Pub Date : 2020-07-02DOI: 10.1007/s11408-020-00355-3
Muneer Shaik, S. Maheswaran
{"title":"A new unbiased additive robust volatility estimation using extreme values of asset prices","authors":"Muneer Shaik, S. Maheswaran","doi":"10.1007/s11408-020-00355-3","DOIUrl":"https://doi.org/10.1007/s11408-020-00355-3","url":null,"abstract":"","PeriodicalId":44895,"journal":{"name":"Financial Markets and Portfolio Management","volume":"1 1","pages":"313 - 347"},"PeriodicalIF":1.9,"publicationDate":"2020-07-02","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"75997173","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 : 2020-07-01DOI: 10.1007/s11408-021-00398-0
Thomas Paul, T. Walther, André Küster-Simic
{"title":"Empirical analysis of the illiquidity premia of German real estate securities","authors":"Thomas Paul, T. Walther, André Küster-Simic","doi":"10.1007/s11408-021-00398-0","DOIUrl":"https://doi.org/10.1007/s11408-021-00398-0","url":null,"abstract":"","PeriodicalId":44895,"journal":{"name":"Financial Markets and Portfolio Management","volume":"3 1","pages":"203 - 260"},"PeriodicalIF":1.9,"publicationDate":"2020-07-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"89777080","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 : 2020-06-09DOI: 10.1007/s11408-020-00358-0
Solène Collot, Tobias Hemauer
{"title":"A literature review of new methods in empirical asset pricing: omitted-variable and errors-in-variable bias","authors":"Solène Collot, Tobias Hemauer","doi":"10.1007/s11408-020-00358-0","DOIUrl":"https://doi.org/10.1007/s11408-020-00358-0","url":null,"abstract":"","PeriodicalId":44895,"journal":{"name":"Financial Markets and Portfolio Management","volume":"32 1","pages":"77 - 100"},"PeriodicalIF":1.9,"publicationDate":"2020-06-09","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"82617286","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 : 2020-06-05DOI: 10.1007/s11408-020-00362-4
Matthias Weber
{"title":"Emmanuel Saez and Gabriel Zucman: The Triumph of Injustice: How the Rich Dodge Taxes and How to Make Them Pay","authors":"Matthias Weber","doi":"10.1007/s11408-020-00362-4","DOIUrl":"https://doi.org/10.1007/s11408-020-00362-4","url":null,"abstract":"","PeriodicalId":44895,"journal":{"name":"Financial Markets and Portfolio Management","volume":"112 12 1","pages":"349 - 352"},"PeriodicalIF":1.9,"publicationDate":"2020-06-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"72693386","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 : 2020-06-04DOI: 10.1007/s11408-020-00352-6
G. Koumou
{"title":"Diversification and portfolio theory: a review","authors":"G. Koumou","doi":"10.1007/s11408-020-00352-6","DOIUrl":"https://doi.org/10.1007/s11408-020-00352-6","url":null,"abstract":"","PeriodicalId":44895,"journal":{"name":"Financial Markets and Portfolio Management","volume":"37 1","pages":"267 - 312"},"PeriodicalIF":1.9,"publicationDate":"2020-06-04","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"75456869","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 : 2020-06-01DOI: 10.1007/s11408-020-00359-z
Markus Schmid
{"title":"FMPM Best Paper Award 2019","authors":"Markus Schmid","doi":"10.1007/s11408-020-00359-z","DOIUrl":"https://doi.org/10.1007/s11408-020-00359-z","url":null,"abstract":"","PeriodicalId":44895,"journal":{"name":"Financial Markets and Portfolio Management","volume":"23 1","pages":"219 - 220"},"PeriodicalIF":1.9,"publicationDate":"2020-06-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"83211550","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 : 2020-05-28DOI: 10.1007/s11408-020-00354-4
Arnaud Gougler, Sebastian Utz
{"title":"Factor exposures and diversification: Are sustainably screened portfolios any different?","authors":"Arnaud Gougler, Sebastian Utz","doi":"10.1007/s11408-020-00354-4","DOIUrl":"https://doi.org/10.1007/s11408-020-00354-4","url":null,"abstract":"","PeriodicalId":44895,"journal":{"name":"Financial Markets and Portfolio Management","volume":"27 3 1","pages":"221 - 249"},"PeriodicalIF":1.9,"publicationDate":"2020-05-28","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"78877803","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 : 2020-05-27DOI: 10.1007/s11408-020-00357-1
G. Caporale, A. Plastun
{"title":"Momentum effects in the cryptocurrency market after one-day abnormal returns","authors":"G. Caporale, A. Plastun","doi":"10.1007/s11408-020-00357-1","DOIUrl":"https://doi.org/10.1007/s11408-020-00357-1","url":null,"abstract":"","PeriodicalId":44895,"journal":{"name":"Financial Markets and Portfolio Management","volume":"44 1","pages":"251 - 266"},"PeriodicalIF":1.9,"publicationDate":"2020-05-27","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"85128412","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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