The Journal of Investment Strategies
Latest Publications

TOTAL DOCUMENTS

136

(FIVE YEARS 13)

H-INDEX

11

(FIVE YEARS 0)

Published By Infopro Digital

2047-1238

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Strong-hand conjecture: agent-based numerical simulation

The Journal of Investment Strategies ◽

10.21314/jois.2021.012 ◽

2021 ◽

Author(s):

Marek Karaś ◽

Anna Serwatka

Keyword(s):

Numerical Simulation ◽

Agent Based

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The price of Bitcoin: GARCH evidence from high-frequency data

The Journal of Investment Strategies ◽

10.21314/jois.2021.005 ◽

2021 ◽

Author(s):

Pavel Ciaian ◽

d’Artis Kancs ◽

Miroslava Rajcaniova

Keyword(s):

High Frequency ◽

High Frequency Data ◽

Frequency Data

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Uncertain risk parity

The Journal of Investment Strategies ◽

10.21314/jois.2021.009 ◽

2021 ◽

Author(s):

Anish Shah

Keyword(s):

Risk Parity

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Forecasting volatility and market returns using the CBOE Volatility Index and its options

The Journal of Investment Strategies ◽

10.21314/jois.2021.013 ◽

2021 ◽

Author(s):

Spencer Stanley ◽

William Trainor

Keyword(s):

Market Returns ◽

Volatility Index ◽

Forecasting Volatility

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Sign prediction and sign regression

The Journal of Investment Strategies ◽

10.21314/jois.2021.002 ◽

2021 ◽

Author(s):

Weige Huang

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The price of liquidity in the reinsurance of fund returns

The Journal of Investment Strategies ◽

10.21314/jois.2021.004 ◽

2021 ◽

Author(s):

David Saunders ◽

Luis Seco ◽

Markus Senn

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Cryptocurrency versus other financial instruments: how a small market affects a large market

The Journal of Investment Strategies ◽

10.21314/jois.2021.011 ◽

2021 ◽

Author(s):

Anna Szczepańska-Przekota

Keyword(s):

Financial Instruments ◽

Large Market ◽

Small Market

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Corporate equity performance and changes in firm characteristics

The Journal of Investment Strategies ◽

10.21314/jois.2021.007 ◽

2021 ◽

Author(s):

Brian Blank ◽

Cole McLemore

Keyword(s):

Firm Characteristics

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Portfolio allocation based on expected profit and loss measures

The Journal of Investment Strategies ◽

10.21314/jois.2021.003 ◽

2021 ◽

Author(s):

J.H Venter ◽

P.J de Jongh

Keyword(s):

Portfolio Allocation ◽

Expected Profit

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What drives the January seasonality in the illiquidity premium? Evidence from international stock markets

The Journal of Investment Strategies ◽

10.21314/jois.2021.008 ◽

2021 ◽

Author(s):

Adam Zaremba ◽

Nusret Cakici

Keyword(s):

Stock Markets ◽

International Stock Markets

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