Projects per year
Search results
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Active
Trade durations in the ultra-high frequency stock market
01.01.2022 → 31.12.2024
Project: Externally funded project
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Modeling the Structure and Dynamics of Energy, Commodity and Alternative Asset Prices
Witzany, J., Colak, G., Janda, K. & Ficura, M.
01.01.2022 → 31.12.2024
Project: Externally funded project
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Digging into High Frequency Data
Vozian, E. & Sarlin, P.
01.09.2017 → …
Project: Externally funded project
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New factor models and the APT
Fraga Martins Maio, P., Cooper, I. & Philip, D.
27.05.2016 → …
Project: Other project
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A simple model that helps explaining the accruals anomaly
Fraga Martins Maio, P. & Guo, H.
04.02.2015 → …
Project: Other project
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Does dividend policy lead the economy?
Fraga Martins Maio, P. & Philip, D.
15.08.2014 → …
Project: Other project
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Dispersion in options traders' expectations and stock return predictability
Fraga Martins Maio, P., Philip, D., Kagkadis, A. & Andreou, P.
17.01.2014 → …
Project: Other project
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Cash-flow or return predictability at long horizons? The case of earnings yield
Fraga Martins Maio, P. & Xu, D.
03.11.2012 → …
Project: Other project
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Intraday implied volatility-return relationship
Knif, J., Badshah, I., Frijns, B. & Tourani-Rad, A.
23.01.2012 → …
Project: Externally funded project
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Correlation and heteroscedastisity robust long-horizon event study testing
Knif, J., Kolari, J. W. & Pynnönen, S.
01.01.2011 → …
Project: Externally funded project
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New measures of actively-managed mutual fund performance relative to benchmark portfolios
Knif, J., Kolari, J. W. & Pynnönen, S.
01.09.2010 → …
Project: Externally funded project
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The role of multifactors in asset pricing models
Knif, J., Koutmos, G., Kolari, J. W. & Pynnönen, S.
01.01.2010 → …
Project: Externally funded project
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Time-varying conditional correlation
Knif, J., Kolari, J. W. & Pynnönen, S.
03.08.2009 → …
Project: Externally funded project