Ausgabe 4/2017
Inhalt (11 Artikel)
Improving (E)GARCH forecasts with robust realized range measures: Evidence from international markets
Beatriz Vaz de Melo Mendes, Victor Bello Accioly
The role of HFTs in order flow toxicity and stock price variance, and predicting changes in HFTs’ liquidity provisions
Bonnie F. Van Ness, Robert A. Van Ness, Serhat Yildiz
Investing strategies as continuous rising (falling) share prices released
Manhwa Wu, Paoyu Huang, Yensen Ni
The effect of gold market speculation on REIT returns in South Africa: a behavioral perspective
Omokolade Akinsomi, Mehmet Balcilar, Rıza Demirer, Rangan Gupta
Deposit dollarization in emerging markets: modelling the hysteresis effect
Anna Krupkina, Alexey Ponomarenko