A Causal Relationship Between Stock Returns and Volume
| Author | : Rochelle L. Antoniewicz |
| Publisher | : |
| Total Pages | : 66 |
| Release | : 1992 |
| Genre | : Rate of return |
| ISBN | : |
A Causal Relationship Between Stock Returns And Volume
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The International Guide to Securities Market Indices
| Author | : Henry Shilling |
| Publisher | : Routledge |
| Total Pages | : 1066 |
| Release | : 2017-11-30 |
| Genre | : Business & Economics |
| ISBN | : 1351343947 |
Originally published in 1996, The International Guide to Securities Market Indices provides a comprehensive overview of the securities market indices and offers assistance to professionals as well as individual investors in the selection of an appropriate securities market index, on a worldwide basis. The Guide’s identifies and catalogues available performance indicators along with their publishers and describes their relevant characteristics and a perspective on their historical price and total return performance. It also contains descriptive profiles along with historical performance data on 400 of the world’s leading global, regional and local securities market indices and sub-indices covering 10 asset classes.
Testing of Linear and Nonlinear Granger Causality in the Stock Price-Volume Relation
| Author | : Paramsothy Silvapulle |
| Publisher | : |
| Total Pages | : 48 |
| Release | : 1997 |
| Genre | : Econometrics |
| ISBN | : |
Stock Market Volatility
| Author | : Greg N. Gregoriou |
| Publisher | : CRC Press |
| Total Pages | : 654 |
| Release | : 2009-04-08 |
| Genre | : Business & Economics |
| ISBN | : 1420099558 |
Up-to-Date Research Sheds New Light on This Area Taking into account the ongoing worldwide financial crisis, Stock Market Volatility provides insight to better understand volatility in various stock markets. This timely volume is one of the first to draw on a range of international authorities who offer their expertise on market volatility in devel
Behavioral Finance: The Second Generation
| Author | : Meir Statman |
| Publisher | : CFA Institute Research Foundation |
| Total Pages | : 257 |
| Release | : 2019-12-02 |
| Genre | : Business & Economics |
| ISBN | : 1944960864 |
Behavioral finance presented in this book is the second-generation of behavioral finance. The first generation, starting in the early 1980s, largely accepted standard finance’s notion of people’s wants as “rational” wants—restricted to the utilitarian benefits of high returns and low risk. That first generation commonly described people as “irrational”—succumbing to cognitive and emotional errors and misled on their way to their rational wants. The second generation describes people as normal. It begins by acknowledging the full range of people’s normal wants and their benefits—utilitarian, expressive, and emotional—distinguishes normal wants from errors, and offers guidance on using shortcuts and avoiding errors on the way to satisfying normal wants. People’s normal wants include financial security, nurturing children and families, gaining high social status, and staying true to values. People’s normal wants, even more than their cognitive and emotional shortcuts and errors, underlie answers to important questions of finance, including saving and spending, portfolio construction, asset pricing, and market efficiency.
Nonlinear Dynamics, Chaos, and Instability
| Author | : William A. Brock |
| Publisher | : MIT Press |
| Total Pages | : 362 |
| Release | : 1991 |
| Genre | : Business & Economics |
| ISBN | : 9780262023290 |
Brock, Hsieh, and LeBaron show how the principles of chaos theory can be applied to such areas of economics and finance as the changing structure of stock returns and nonlinearity in foreign exchange.
Behavioral Finance and Wealth Management
| Author | : Michael M. Pompian |
| Publisher | : John Wiley & Sons |
| Total Pages | : 393 |
| Release | : 2011-01-31 |
| Genre | : Business & Economics |
| ISBN | : 1118046315 |
"Pompian is handing you the magic book, the one that reveals your behavioral flaws and shows you how to avoid them. The tricks to success are here. Read and do not stop until you are one of very few magicians." —Arnold S. Wood, President and Chief Executive Officer, Martingale Asset Management Fear and greed drive markets, as well as good and bad investment decision-making. In Behavioral Finance and Wealth Management, financial expert Michael Pompian shows you, whether you're an investor or a financial advisor, how to make better investment decisions by employing behavioral finance research. Pompian takes a practical approach to the science of behavioral finance and puts it to use in the real world. He reveals 20 of the most prominent individual investor biases and helps you properly modify your asset allocation decisions based on the latest research on behavioral anomalies of individual investors.
Geopolitical Risk on Stock Returns: Evidence from Inter-Korea Geopolitics
| Author | : Seungho Jung |
| Publisher | : International Monetary Fund |
| Total Pages | : 36 |
| Release | : 2021-10-22 |
| Genre | : Business & Economics |
| ISBN | : 1557759677 |
We investigate how corporate stock returns respond to geopolitical risk in the case of South Korea, which has experienced large and unpredictable geopolitical swings that originate from North Korea. To do so, a monthly index of geopolitical risk from North Korea (the GPRNK index) is constructed using automated keyword searches in South Korean media. The GPRNK index, designed to capture both upside and downside risk, corroborates that geopolitical risk sharply increases with the occurrence of nuclear tests, missile launches, or military confrontations, and decreases significantly around the times of summit meetings or multilateral talks. Using firm-level data, we find that heightened geopolitical risk reduces stock returns, and that the reductions in stock returns are greater especially for large firms, firms with a higher share of domestic investors, and for firms with a higher ratio of fixed assets to total assets. These results suggest that international portfolio diversification and investment irreversibility are important channels through which geopolitical risk affects stock returns.
Noise Trading, Transaction Costs, and the Relationship of Stock Returns and Trading Volume
| Author | : Mr.Charles Frederick Kramer |
| Publisher | : International Monetary Fund |
| Total Pages | : 36 |
| Release | : 1994-10-01 |
| Genre | : Business & Economics |
| ISBN | : 1451854870 |
The relationship of stock returns and trading volume is the focus of much recent interest. I examine an economic model of a rational trader who operates in a market with transactions costs and noise trading. The level of trading affects the rational trader’s marginal cost of transacting; as a result, trading volume is a source of risk. This engenders an equilibrium relationship between returns and volume. The model also provides a simple way to scrutinize this relationship empirically. Empirical evidence supports the implications of the model.
Handbook Of Investment Analysis, Portfolio Management, And Financial Derivatives (In 4 Volumes)
| Author | : Cheng Few Lee |
| Publisher | : World Scientific |
| Total Pages | : 3972 |
| Release | : 2024-04-08 |
| Genre | : Business & Economics |
| ISBN | : 9811269955 |
This four-volume handbook covers important topics in the fields of investment analysis, portfolio management, and financial derivatives. Investment analysis papers cover technical analysis, fundamental analysis, contrarian analysis, and dynamic asset allocation. Portfolio analysis papers include optimization, minimization, and other methods which will be used to obtain the optimal weights of portfolio and their applications. Mutual fund and hedge fund papers are also included as one of the applications of portfolio analysis in this handbook.The topic of financial derivatives, which includes futures, options, swaps, and risk management, is very important for both academicians and partitioners. Papers of financial derivatives in this handbook include (i) valuation of future contracts and hedge ratio determination, (ii) options valuation, hedging, and their application in investment analysis and portfolio management, and (iii) theories and applications of risk management.Led by worldwide known Distinguished Professor Cheng Few Lee from Rutgers University, this multi-volume work integrates theoretical, methodological, and practical issues of investment analysis, portfolio management, and financial derivatives based on his years of academic and industry experience.
