Zobrazeno 1 - 4
of 4
pro vyhledávání: '"Ian Khrashchevskyi"'
Publikováno v:
The European Journal of Finance. 27:1740-1764
We explore a unique dataset on individual investors’ online trading accounts to examine the determinants of their attention and its relation to portfolio performance. In particular, we investigate ...
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::fe4b5274eb84d18fe05e9603d3800434
https://doi.org/10.1080/1351847x.2021.1911823
https://doi.org/10.1080/1351847x.2021.1911823
Publikováno v:
Journal of Asset Management. 20:351-364
In this paper, we investigate the role of style investing in determining hedging and safe haven assets using gold and US Treasury bonds as hedging and safe haven assets. We expect that the hedging and safe haven effects of these assets are specific t
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::64e5f84a6af872471a9ce06af2a094f4
https://doi.org/10.1057/s41260-019-00127-3
https://doi.org/10.1057/s41260-019-00127-3
Publikováno v:
SSRN Electronic Journal.
We explore a unique dataset on individual investors’ online trading accounts to examine the determinants of their attention and its relation to portfolio performance. In particular, we investigate what individual characteristics affect investor att
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::a39d096bd1bdf7d5db5371a0c6f31cbb
https://doi.org/10.2139/ssrn.3436074
https://doi.org/10.2139/ssrn.3436074
Autor:
Ian Khrashchevskyi
Publikováno v:
SSRN Electronic Journal.
In this paper I investigate the relation between macroeconomic risk and higher-moment risk premia. I use existing methodology on higher-moment swaps and estimate the excess returns for variance and ...
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::cee5fc535dc68eaf6a1d9e1d55e1057d
https://doi.org/10.2139/ssrn.3465468
https://doi.org/10.2139/ssrn.3465468