Pub Date : 2020-05-19DOI: 10.1007/s11408-020-00356-2
T. Herberger, M. Horn, A. Oehler
{"title":"Are intraday reversal and momentum trading strategies feasible? An analysis for German blue chip stocks","authors":"T. Herberger, M. Horn, A. Oehler","doi":"10.1007/s11408-020-00356-2","DOIUrl":"https://doi.org/10.1007/s11408-020-00356-2","url":null,"abstract":"","PeriodicalId":44895,"journal":{"name":"Financial Markets and Portfolio Management","volume":"169 1","pages":"179 - 197"},"PeriodicalIF":1.9,"publicationDate":"2020-05-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"80629924","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2020-04-15DOI: 10.1007/s11408-020-00350-8
T. Morris, Jules Comeau
{"title":"Portfolio creation using artificial neural networks and classification probabilities: a Canadian study","authors":"T. Morris, Jules Comeau","doi":"10.1007/s11408-020-00350-8","DOIUrl":"https://doi.org/10.1007/s11408-020-00350-8","url":null,"abstract":"","PeriodicalId":44895,"journal":{"name":"Financial Markets and Portfolio Management","volume":"5 1","pages":"133 - 163"},"PeriodicalIF":1.9,"publicationDate":"2020-04-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"82334108","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2020-03-06DOI: 10.1007/s11408-020-00351-7
M. De Oliveira
{"title":"Claudia Zeisberger, Michael Prahls and Bowen White: Mastering Private Equity: transformation via venture capital, minority investments and buyouts","authors":"M. De Oliveira","doi":"10.1007/s11408-020-00351-7","DOIUrl":"https://doi.org/10.1007/s11408-020-00351-7","url":null,"abstract":"","PeriodicalId":44895,"journal":{"name":"Financial Markets and Portfolio Management","volume":"36 1","pages":"215 - 217"},"PeriodicalIF":1.9,"publicationDate":"2020-03-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"84418717","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2020-02-28DOI: 10.1007/s11408-020-00349-1
Luca J. Liebi
{"title":"The effect of ETFs on financial markets: a literature review","authors":"Luca J. Liebi","doi":"10.1007/s11408-020-00349-1","DOIUrl":"https://doi.org/10.1007/s11408-020-00349-1","url":null,"abstract":"","PeriodicalId":44895,"journal":{"name":"Financial Markets and Portfolio Management","volume":"6 1","pages":"165 - 178"},"PeriodicalIF":1.9,"publicationDate":"2020-02-28","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"72943499","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2020-02-22DOI: 10.1007/s11408-020-00344-6
Patrick Hable, Patrick Launhardt
{"title":"Aggregate insider trading and the prediction of corporate credit spread changes","authors":"Patrick Hable, Patrick Launhardt","doi":"10.1007/s11408-020-00344-6","DOIUrl":"https://doi.org/10.1007/s11408-020-00344-6","url":null,"abstract":"","PeriodicalId":44895,"journal":{"name":"Financial Markets and Portfolio Management","volume":"64 1","pages":"1 - 31"},"PeriodicalIF":1.9,"publicationDate":"2020-02-22","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"73760224","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2020-02-20DOI: 10.1007/s11408-020-00345-5
Y. Chung, S. T. Kim, K. Kutsuna, Richard L. Smith
{"title":"Which firms benefit from market making?","authors":"Y. Chung, S. T. Kim, K. Kutsuna, Richard L. Smith","doi":"10.1007/s11408-020-00345-5","DOIUrl":"https://doi.org/10.1007/s11408-020-00345-5","url":null,"abstract":"","PeriodicalId":44895,"journal":{"name":"Financial Markets and Portfolio Management","volume":"250 1","pages":"33 - 63"},"PeriodicalIF":1.9,"publicationDate":"2020-02-20","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"83627730","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2020-01-29DOI: 10.1007/s11408-019-00342-3
Ariel M. Viale, Antoine Giannetti, Luis García‐Feijóo
{"title":"The stock market’s reaction to macroeconomic news under ambiguity","authors":"Ariel M. Viale, Antoine Giannetti, Luis García‐Feijóo","doi":"10.1007/s11408-019-00342-3","DOIUrl":"https://doi.org/10.1007/s11408-019-00342-3","url":null,"abstract":"","PeriodicalId":44895,"journal":{"name":"Financial Markets and Portfolio Management","volume":"1 1","pages":"65 - 97"},"PeriodicalIF":1.9,"publicationDate":"2020-01-29","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"73072220","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2020-01-13DOI: 10.1007/s11408-019-00343-2
Stig Helberg, Snorre Lindset
{"title":"Collateral affects return risk: evidence from the euro bond market","authors":"Stig Helberg, Snorre Lindset","doi":"10.1007/s11408-019-00343-2","DOIUrl":"https://doi.org/10.1007/s11408-019-00343-2","url":null,"abstract":"","PeriodicalId":44895,"journal":{"name":"Financial Markets and Portfolio Management","volume":"71 1 1","pages":"99 - 128"},"PeriodicalIF":1.9,"publicationDate":"2020-01-13","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"77456452","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
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