86th International Atlantic Economic Conference

October 11 - 14, 2018 | New York, USA

117 GENERAL FINANCIAL MARKETS

Friday, 12 October 2018: 9:00 AM-11:00 AM
Chair:
Gary D. Ferrier, University of Arkansas—USA
Modelling and forecasting price volatility in crypto-currency markets: An application to bitcoin
William Crowder, University of Texas at Arlington—USA
Measuring the relative return contribution of risk factors
Johan Knif, Hanken School of Economics—Finland; Gregory Koutmos, Fairfield University—USA; James Kolari Sr., Texas A&M University—USA; Seppo Pynnomen, University of Vaasa—Finland
The transient and persistent efficiency of hedge funds
Gary D. Ferrier, University of Arkansas—USA
Financial market data vs. accounting data: Who explains best stock returns?
John Sorros, University of Piraeus—Greece; Nicholas Belesis, University of Piraeus—Greece; Alkiviadis Karagiorgos, University of Piraeus—Greece
Discussants:
Nicholas Belesis, University of Piraeus—Greece ; Gary D. Ferrier, University of Arkansas—USA ; William Crowder, University of Texas at Arlington—USA and Gregory Koutmos, Fairfield University—USA
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