Статті в журналах з теми "Risk-taking in trading"
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Apesteguia, Jose, Jörg Oechssler, and Simon Weidenholzer. "Copy Trading." Management Science 66, no. 12 (December 2020): 5608–22. http://dx.doi.org/10.1287/mnsc.2019.3508.
Повний текст джерелаKusnadi, Yuanto. "Insider trading restrictions and corporate risk-taking." Pacific-Basin Finance Journal 35 (November 2015): 125–42. http://dx.doi.org/10.1016/j.pacfin.2014.11.004.
Повний текст джерелаNguyen, Ha D., and Huong T. H. Dang. "Bond liquidity, risk taking and corporate innovation." International Journal of Managerial Finance 16, no. 1 (September 23, 2019): 101–19. http://dx.doi.org/10.1108/ijmf-02-2019-0060.
Повний текст джерелаCherednik, Ivan. "Artificial Intelligence Approach to Momentum Risk-Taking." International Journal of Financial Studies 9, no. 4 (October 21, 2021): 58. http://dx.doi.org/10.3390/ijfs9040058.
Повний текст джерелаMarkiewicz, Łukasz, and Elke U. Weber. "DOSPERT's Gambling Risk-Taking Propensity Scale Predicts Excessive Stock Trading." Journal of Behavioral Finance 14, no. 1 (January 2013): 65–78. http://dx.doi.org/10.1080/15427560.2013.762000.
Повний текст джерелаHoffmann, Arvid O. I., Thomas Post, and Joost M. E. Pennings. "How Investor Perceptions Drive Actual Trading and Risk-Taking Behavior." Journal of Behavioral Finance 16, no. 1 (January 2, 2015): 94–103. http://dx.doi.org/10.1080/15427560.2015.1000332.
Повний текст джерелаBen-David, Itzhak, Justin Birru, and Viktor Prokopenya. "Uninformative Feedback and Risk Taking: Evidence from Retail Forex Trading*." Review of Finance 22, no. 6 (July 10, 2018): 2009–36. http://dx.doi.org/10.1093/rof/rfy022.
Повний текст джерелаCoates, J. M., and J. Herbert. "Endogenous steroids and financial risk taking on a London trading floor." Proceedings of the National Academy of Sciences 105, no. 16 (April 14, 2008): 6167–72. http://dx.doi.org/10.1073/pnas.0704025105.
Повний текст джерелаGrigor'eva, E. A., and A. S. Buzhikeeva. "Determining the discount rate when evaluating trade organizations: Some features." Financial Analytics: Science and Experience 13, no. 1 (February 28, 2020): 71–84. http://dx.doi.org/10.24891/fa.13.1.71.
Повний текст джерелаKonstantaras, K., and A. N. Piperopoulou. "Stock market trading: Compulsive gambling and the underestimation of risk." European Psychiatry 26, S2 (March 2011): 66. http://dx.doi.org/10.1016/s0924-9338(11)71777-1.
Повний текст джерелаNguyen, Tran Thai Ha, Massoud Moslehpour, Thi Thuy Van Vo, and Wing-Keung Wong. "State Ownership and Risk-Taking Behavior: An Empirical Approach to Get Better Profitability, Investment, and Trading Strategies for Listed Corporates in Vietnam." Economies 8, no. 2 (June 3, 2020): 46. http://dx.doi.org/10.3390/economies8020046.
Повний текст джерелаCheng, Yuan, and Lan Wu. "Optimal Execution considering Trading Signal and Execution Risk Simultaneously." Mathematical Problems in Engineering 2021 (March 27, 2021): 1–12. http://dx.doi.org/10.1155/2021/5514413.
Повний текст джерелаBerlinger, Edina, Barbara Dömötör, and Balázs Árpád Szűcs. "Irrational risk-taking of professionals? The relationship between risk exposures and previous profits." Risk Management 23, no. 3 (June 11, 2021): 243–59. http://dx.doi.org/10.1057/s41283-021-00076-5.
