Zobrazeno 1 - 10
of 25
pro vyhledávání: '"Sebastian Heiden"'
Publikováno v:
Finance Research Letters. 28:61-67
During the last decades, many empirical studies have indicated a significant influence of noneconomic factors on asset pricing. More recently, it seems to be acknowledged that international soccer match results significantly affect subsequent daily r
We test for a relation between football match results and the specific national stock index returns during the period 1990–2006 by means of an event study approach. We employ two different econometric frameworks to cross-check our results and preve
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::06ace2186dd2747a39f164ffe925c15d
https://opus.bibliothek.uni-augsburg.de/opus4/frontdoor/index/index/docId/73225
https://opus.bibliothek.uni-augsburg.de/opus4/frontdoor/index/index/docId/73225
Autor:
Sebastian Heiden, Bernhard Zwergel
This paper examines the intraday behavior of 5-min DAX futures return volatility, volume and transactions, employing data from between January 1999 and September 2011, thus covering major market up and down trends. We focus on the interplay of the ab
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::958596b4eed9e87367feb4deb256c75a
https://opus.bibliothek.uni-augsburg.de/opus4/frontdoor/index/index/docId/73227
https://opus.bibliothek.uni-augsburg.de/opus4/frontdoor/index/index/docId/73227
Employing a nonlinear multi-criteria optimization approach, sentiment-based disagreement is incorporated into portfolio optimization as additional risk factor. A multi-criteria trading strategy outperforms several benchmarks regarding various perform
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::826868046c8563ce08d04dd167e26d12
https://opus.bibliothek.uni-augsburg.de/opus4/frontdoor/index/index/docId/67622
https://opus.bibliothek.uni-augsburg.de/opus4/frontdoor/index/index/docId/67622
Using a new variable to measure investor sentiment we show that the sentiment of German and European investors matters for return volatility in local stock markets. A flexible empirical similarity (ES) approach is used to emulate the dynamics of the
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::60cc9f7a5c6510eb7656f0bee176b5c3
https://opus.bibliothek.uni-augsburg.de/opus4/frontdoor/index/index/docId/40335
https://opus.bibliothek.uni-augsburg.de/opus4/frontdoor/index/index/docId/40335
Autor:
Sebastian Heiden
Publikováno v:
WiSt - Wirtschaftswissenschaftliches Studium. 43:18-24
Publikováno v:
European Financial Management. 19:558-578
This paper examines the relation between investor sentiment and exchange rate movements. We use a unique dataset of private and institutional investors’ sentiment and discover that institutional sentiment significantly predicts returns over medium-
Autor:
Sebastian Heiden, Günter Bamberg
The model of Mehra and Prescott (1985, J. Econometrics, 22, 145-161) implies that reasonable coefficients of risk-aversion of economic agents cannot explain the equity risk premium generated by financial markets. This discrepancy is hitherto regarded
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::ed96b789cec215b6dbcc762803fd32f4
https://opus.bibliothek.uni-augsburg.de/opus4/frontdoor/index/index/docId/40474
https://opus.bibliothek.uni-augsburg.de/opus4/frontdoor/index/index/docId/40474
Publikováno v:
CrystEngComm. 14:5128
The structure of a mechanochemically synthesised cocrystal containing theophylline (TP) and benzoic acid (BA) has been determined from powder X-ray diffraction data.