Zobrazeno 1 - 10
of 89
pro vyhledávání: '"Ben R Marshall"'
Publikováno v:
Managerial Finance, 2016, Vol. 42, Issue 2, pp. 118-135.
Externí odkaz:
http://www.emeraldinsight.com/doi/10.1108/MF-04-2015-0096
Publikováno v:
Australian Journal of Management. 47:729-748
Bitcoin is becoming a popular financial asset and means of transacting. However, little is known about an important aspect of the bitcoin market: its liquidity. We consider whether various dimensions of liquidity evident in other asset classes are pr
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::d72081d3cc06dace9bcab299b935a38e
https://doi.org/10.1177/03128962211069615
https://doi.org/10.1177/03128962211069615
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::bbe2edc6f705f89f39a4ea31aa106a0d
https://doi.org/10.2139/ssrn.4339086
https://doi.org/10.2139/ssrn.4339086
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::6f272b2c96f8898f716fe4bb30925b9c
https://doi.org/10.2139/ssrn.4373499
https://doi.org/10.2139/ssrn.4373499
Publikováno v:
Applied Economics. 54:1584-1597
We consider the performance of stop-loss rules in international equity market allocation. Diversifying internationally gives the potential of larger returns but often involved higher risks, so it i...
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::0c52369afca726b91b65be8d1c64db2b
https://doi.org/10.1080/00036846.2021.1980201
https://doi.org/10.1080/00036846.2021.1980201
Publikováno v:
Global Finance Journal. 56:100748
We show that stop-loss rules increase the returns to investment in stocks with lottery features. These stocks, which are popular with individual investors, typically have sporadic big gains and frequent small losses. However, stop-loss rules can redu
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::955ef006e6278128895ba95437c788c1
https://doi.org/10.1016/j.gfj.2022.100748
https://doi.org/10.1016/j.gfj.2022.100748
Publikováno v:
Australian Journal of Management. 47:135-162
We show that the previously documented predictability of macroeconomic and technical variables for market returns is also evident in individual stock returns. Technical variables generate better predictability on firms with high limits to arbitrage (
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::864efcf568419422690333c99c32347f
https://doi.org/10.1177/03128962211001509
https://doi.org/10.1177/03128962211001509
Publikováno v:
International Review of Finance. 21:1334-1352
We consider the effectiveness of trailing stop-loss rules which, unlike traditional stop-loss rules, involve the sell trigger price being moved higher to protect profits as prices rise. Our results indicate that while these rules have inferior mean r
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::dd30751ac8107236f5d2ab07171df0d7
https://doi.org/10.1111/irfi.12328
https://doi.org/10.1111/irfi.12328
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::69f923de964a94cce656da42c0fffc8b
https://doi.org/10.2139/ssrn.4125985
https://doi.org/10.2139/ssrn.4125985
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::88cdb35642c9027b85107817cc9a3506
https://doi.org/10.2139/ssrn.4085728
https://doi.org/10.2139/ssrn.4085728