Theoretical Economics Letters

Theoretical Economics Letters

ISSN Print: 2162-2078
ISSN Online: 2162-2086
www.scirp.org/journal/tel
E-mail: tel@scirp.org
"Defining Single Asset Price Momentum in terms of a Stochastic Process"
written by KiHoon Jimmy Hong, Stephen Satchell,
published by Theoretical Economics Letters, Vol.2 No.3, 2012
has been cited by the following article(s):
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[1] The quantity theory of stock prices
The European Journal of …, 2022
[2] Reliability assessment of scenarios generated for stock index returns incorporating momentum
2020
[3] A pathway for mitotic chromosome formation
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[4] Negative real interest rates
Sports Biomechanics, 2016
[5] Vadeli işlemler piyasası araçlarına yatırım kararı oluşturmada çapraz kesit ve zaman serisi momentum stratejilerinin kullanılması: Borsa İstanbul uygulaması
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[6] Time varying costs of capital and the expected present value of future cash flows
The European Journal of Finance.Taylor & Francis, 2015
[7] Time series momentum trading strategy and autocorrelation amplification
Quantitative Finance, 2015
[8] Enhancing Risk-Adjusted Return Using Time Series Momentum in Sovereign Bonds
The Journal of Fixed Income, 2015
[9] Initial Public Offerings from the Perspectives of Issuers, Underwriters and Investors: A Review of Financial and Psychological Work
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[10] Can Momentum Factors Be Used to Enhance Accounting Information Based Fundamental Analysis in Explaining Stock Price Movements?
Available at SSRN 2404651, 2014
[11] When is it no longer possible to estimate a compound Poisson process?
Electronic Journal of Statistics, 2014
[12] QUANTITATIVE FINANCE RESEARCH CENTRE
KHJ Hong, E Wu - qfrc.uts.edu.au, 2014
[13] The Friedman rule and inflation targeting
The European Journal of Finance ahead-of-print.Taylor & Francis, 2014
[14] Inférence statistique à travers les échelles
Doctoral dissertation, Université Paris-Est, 2012
[15] pour l'obtention du titre de DOCTEUR EN MATHÉMATIQUES
Thèse, 2012
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