Concepedia

Jozef Rudy

JR

2

Publications

66

Citations

2

H-Index

2010

Active since

Affiliations

Liverpool John Moores University(Current)

Jozef Rudy is an author at Liverpool John Moores University specializing in economics, asset pricing, and financial crisis.

Top concepts

Publications per year

2010–2011

2

Publications

2

Statistical Arbitrage and High-Frequency Data with an Application to Eurostoxx 50 Equities

Jozef Rudy, Christian L. Dunis, Gianluigi Giorgioni et al. · SSRN Electronic Journal · 2010 · 54 citations · Full text

Profitable mean reversion after large price drops: A story of day and night in the S&P 500, 400 MidCap and 600 SmallCap Indices

Christian L. Dunis, Jason Laws, Jozef Rudy · Journal of Asset Management · 2011 · 12 citations

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