Zobrazeno 1 - 10
of 53
pro vyhledávání: '"Adrian Fernandez-Perez"'
Publikováno v:
Applied Finance Letters, Vol 4, Iss 1 & 2 (2015)
The question of association as opposed to causation is an important issue in many scientific fields, including finance. Much of the empirical research in finance deals with the question of causality or stated differently what came first: the chicken
Externí odkaz:
https://doaj.org/article/bdf37137f063406681aa5d42a16f9694
Publikováno v:
SSRN Electronic Journal.
Publikováno v:
Journal of Financial Economics
Journal of Financial Economics, Elsevier, 2021, ⟨10.1016/j.jfineco.2021.08.014⟩
Journal of Financial Economics, Elsevier, 2021, ⟨10.1016/j.jfineco.2021.08.014⟩
This paper introduces a real-time, continuous measure of national sentiment that is language-free and thus comparable globally: the positivity of songs that individuals choose to listen to. This is a direct measure of mood that does not pre-specify c
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::65d46c6291bdcd15524bfea4b609915a
https://lbsresearch.london.edu/id/eprint/2142/1/SSRN-id3776071.pdf
https://lbsresearch.london.edu/id/eprint/2142/1/SSRN-id3776071.pdf
Publikováno v:
Applied Economics, 52(48), 5203-5217. Taylor and Francis Ltd.
Fernandez-Perez, A, Frijns, B P M, Indriawan, I & Tse, Y 2020, ' Pairs trading of Chinese and international commodities ', Applied Economics, vol. 52, no. 48, pp. 5203-5217 . https://doi.org/10.1080/00036846.2020.1761009
Fernandez-Perez, A, Frijns, B P M, Indriawan, I & Tse, Y 2020, ' Pairs trading of Chinese and international commodities ', Applied Economics, vol. 52, no. 48, pp. 5203-5217 . https://doi.org/10.1080/00036846.2020.1761009
We investigate the profitability of a pairs trading strategy using Chinese and international commodity futures contracts covering the period January 2004 to February 2018. We use a time-series approach where the commodity pairs share a similar underl
Publikováno v:
SSRN Electronic Journal.
Publikováno v:
SSRN Electronic Journal.
Publikováno v:
SSRN Electronic Journal.
Publikováno v:
SSRN Electronic Journal.
Publikováno v:
Energy Economics
Energy Economics, Elsevier, 2021, ⟨10.1016/j.eneco.2021.105460⟩
Energy Economics, Elsevier, 2021, ⟨10.1016/j.eneco.2021.105460⟩
International audience; This paper studies the energy futures risk premia that can be extracted through long-short portfolios that exploit heterogeneities across contracts as regards various characteristics or signals and integrations thereof. Invest
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::4274664e0de4292ad9d889906369b8bb
https://hal-audencia.archives-ouvertes.fr/hal-03312959/document
https://hal-audencia.archives-ouvertes.fr/hal-03312959/document