6 |
The Econometric Analysis of Microscopic Simulation Models |
0 |
0 |
0 |
7 |
0 |
1 |
6 |
56 |
The Forward Premium Bias, Carry Trade Return and the Risks of Volatility and Liquidity |
0 |
0 |
0 |
42 |
0 |
0 |
33 |
156 |
The Non- and Semiparametric Analysis of MS Models: Some Applications |
0 |
0 |
0 |
2 |
0 |
0 |
0 |
63 |
The Non- and Semiparametric Analysis of MS Models: Some Applications |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
The Role of Hedge Funds in the Asset Pricing: Evidence from China |
0 |
0 |
0 |
18 |
0 |
0 |
6 |
48 |
US Dollar Carry Trades in the Era of “Cheap Money” |
0 |
0 |
0 |
14 |
0 |
0 |
2 |
41 |
Total Working Papers |
0 |
8 |
16 |
1,345 |
4 |
26 |
127 |
3,965 |