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Trading Versus Non-Trading Returns: Evidence from Russia and the U.K.
Uri Ben-Zion
, Niklas Wagner
Department of Economics
Research output
:
Chapter in Book/Report/Conference proceeding
›
Chapter
›
peer-review
2
Scopus citations
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Keyphrases
Trading Returns
100%
Non-trading
100%
Overnight Risk
50%
Volatility
33%
Trading System
33%
Liquidity
33%
Trading Period
33%
Non-trading Hours
33%
Market Participants
33%
Data Use
33%
Stock Market
16%
Expected Returns
16%
Euro
16%
Transition Process
16%
Investment Horizon
16%
Stock Exchange
16%
Traders
16%
Risk Premium
16%
Trading Hours
16%
Daily Returns
16%
Political Policy
16%
Presidential Elections
16%
Political Development
16%
Foreign Investors
16%
Risk-return Trade-off
16%
Volatility Risk
16%
FTSE 100
16%
UK Stock Market
16%
Eastern European Economies
16%
Economic Policy Uncertainty
16%
Market Status
16%
Market Offer
16%
Time Series Dependence
16%
Price Drop
16%
Market Microstructure
16%
Russian Market
16%
UK Market
16%
President Putin
16%
Portfolio Hedging
16%
Putin Regime
16%
Moscow Exchange
16%
Investment Opportunities
16%
Political Regimes
16%
Economics, Econometrics and Finance
Volatility
100%
Emerging Economies
100%
Trading System
66%
Time Series
33%
Measure of Dispersion
33%
Hedging
33%
Stock Exchange
33%
Risk Premium
33%
Investment Opportunity
33%
European Economy
33%
Economic Policy Uncertainty
33%
Market Microstructure
33%
Risk-Return Tradeoff
33%
Expected Return
33%
Investment Horizon
33%
Foreign Investor
33%
Average Return
33%