| 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 |
1 |
3 |
6 |
64 |
| Bayesian Value-at-Risk Backtesting: The Case of Annuity Pricing |
0 |
0 |
0 |
12 |
1 |
1 |
6 |
20 |
| Can Investor Sentiment Be a Momentum Time-Series Predictor? Evidence from China |
0 |
1 |
3 |
21 |
0 |
3 |
11 |
80 |
| 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 |
3 |
37 |
| Heterogeneity, Profitability and Autocorrelations |
0 |
0 |
0 |
141 |
0 |
0 |
1 |
359 |
| Heterogeneity, Profitability and Autocorrelations |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
209 |
| How Did Order-Flow Impact Bond Prices During the European Sovereign Debt Crisis? |
0 |
0 |
0 |
12 |
0 |
0 |
2 |
23 |
| Identifying structural breaks in stochastic mortality models |
0 |
0 |
0 |
26 |
0 |
0 |
3 |
54 |
| Intraday Time-series Momentum: Evidence from China |
0 |
0 |
2 |
33 |
0 |
1 |
18 |
125 |
| Long Memory, Heterogeneity and Trend Chasing |
0 |
0 |
0 |
178 |
0 |
0 |
8 |
497 |
| Long Memory, Heterogeneity, and Trend Chasing |
0 |
0 |
0 |
0 |
0 |
0 |
4 |
193 |
| Long memory in financial markets: A heterogeneous agent model perspective |
0 |
0 |
0 |
19 |
1 |
1 |
2 |
45 |
| Modelling mortality: Are we heading in the right direction? |
0 |
0 |
0 |
74 |
0 |
0 |
2 |
56 |
| Models of Mortality rates - analysing the residuals |
0 |
0 |
0 |
75 |
1 |
2 |
2 |
60 |
| On microscopic simulation models of financial markets |
0 |
0 |
1 |
4 |
0 |
0 |
2 |
23 |
| Optimal Time Series Momentum |
1 |
1 |
2 |
204 |
2 |
3 |
9 |
403 |
| Overnight Momentum, Informational Shocks, and Late-Informed Trading in China |
0 |
0 |
2 |
13 |
0 |
0 |
15 |
46 |
| Price Discovery in the Chinese Gold Market |
0 |
0 |
3 |
72 |
0 |
0 |
5 |
90 |
| Price Discovery in the Dual-Platform US Treasury Market |
0 |
0 |
0 |
41 |
0 |
3 |
10 |
128 |
| Risk adjusted momentum strategies: a comparison between constant and dynamic volatility scaling approaches |
1 |
2 |
10 |
54 |
7 |
12 |
45 |
264 |
| Short-run disequilibrium adjustment and long-run equilibrium in the international stock markets: A network-based approach |
1 |
2 |
3 |
8 |
2 |
3 |
6 |
24 |
| Testing of a Market Fraction Model and Power-Law Behaviour in the Dax 30 |
0 |
0 |
1 |
17 |
0 |
0 |
6 |
84 |
| The Adaptiveness in Stock Markets: Testing the Stylized Facts in the Dax 30 |
0 |
1 |
3 |
29 |
0 |
1 |
8 |
127 |
| The Econometric Analysis of Microscopic Simulation Models |
0 |
0 |
0 |
7 |
0 |
1 |
8 |
48 |
| The Econometric Analysis of Microscopic Simulation Models |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
6 |
| The Econometric Analysis of Microscopic Simulation Models |
0 |
0 |
0 |
169 |
0 |
1 |
1 |
479 |
| The Forward Premium Bias, Carry Trade Return and the Risks of Volatility and Liquidity |
0 |
0 |
0 |
42 |
6 |
8 |
32 |
117 |
| The Non- and Semiparametric Analysis of MS Models: Some Applications |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
| The Non- and Semiparametric Analysis of MS Models: Some Applications |
0 |
0 |
0 |
2 |
0 |
0 |
1 |
63 |
| The Role of Hedge Funds in the Asset Pricing: Evidence from China |
0 |
0 |
4 |
16 |
1 |
3 |
15 |
37 |
| US Dollar Carry Trades in the Era of “Cheap Money” |
0 |
0 |
0 |
14 |
0 |
0 |
1 |
39 |
| Total Working Papers |
3 |
7 |
34 |
1,325 |
22 |
47 |
236 |
3,801 |
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