Zobrazeno 1 - 5
of 5
pro vyhledávání: '"Panagiotis E. Kyziropoulos"'
Autor:
Christos K. Filelis - Papadopoulos, Panagiotis E. Kyziropoulos, John P. Morrison, Philip O‘Reilly
Publikováno v:
Mathematics and Computers in Simulation. 197:358-376
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::19f3f4ca99180915153dc826f1903824
https://doi.org/10.1016/j.matcom.2022.02.020
https://doi.org/10.1016/j.matcom.2022.02.020
Recent academic and practitioner attention has focused on currency momentum. In this paper we replicate technical trading rules to assess their relationship with momentum. We find the effectiveness of technical trading rules falls significantly over
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______2659::d9020620e37f155a177c60c2ef2033a2
https://zenodo.org/record/7326524
https://zenodo.org/record/7326524
Publikováno v:
Hutchinson, M C, Kyziropoulos, P E, O'Brien, J, O'Reilly, P & Sharma, T 2022, ' Are carry, momentum and value still there in currencies? ', International Review of Financial Analysis, vol. 83, 102245 . https://doi.org/10.1016/j.irfa.2022.102245
We show that carry, momentum and value predictability in currencies is associated with mispricing. Specifically, investment performance disappears subsequent to published evidence showing portfolio returns are not fully explained by risk. Replicating
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::887817f7492e90261d94a32740a0d0ee
https://pure.qub.ac.uk/en/publications/a0e1a06a-0606-472b-aedb-1d50f835054b
https://pure.qub.ac.uk/en/publications/a0e1a06a-0606-472b-aedb-1d50f835054b
Publikováno v:
Research in International Business and Finance. 63:101779
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::d401836c94c7ff523bac0e86d29ffd51
https://doi.org/10.1016/j.ribaf.2022.101779
https://doi.org/10.1016/j.ribaf.2022.101779
Autor:
Christos K. Filelis-Papadopoulos, Philip O’ Reilly, Panagiotis E. Kyziropoulos, John P. Morrison
Publikováno v:
Computational Science – ICCS 2021 ISBN: 9783030779696
ICCS (4)
ICCS (4)
Time series modelling and forecasting techniques have a wide spectrum of applications in several fields including economics, finance, engineering and computer science. Most available modelling and forecasting techniques are applicable to a specific u
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::3515d08c414f9dbf2618df83a0b8e3fe
https://doi.org/10.1007/978-3-030-77970-2_18
https://doi.org/10.1007/978-3-030-77970-2_18