Testing international arbitrage: evidence from Chinese and Australian markets
Abraham, Santosh Mon
Prof. John L. Simpson
Assoc. Prof. Dr Ruhul Salim
MetadataShow full item record
School of Economics and Finance
This paper studies two contrarian strategy; one based on the Law of One Price and another based on the Markov switching strategy. The stock pairs are identified using a new derivation of the partial adjustment model. The Markov strategy is more profitable than the LOP strategy. This paper also tests international momentum effects between Chinese Shanghai Composite Index and Australian resource stocks. The enhanced indexing strategy is more profitable than the index tracking strategy.
Showing items related by title, author, creator and subject.
What strategies do desk-based workers choose to reduce sitting time and how well do they work? Findings from a cluster randomised controlled trial 11 Medical and Health Sciences 1117 Public Health and Health ServicesStephens, S.; Eakin, E.; Clark, B.; Winkler, E.; Owen, N.; Lamontagne, A.; Moodie, M.; Lawler, S.; Dunstan, D.; Healy, Genevieve (2018)© 2018 The Author(s). Background: Large amounts of sitting at work have been identified as an emerging occupational health risk, and findings from intervention trials have been reported. However, few such reports have ...
An examination of the factors critical to the establishment and maintenance of competitive advantage for education services enterprises within international markets.Mazzarol, Timothy W. (1997)The principal focus of the present study was to examine the factors critical to the development and maintenance of a competitive advantage for education institutions operating in international markets. International ...
Ishak, Asmai (2002)This research provides empirical evidence on the implementation of the strategic marketing planning in the context of Indonesia, a newly industrialized country. Drawing from a contingency theory, the research posits that ...