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Time-frequency analysis of behaviourally classified financial asset markets
16 references·4 citing·32 second hop
Time-frequency analysis of behaviourally classified financial asset markets (2019)Time-frequency analysis of behaviourally …Exploring the Dynamic Relationships between Cryptocurrencies and Other Financial Assets (2017)Exploring the Dynamic Relatio…Cryptocurrency: A New Investment Opportunity? (2017)Cryptocurrency: A New Investm…On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier? (2016)On the hedge and safe haven p…International comovement of stock market returns: A wavelet analysis (2009)International comovement of s…Gain, Loss, and Asset Pricing (2000)Gain, Loss, and Asset PricingA portrait of the individual investor (1998)A portrait of the individual …Generalized Expected Utility Theory. The Rank-Dependent Model (1996)Generalized Expected Utility …An axiomatization of cumulative prospect theory (1993)An axiomatization of cumulati…Advances in prospect theory: Cumulative representation of uncertainty (1992)Advances in prospect theory: …Prospect theory: An analysis of decision under risk (1988)Prospect theory: An analysis …A theory of anticipated utility (1982)A theory of anticipated utili…Prospect Theory: An Analysis of Decision under Risk (1979)Prospect Theory: An Analysis …The Asset Structure of Individual Portfolios and Some Implications for Utility Functions (1975)The Asset Structure of Indivi…THE ASSET STRUCTURE OF INDIVIDUAL PORTFOLIOS AND SOME IMPLICATIONS FOR UTILITY FUNCTIONS (1975)THE ASSET STRUCTURE OF INDIVI…Portfolio Selection: Efficient Diversification of Investments (1959)Portfolio Selection: Efficien…PORTFOLIO SELECTION* (1952)PORTFOLIO SELECTION*Revisiting the cryptocurrencies role in stock markets: ADCC-GARCH and Wavelet Coherence (2023)Revisiting the cryptocurrenci…Forecasting the stock-cryptocurrency relationship: Evidence from a dynamic GAS model (2023)Forecasting the stock-cryptoc…Volatility spillovers among G7, E7 stock markets and cryptocurrencies (2022)Volatility spillovers among G…Convergence in cryptocurrency prices? the role of market microstructure (2020)Convergence in cryptocurrency…Is the correlation in international equity returns constant: 1960–1990? (1995)Extreme Correlation of International Equity Markets (2001)No Contagion, Only Interdependence: Measuring Stock Market Comovements (2002)Co-movement of energy commodities revisited: Evidence from wavelet coherence analysis (2011)Multifractal analysis of financial markets: a review (2019)Bitcoin, gold, and commodities as safe havens for stocks: New insight through wavelet analysis (2020)Judgment under Uncertainty: Heuristics and Biases (1975)Loss Aversion in Riskless Choice: A Reference-Dependent Model (1991)Individual differences in reasoning: Implications for the rationality debate? (2000)A perspective on judgment and choice: Mapping bounded rationality. (2003)RATIONAL CHOICE AND THE FRAMING OF DECISIONS (1988)Theory of games and economic behavior (2019)Risk, Ambiguity, and the Savage Axioms (1961)The Framing of Decisions and the Psychology of Choice (1981)Exploration and Exploitation in Organizational Learning (1991)Explicating dynamic capabilities: the nature and microfoundations of (sustainable) enterprise performance (2007)Is Gold a Hedge or a Safe Haven? An Analysis of Stocks, Bonds and Gold (2010)Bitcoin is not the New Gold – A comparison of volatility, correlation, and portfolio performance (2018)The contagion effects of the COVID-19 pandemic: Evidence from gold and cryptocurrencies (2020)Correlations in Price Changes and Volatility across International Stock Markets (1990)Dynamic Conditional Correlation (2002)Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)Safe haven or risky hazard? Bitcoin during the Covid-19 bear market (2020)Axiomatic characterization of insurance prices (1997)Risk Aversion in the Laboratory (2008)Lectures on Stochastic Programming: Modeling and Theory (2009)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Risk, Return, and Equilibrium: Empirical Tests (1973)The Cross-Section of Expected Stock Returns (1992)Conditional value-at-risk for general loss distributions (2002)Optimal Versus Naive Diversification: How Inefficient is the 1/ N Portfolio Strategy? (2007)The relationship between corporate social responsibility and shareholder value: an empirical test of the risk management hypothesis (2008)
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References

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  • 2009International comovement of stock market returns: A wavelet analysis843 cited
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  • 1975THE ASSET STRUCTURE OF INDIVIDUAL PORTFOLIOS AND SOME IMPLICATIONS FOR UTILITY FUNCTIONS378 cited

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  • 2017Cryptocurrency: A New Investment Opportunity?348 cited
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    • 2020Convergence in cryptocurrency prices? the role of market microstructure28 cited
    • 2022Volatility spillovers among G7, E7 stock markets and cryptocurrencies28 cited
    • 2023Forecasting the stock-cryptocurrency relationship: Evidence from a dynamic GAS model21 cited
    • 2023Revisiting the cryptocurrencies role in stock markets: ADCC-GARCH and Wavelet Coherence21 cited