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Aproximación al mercado de la información en España. Proveedores y editores de noticias
Baiget, Tomàs; Olea, Isabel - Volkswirtschaftliche Fakultät, … - 2010
It is very difficult to quantify the value of information in general because its value is relative depending on the circumstances of its production, distribution and consumption. The only clear measure for everybody, and the one that is of interest for a country's economy, is the amount of money...
Persistent link: https://www.econbiz.de/10011111218
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Mark to target information : idiosyncratic forward-looking information and its use to define primary ESG indicators
Giacomelli, Andrea - 2022
Persistent link: https://www.econbiz.de/10013401891
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Risikofaktoren und Multifaktormodelle für den Deutschen Aktienmarkt (Risk Factors and Multi-Factor Models for the German Stock Market)
Hanauer, Matthias; Kaserer, Christoph; Rapp, Marc Steffen - 2011
Substanzprämie (Value Premium) und eine signifikant positive Momentumprämie (Momentum Premium). Zweitens zeigen sich alle vier … significant positive value premium and a significant positive momentum premium. Second, the correlation within all four risk …
Persistent link: https://www.econbiz.de/10010307494
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Empirical risk factors in realized stock returns
Novák, Jiří; Petr, Dalibor - 2009
Measuring risk in the stock market context is one of the key challenges of modern finance. Despite of the substantial significance of the topic to investors and market regulators, there is a controversy over what risk factors should be used to price the assets or to determine the cost of...
Persistent link: https://www.econbiz.de/10010322253
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Stock Selection Strategies in Emerging Markets
van der Hart, Jaap; Slagter, Erica; van Dijk, Dick - 2001
Recent empirical evidence suggests that value and momentum strategies generate significantexcess returns in emerging …
Persistent link: https://www.econbiz.de/10010324784
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Do Polls create Momentum in Political Competition?
Denter, Philipp; Sisak, Dana - 2013
popular candidate invests more in the campaign and thereby increases her lead in expectation: polls create momentum. When …
Persistent link: https://www.econbiz.de/10010326214
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The Size Effect in Value and Momentum Factors: Implications for the Cross-section of International Stock Returns
Atanasov, Victoria; Nitschka, Thomas - 2013
basis of small stocks. Empirically, we show that (i) small-stock components of traditional value and momentum factors … benchmark models in finance; (iii) global small-stock value and momentum components are priced but regional models lead to more …
Persistent link: https://www.econbiz.de/10010326554
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Combining equity country selection strategies
Zaremba, Adam - In: Contemporary Economics 11 (2017) 1, pp. 107-126
The recent increase in passive investment products has provided investors with easy access to international markets. The basic motivation of this paper is to offer new tools to investors who want to allocate assets across countries. This study investigates the performance of equity country...
Persistent link: https://www.econbiz.de/10011659908
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Time-series and cross-sectional momentum and contrarian strategies within the commodity futures markets
Rosales, Enrique Benavides - In: Cogent Economics & Finance 5 (2017) 1, pp. 1-32
The aim within this paper is to analyze the difference between momentum and contrarian portfolios constructed under the …
Persistent link: https://www.econbiz.de/10011988761
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Enhanced portfolio performance using a momentum approach to annual rebalancing
Mattei, Michael D. - In: International Journal of Financial Studies 6 (2018) 1, pp. 1-9
contrarian approaches to rebalancing. A recent article proposed a rebalancing approach that incorporates a momentum approach to … rebalancing. The momentum approach had a better risk adjusted return than either the traditional approach or a Buy …-and-Hold approach. This article identifies an improvement to the momentum approach and then examines the impact of transactions costs …
Persistent link: https://www.econbiz.de/10011996080