Browsing Atlantic Schools of Business Conference Proceedings by Author "Ye, George"

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Forecasting stock exchange opening with foreign stock markets: evidence from the NYSE and the SSE

Ye, George (Atlantic Schools of Business, 2011)

The paper examines the forecasting ability of the U.S. stock performance to predict the direction of the Chinese stock price movement at the opening, and vice verse. It shows that since the recent global financial crisis, ...
How many days equal a year? A note on the mean-variance model

Ye, George; Panasian, Christine (Atlantic Schools of Business, 2013)

In portfolio management, the means and variances of stock returns are usually estimated on a daily basis and then converted to longer periods of time. This paper examines the issue of how to convert 1-day means for longer ...

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