Browsing All of EconStor by Author Grobys, Klaus
Showing results 1 to 7 of 7
Year of Publication | Title | Author(s) |
2011 | The stock selection problem: Is the stock selection approach more important than the optimization method? Evidence from the Danish stock market | Grobys, Klaus |
2011 | Market timing and statistical arbitrage: Which market timing opportunities arise from equity price busts coinciding with recessions? The Swedish stock market in the financial crises 2008 | Grobys, Klaus |
2012 | Have bull and bear markets changed over time? Empirical evidence from the US-stock market | Grobys, Klaus |
2012 | A non-parametric approach of heteroskedasticity robust estimation of Vector-Autoregressive (VAR) models | Grobys, Klaus |
2022 | On survivor stocks in the S&P 500 stock index | Grobys, Klaus |
2022 | A fractal view on losses attributable to scams in the market for initial coin offerings | Grobys, Klaus; King, Timothy; Sapkota, Niranjan |
2023 | Better not forget: On the memory of S&P 500 survivor stock companies | Grobys, Klaus; Han, Yao; Kolari, James W. |