Arben Kita

Southampton Institute - Southampton Business School

East Park Terrace

Southampton, Hampshire SO14 0RH

United Kingdom

SCHOLARLY PAPERS

2

DOWNLOADS

481

SSRN CITATIONS

0

CROSSREF CITATIONS

2

Scholarly Papers (2)

1.

Investor Attention and FX Market Volatility

Number of pages: 46 Posted: 15 Mar 2012 Last Revised: 07 Jan 2013
Arben Kita and Qingwei Wang
Southampton Institute - Southampton Business School and Cardiff University - Cardiff Business School
Downloads 413 (70,667)
Citation 4

Abstract:

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Investor Attention, FX Volatility, Option Pricing, GARCH

2.

Speculate Against Speculative Demand

Number of pages: 39 Posted: 03 Feb 2013 Last Revised: 28 Jul 2013
Owain Ap Gwilym, Arben Kita and Qingwei Wang
Bangor Business School, Southampton Institute - Southampton Business School and Cardiff University - Cardiff Business School
Downloads 68 (337,192)

Abstract:

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Investor Attention, Speculative Demand, Penny Stocks, Market Returns, Trading Strategy, Limits to Arbitrage