Повний текст джерелаAbdullah (Leslie Terebessy), Abdul Karim. "The Role of Adjustable-Rate Subprime Mortgages and Credit Default Swaps in the Global Financial Crisis." ICR Journal 1, no. 2 (December 15, 2009): 322–36. http://dx.doi.org/10.52282/icr.v1i2.750.
Повний текст джерелаVenter, Johannes Hendrik, and Pieter Juriaan De Jongh. "Trading Binary Options Using Expected Profit and Loss Metrics." Risks 10, no. 11 (November 8, 2022): 212. http://dx.doi.org/10.3390/risks10110212.
Повний текст джерелаOreng, Mariana, Claudia Emiko Yoshinaga, and William Eid Junior. "Disposition effect, demographics and risk taking." RAUSP Management Journal 56, no. 2 (April 14, 2021): 217–33. http://dx.doi.org/10.1108/rausp-08-2019-0164.
Повний текст джерелаLee, Kam-hon, Gong-ming Qian, Julie H. Yu, and Ying Ho. "Trading Favors for Marketing Advantage: Evidence from Hong Kong, China, and the United States." Journal of International Marketing 13, no. 1 (March 2005): 1–35. http://dx.doi.org/10.1509/jimk.13.1.1.58535.
Повний текст джерелаMajewski, Sebastian, Waldemar Tarczynski, and Malgorzata Tarczynska-Luniewska. "Measuring investors’ emotions using econometric models of trading volume of stock exchange indexes." Investment Management and Financial Innovations 17, no. 3 (September 30, 2020): 281–91. http://dx.doi.org/10.21511/imfi.17(3).2020.21.
Повний текст джерелаLi, Lei, and Shuili Yang. "The Internet-Based Business Model and Corporate Risk-Taking: An Empirical Study from the Information Empowerment Perspective." Discrete Dynamics in Nature and Society 2022 (June 15, 2022): 1–13. http://dx.doi.org/10.1155/2022/9755719.
Повний текст джерелаSmutny, Zdenek, Zdenek Sulc, and Jan Lansky. "Motivations, Barriers and Risk-Taking When Investing in Cryptocurrencies." Mathematics 9, no. 14 (July 14, 2021): 1655. http://dx.doi.org/10.3390/math9141655.
Повний текст джерелаBurchart, Renata, and Adam Tadeusz Ulatowski. "MANAGEMENT OF VAT FOR EXAMPLE ON THE TRADING COMPANY." sj-economics scientific journal 16, no. 1 (May 30, 2015): 24–33. http://dx.doi.org/10.58246/sjeconomics.v16i1.406.
Повний текст джерелаFernandes, Camila, Cassandra Berbary, Cory A. Crane, and Caroline J. Easton. "Prevalence of HIV risk behavior among male substance abusing offenders of intimate partner violence." Advances in Dual Diagnosis 11, no. 4 (November 19, 2018): 169–78. http://dx.doi.org/10.1108/add-09-2018-0011.
Повний текст джерелаAbuselidze, George, Olga Mohylevska, Nina Merezhko, Nadiia Reznik, and Anna Slobodianyk. "Risks of Traders on the World Stock Market on the Example of Ukraine." SHS Web of Conferences 67 (2019): 06001. http://dx.doi.org/10.1051/shsconf/20196706001.
Повний текст джерелаFernandez, Cledwyn Primus Savio. "Futures Trading in Agricultural Commodities: Effects of the Ban on Selected Commodities in India." Artha - Journal of Social Sciences 12, no. 4 (October 18, 2013): 61. http://dx.doi.org/10.12724/ajss.27.5.
Повний текст джерелаO’Connell, Paul G. J., and Melvyn Teo. "Institutional Investors, Past Performance, and Dynamic Loss Aversion." Journal of Financial and Quantitative Analysis 44, no. 1 (February 2009): 155–88. http://dx.doi.org/10.1017/s0022109009090048.
