The Day Of The Week Effect On Stock Market Returns And Volatility
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| Author | : Robert A. Ariel |
| Publisher | : Palala Press |
| Total Pages | : 52 |
| Release | : 2018-03-03 |
| Genre | : History |
| ISBN | : 9781379114314 |
This work has been selected by scholars as being culturally important, and is part of the knowledge base of civilization as we know it. This work was reproduced from the original artifact, and remains as true to the original work as possible. Therefore, you will see the original copyright references, library stamps (as most of these works have been housed in our most important libraries around the world), and other notations in the work. This work is in the public domain in the United States of America, and possibly other nations. Within the United States, you may freely copy and distribute this work, as no entity (individual or corporate) has a copyright on the body of the work. As a reproduction of a historical artifact, this work may contain missing or blurred pages, poor pictures, errant marks, etc. Scholars believe, and we concur, that this work is important enough to be preserved, reproduced, and made generally available to the public. We appreciate your support of the preservation process, and thank you for being an important part of keeping this knowledge alive and relevant.
| Author | : Adam Zaremba |
| Publisher | : Springer |
| Total Pages | : 325 |
| Release | : 2018-07-25 |
| Genre | : Business & Economics |
| ISBN | : 3319915304 |
This compelling book examines the price-based revolution in investing, showing how research over recent decades has reinvented technical analysis. The authors discuss the major groups of price-based strategies, considering their theoretical motivation, individual and combined implementation, and back-tested results when applied to investment across country stock markets. Containing a comprehensive sample of performance data, taken from 24 major developed markets around the world and ranging over the last 25 years, the authors construct practical portfolios and display their performance—ensuring the book is not only academically rigorous, but practically applicable too. This is a highly useful volume that will be of relevance to researchers and students working in the field of price-based investing, as well as individual investors, fund pickers, market analysts, fund managers, pension fund consultants, hedge fund portfolio managers, endowment chief investment officers, futures traders, and family office investors.
| Author | : Thorsten Hens |
| Publisher | : Elsevier |
| Total Pages | : 607 |
| Release | : 2009-06-12 |
| Genre | : Business & Economics |
| ISBN | : 0080921434 |
The models of portfolio selection and asset price dynamics in this volume seek to explain the market dynamics of asset prices. Presenting a range of analytical, empirical, and numerical techniques as well as several different modeling approaches, the authors depict the state of debate on the market selection hypothesis. By explicitly assuming the heterogeneity of investors, they present models that are descriptive and normative as well, making the volume useful for both finance theorists and financial practitioners. - Explains the market dynamics of asset prices, offering insights about asset management approaches - Assumes a heterogeneity of investors that yields descriptive and normative models of portfolio selections and asset pricing dynamics
| Author | : Dr. Sitaram Pandey |
| Publisher | : Book Rivers |
| Total Pages | : 227 |
| Release | : 2022-03-09 |
| Genre | : Antiques & Collectibles |
| ISBN | : 9355152485 |
| Author | : Andrew C. Harvey |
| Publisher | : Cambridge University Press |
| Total Pages | : 574 |
| Release | : 1990 |
| Genre | : Business & Economics |
| ISBN | : 9780521405737 |
A synthesis of concepts and materials, that ordinarily appear separately in time series and econometrics literature, presents a comprehensive review of theoretical and applied concepts in modeling economic and social time series.
| Author | : Hela Cheikhrouhou |
| Publisher | : World Bank Publications |
| Total Pages | : 184 |
| Release | : 2007 |
| Genre | : Law |
| ISBN | : 0821371401 |
Structured Finance in Latin America explores how structured finance mechanisms can channel pension savings to support projects in underserved sectors, deepen capital markets, and contribute to investment and economic growth. Private pension funds have been accumulating assets rapidly in the wake of pension system reforms in many Latin American countries. Strict investment regulations to protect workers' savings have limited their investment in highly creditworthy domestic securities, yet pension fund demand for new securities has outstripped issuance of eligible traditional corporate debt instruments. This has contributed to a high concentration of pension fund assets in public debt. Innovative structured finance mechanisms can help bring to the market a new set of creditworthy securities backed by pools of loans to small borrowers, mortgage loans or the expected proceeds of large infrastructure projects. These mechanisms create new investment opportunities for pension funds, while establishing additional sources of funding for underserved market segments. Policy makers and regulatory authorities have a catalytic role to play in the development of structured finance securities by establishing a conducive legal, regulatory, and tax framework. Structured Finance in Latin America serves as a practical guide for development practitioners, policy makers, and others working in government, international or nongovernmental organizations, and financial institutions, who focus on finance and investment; infrastructure, transport, and urban development; housing finance; small and medium-sized enterprise development; and pension reform.
| Author | : Irina Prodan |
| Publisher | : Anchor Academic Publishing (aap_verlag) |
| Total Pages | : 54 |
| Release | : 2013-06-01 |
| Genre | : Political Science |
| ISBN | : 3954895560 |
One renowned and frequently researched anomaly over the last two decades is the weather effect, more precisely, the impact of weather on stock market returns. The extensive literature on the weather effect fails to converge towards a unique, systematic and robust relationship between the weather, and the stock market. Therefore, the aim of this paper is to explain the contradictory results in the literature by testing whether stock prices are affected by the weather in a significantly different manner depending on the level of market development, and explaining how this difference behaves over time. In order to test for this, city-by-city, pooled and binary regressions are employed using data of 10 developed, and 10 emerging countries over the period 1996-2011 by using two different means of seasonal adjustment.
| Author | : Ümit Hacioğlu |
| Publisher | : Springer |
| Total Pages | : 655 |
| Release | : 2017-01-20 |
| Genre | : Business & Economics |
| ISBN | : 3319470213 |
This book assesses the 2008-2009 financial crisis and its ramifications for the global economy from a multidisciplinary perspective. Current market conditions and systemic issues pose a risk to financial stability and sustained market access for emerging market borrowers. The volatile environment in the financial system became the source of major threats and some opportunities such as takeovers, mergers and acquisitions for international business operations. This volume is divided into six sections. The first evaluates the 2008-2009 Global Financial Crisis and its impacts on Global Economic Activity, examining the financial crisis in historical context, the economic slowdown, transmission of the crisis from advanced economies to emerging markets, and spillovers. The second section evaluates global imbalances, especially financial instability and the economic outlook for selected regional economies, while the third focuses on international financial institutions and fiscal policy applications. The fourth section analyzes the capital market mechanism, price fluctuations and global trade activity, while the fifth builds on new trends and business cycles to derive effective strategies and solutions for international entrepreneurship and business. In closing, the final section explores the road to economic recovery and stability by assessing the current outlook and fiscal strategies.
| Author | : Hans R. Stoll |
| Publisher | : Springer Science & Business Media |
| Total Pages | : 163 |
| Release | : 1993-02-28 |
| Genre | : Business & Economics |
| ISBN | : 0792392957 |
This volume addresses various aspects of the microstructure of world trading markets and provides scientific evidence on the functioning of specific foreign markets. The study of market microstructure has previously focused on the U.S. markets, but with the rapid expansion in foreign markets there is a real need to understand the nature and functioning of foreign trading markets.
| Author | : Elroy Dimson |
| Publisher | : CUP Archive |
| Total Pages | : 328 |
| Release | : 1988-03-17 |
| Genre | : Business & Economics |
| ISBN | : 9780521341042 |
