A closer look at the regime-switching evidence of bull and bear markets.
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On pricing double-barrier options with Markov regime switching. Agregated cites: Trend inflation and monetary policy rules: determinacy analysis in New Keynesian model with capital accumulation In: The B.
Trend inflation and Monetary policy rules: Determinacy analyses in New Keynesian model with capital accumulation. Used - Softcover Condition: Very Good. Financial stress and returns predictability: Fresh evidence from China. From United Kingdom to U. Condition: Good. Positive information shocks, investor behavior and stock price crash risk.
The effect of short selling on volatility and jumps.
Annals of Clinical and Laboratory Research
Whether dimensionality reduction techniques can improve the ability of sentiment proxies to predict stock market returns. The book has been read, but is in excellent condition. Contact seller. Legionella species persistence mechanisms in treated harvested rainwater Doctoral dissertation, Stellenbosch University. Condition: Very Good. Daily investor sentiment, order flow imbalance and stock liquidity: evidence from the Chinese stock market. Seller Rating:. Good and bad self-excitation: Asymmetric self-exciting jumps in Bitcoin returns.
What drives individual investors in the bear market? Identifying bull and bear market regimes with a robust rule-based method. Legionella persistence in manufactured water systems: Pasteurization potentially selecting for thermal tolerance.
Used - Softcover Condition: Good. Published by Thomas W. New - Softcover Condition: new. Agregated cites: 8. Genome announcements.
Annals of Clinical and Laboratory Research | Citations & Metrics
All pages are intact and the cover is intact. Estimation of the Money Demand Function in Russia. Agregated cites: 5. On the genetic regulation of brain natriuretic peptide level in plasma of men with essential hypertension.
The book has been read but remains in clean condition. Some minor wear to the spine. Hard to arbitrage, hard for analysts to forecast. Nonlinear relationship between monetary policy and stock returns: Evidence from the U. Predictability of bull and bear markets: A new look at forecasting stock market regimes and returns in the US. The conditional impact of investor sentiment in global stock markets: A two-channel examination. Unprofitability of food market investments.
Not all bull and bear markets are alike: insights from a five-state hidden semi-Markov model. Smallwood M, Pant Pai N. Berezin AE. Sign in to follow. A regime-switching model of stock returns with momentum and mean reversion. Score-driven stochastic seasonality of the Russian rouble: an application case study for the period of to Do financial markets respond to macroeconomic surprises?
Regards, Yutong. Sort by: Most helpful Most helpful Newest Oldest. Within U. Soft Cover.
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Pages are intact and not marred by notes or highlighting. Sentiment indices and stock returns: Evidence from China. Can water mutual funds aid sustainable development? Frequency heterogeneity of tail connectedness: Evidence from global stock markets.
Frontiers in microbiology. Agregated cites: 4. Thor Leach Sorry we can not reproduce this issue without your sample document, I would highly recommend you to raise a support ticket, connect with a support engineer to investigate it deeper.
The effect of structural risks on financial downturns. Institutional investor information network, analyst forecasting and stock price crash risk. Transmission of risks between energy and agricultural commodities: Frequency time-varying VAR, asymmetry and portfolio टाइट बाबा वाली à¤à¤•à¥à¤¸ à¤à¤•à¥à¤¸ à¤à¤•à¥à¤¸ à¤à¤•à¥à¤¸ सेक. Multiple Dimensions of Cyclicality in Investing.
The spine remains undamaged.
View at Publisher View at Google Scholar. When does the fed care about stock prices? Can we forecast better in periods of low uncertainty?
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Whose trades contribute more to price discovery?