Повний текст джерелаMa, Zhen. "Uncertainty, Risk, and Merit-Making." Social Analysis 65, no. 3 (September 1, 2021): 88–109. http://dx.doi.org/10.3167/sa.2021.650305.
Повний текст джерелаKou, Steven, and Xianhua Peng. "Expected shortfall or median shortfall." Journal of Financial Engineering 01, no. 01 (March 2014): 1450007. http://dx.doi.org/10.1142/s234576861450007x.
Повний текст джерелаNavas, Jalaludeen, Periyasamy Dhanavanthan, and Daniel Lazar. "How Efficient Are Indian Banks in Managing the Risk-Return Trade-Off? An Empirical Analysis." Risks 8, no. 4 (December 8, 2020): 135. http://dx.doi.org/10.3390/risks8040135.
Повний текст джерелаPernell, Kim, Jiwook Jung, and Frank Dobbin. "The Hazards of Expert Control: Chief Risk Officers and Risky Derivatives." American Sociological Review 82, no. 3 (May 31, 2017): 511–41. http://dx.doi.org/10.1177/0003122417701115.
Повний текст джерелаAkin, Ozlem, José M. Marín, and and José-Luis Peydró. "Anticipating the financial crisis: evidence from insider trading in banks." Economic Policy 35, no. 102 (April 1, 2020): 213–67. http://dx.doi.org/10.1093/epolic/eiaa012.
Повний текст джерелаKARPENKO, VITALII. "GENERALIZED CHARACTERISTICS TYPES OF EXCHANGE TRADING STRATEGIES." HERALD OF KHMELNYTSKYI NATIONAL UNIVERSITY 298, no. 5 Part 1 (October 4, 2021): 163–69. http://dx.doi.org/10.31891/2307-5740-2021-298-5(1)-27.
Повний текст джерела杨, 月. "Research on Credit Risk Early Warning Based on RBF Neural Network—Taking Internet Financial Trading Platform as an Example." Modeling and Simulation 10, no. 02 (2021): 257–67. http://dx.doi.org/10.12677/mos.2021.102027.
Повний текст джерелаHtwe, Tin Tin, and Nay Zin Win. "Investment Behavior of Women Business Owners in Myanmar." International Review of Financial Consumers 4, No. 2 Oct 2019 (December 2019): 13–28. http://dx.doi.org/10.36544/irfc.2019.1-2.2.
Повний текст джерелаCACCIOLI, FABIO, IMRE KONDOR, MATTEO MARSILI, and SUSANNE STILL. "LIQUIDITY RISK AND INSTABILITIES IN PORTFOLIO OPTIMIZATION." International Journal of Theoretical and Applied Finance 19, no. 05 (July 29, 2016): 1650035. http://dx.doi.org/10.1142/s0219024916500357.
Повний текст джерелаYue, Han, Jiapeng Liu, Dongmei Tian, and Qin Zhang. "A Novel Anti-Risk Method for Portfolio Trading Using Deep Reinforcement Learning." Electronics 11, no. 9 (May 7, 2022): 1506. http://dx.doi.org/10.3390/electronics11091506.
Повний текст джерелаSandoval, Alberto, Javier Márquez, and Ignacio Cervera. "The countercyclical long-term operating accrual-based trading strategy in the Stoxx Europe 600 index: The importance of asset and liability components." PLOS ONE 17, no. 5 (May 26, 2022): e0266045. http://dx.doi.org/10.1371/journal.pone.0266045.
Повний текст джерелаMarx, Johan, and Ronald Henry Mynhardt. "Towards an implementation framework for governance in the Ghanaian securities trading industry." Qualitative Research in Financial Markets 13, no. 3 (April 11, 2021): 342–58. http://dx.doi.org/10.1108/qrfm-04-2020-0061.
Повний текст джерелаTavasoli, Amirhamzeh. "Identification and prioritization of the challenges of using cryptocurrencies in international transactions." REICE: Revista Electrónica de Investigación en Ciencias Económicas 8, no. 16 (December 29, 2020): 226–43. http://dx.doi.org/10.5377/reice.v8i16.10697.
