Department of Economics
University of Peloponnese - School of Management and Economics
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Dow Jones, ETF, Exchange Rate, Moving average, Price cross-over, S&P500, Threshold, Trailing stop, Technical analysis, Technical Trading, Trading strategies
Exchange Traded Funds, forecasting, market timing, sign predictions, statistical arbitrage, technical trading, volatility timing
ETF, Exchange Rate, Moving average, Price cross-over, S&P500, Short Sales, Stop and Reverse, Threshold, Trailing stop, Technical analysis, Technical Trading, Trading strategies
accrual anomaly, value/growth anomaly, earnings management
convergence/divergence of prices, exchange traded funds, ETF, Fama-French, international asset pricing, long and short strategies, market neutral strategies, mean reversion
Baltic Dry Index, Commodities, Concordance, Cyclical Analysis, Forecasting, Turning Points
cointegration, forecasting, linear filtering, singular spectrum analysis, smoothing, trend extraction and prediction, unit root
decomposition, direction, optimal, predictions, returns, sign forecasting, volatility
FDI, convergence, FDI, new economic geography, panel unit root
Averaging, Covariance Estimation, Financial Returns, Multivariate Time Series, Portfolio Allocation, Risk Management, Rolling Window
Multinational Corporation, absorptive capacity, subsidiaries, knowledge
consumer confidence, national elections, incumbent party, elections fatigue, macro-economy, fiscal conditions, political business cycle, EU-15, USA
This is a CEPR Discussion Paper. CEPR charges a fee of $5.00 for this paper.
File name: DP6701.
If you wish to purchase the right to make copies of this paper for distribution to others, please select the quantity.
consumer confidence, EU-15, fiscal conditions, incumbent party, macro-economy, national elections, political business cycle, USA
Moving average, Trading Rules, Stop loss, Trailing stop
realized volatility, leverage effect, volatility feedback effect, asset pricing, A.S.E.
Semiparametric, smooth transition, nonlinear, functional autoregression, MINPIN
Exponential smoothing, forecasting, nonlinear, nonparametric
core inflation, business cycles, differences, euro, linear filtering, singular spectrum analysis, smoothing, trading strategies, trend extraction and prediction, unit root
Hodrick-Prescott filter, local linear, moving average, singular spectrum analysis, smoothing, splines, time series, trend extraction, U.S. real GDP
Exchange Rate Forecasting, Inflation Forecasting, Output Growth Forecasting, Rolling Window, Model Averaging, Short Horizon, Robustness
Athens Stock Exchange, bipower variation, heterogeneous autoregressive models, realized volatility, volatility jumps
drift, linear filtering, singular spectrum analysis, smoothing, trend extraction and prediction, unit root
Inflation, Cross-sectional distribution of prices,Greece, Portugal, Spain, European Union, Harmonization
income inequality, inflation, growth, sovereign spreads, unemployment
This is a Wiley-Blackwell Publishing paper. Wiley-Blackwell Publishing charges $38.00 .
File name: caje.
This is a Multinational Finance Journal paper. Multinational Finance Journal charges $10.99 .
File name: SSRN-id2622951.
realized volatility; leverage effect; volatility feedback effect; asset pricing; A.S.E
File name: j-036X.
corporate financing activities, value/growth, earnings quality, stock returns
Corporate financing activities, value/growth, earnings quality, stock returns
Return Sign, Trading Strategies, Market Timing, Time Series Momentum
Net Operating Assets, Stock Returns, Managerial Discretion, European Equity Markets
accrual anomaly, Greek stock market
Realized volatility, Optimal sampling, Kernels, Two-scales, Moving average, Long memory, Jumps, Heterogeneous autoregressive models
free cash flow yield, external financing activities, stock returns
External financing activities, accruals, stock returns
Net operating assets (NOA), stock returns, opportunistic earnings management, overinvestment.
retained earnings, distributed earnings, accruals, cash flows, profitability, stock returns
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