Повний текст джерелаKalife, Aymeric, and Saad Mouti. "On Optimal Options Book Execution Strategies with Market Impact." Market Microstructure and Liquidity 02, no. 03n04 (December 2016): 1750002. http://dx.doi.org/10.1142/s2382626617500022.
Повний текст джерелаMatveevskii, S. S. "PROSPECTS FOR THE APPLICATION OF DISTRIBUTED LEDGER TECHNOLOGY TO IMPROVE FINANCING OF START-UP (JAPAN EXPERIENCE)." Vestnik Universiteta, no. 9 (October 26, 2019): 166–72. http://dx.doi.org/10.26425/1816-4277-2019-9-166-172.
Повний текст джерелаGuryanova, Lidiya, and Natalia Chernova. "Metals futures market: a comparative analysis of investment and arbitrage strategies." Development Management 17, no. 4 (March 3, 2020): 42–54. http://dx.doi.org/10.21511/dm.17(4).2019.04.
Повний текст джерелаMAI, JAN-FREDERIK. "PRICING-HEDGING DUALITY FOR CREDIT DEFAULT SWAPS AND THE NEGATIVE BASIS ARBITRAGE." International Journal of Theoretical and Applied Finance 22, no. 06 (September 2019): 1950032. http://dx.doi.org/10.1142/s0219024919500328.
Повний текст джерелаAquilina, Matteo, and Carla Ysusi. "Are High-Frequency Traders Anticipating the Order Flow? Cross-Venue Evidence from the UK Market." Market Microstructure and Liquidity 02, no. 03n04 (December 2016): 1750005. http://dx.doi.org/10.1142/s2382626617500058.
Повний текст джерелаFalces Marin, Javier, David Díaz Pardo de Vera, and Eduardo Lopez Gonzalo. "A reinforcement learning approach to improve the performance of the Avellaneda-Stoikov market-making algorithm." PLOS ONE 17, no. 12 (December 20, 2022): e0277042. http://dx.doi.org/10.1371/journal.pone.0277042.
Повний текст джерелаŠkrinjarić, Tihana, and Boško Šego. "Using Grey Incidence Analysis Approach in Portfolio Selection." International Journal of Financial Studies 7, no. 1 (December 23, 2018): 1. http://dx.doi.org/10.3390/ijfs7010001.
Повний текст джерелаGibb, Jenny, and Linda Twiname. "Information technology risk management teaching exercise: integrating online and offline communication techniques." Journal of Project, Program & Portfolio Management 2, no. 2 (January 17, 2012): 66. http://dx.doi.org/10.5130/pppm.v2i2.2252.
Повний текст джерелаWildan, Rachmat, Noer Azam Achsani, and Bagus Sartono. "Evaluation of Optimal Stock Portfolio Performance by Grouping Issuers Based on Stock Price Movements." International Journal of Research and Review 9, no. 3 (March 16, 2022): 295–307. http://dx.doi.org/10.52403/ijrr.20220333.
Повний текст джерелаNekoeiQachkanloo, Hadi, Benyamin Ghojogh, Ali Saheb Pasand, and Mark Crowley. "Artificial Counselor System for Stock Investment." Proceedings of the AAAI Conference on Artificial Intelligence 33 (July 17, 2019): 9558–64. http://dx.doi.org/10.1609/aaai.v33i01.33019558.
Повний текст джерелаDemir, Banu, and Beata Javorcik. "Trade finance matters: evidence from the COVID-19 crisis." Oxford Review of Economic Policy 36, Supplement_1 (2020): S397—S408. http://dx.doi.org/10.1093/oxrep/graa034.
Повний текст джерелаKang, Byung Jin. "Determinants of the Index Straddle Returns." Journal of Derivatives and Quantitative Studies 21, no. 4 (November 30, 2013): 411–34. http://dx.doi.org/10.1108/jdqs-04-2013-b0003.
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