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-lag effect, and then design a pure lead-lag investment strategy as well as enhancement investment strategies by integrating the … provide effective information for designing more profitable investment strategies. …
Persistent link: https://www.econbiz.de/10013272642
investment scenarios, focusing on common AI-related stocks in the United States. We explore the influence of risk management … highlight the growing "AI bubble" and the increasing significance of AI in investment decisions. The study reveals that these …
Persistent link: https://www.econbiz.de/10014497423
company can come from the addition of capital from the owner (investment from the owner) or profits from its business …
Persistent link: https://www.econbiz.de/10014353136
The correlation of returns for various equity asset classes has been high. In addition, the range or "dispersion" of returns across asset classes - and across sectors within those asset classes - has been low. These factors have made it difficult for active managers to outperform. But dispersion...
Persistent link: https://www.econbiz.de/10013121789
Extending price momentum tests to the longest available histories of global financial assets, including country equities, government bonds, currencies, commodities, sectors and U.S. stocks, we create a 215-year history of cross-sectional multi-asset momentum, and confirm the significance of the...
Persistent link: https://www.econbiz.de/10012971740
completely compatible with the letter and spirit of divine Islamic law or shariah, and how Islamic investment is considered for … shariah make Muslim investors' participation in the stock market a special case of ethical investment. This paper discusses a … passing these tests are designated as shariah-compliant stocks or halal investments and these stocks form the investment …
Persistent link: https://www.econbiz.de/10013046324
Persistent link: https://www.econbiz.de/10012631934
The current study investigates the impact of substantial economic fluctuations on household portfolios and analyzes how the fluctuations influence households' propensities to meet the capital accumulation ratio threshold of 25%. The 1992 to 2007 Survey of Consumer Finances datasets were analyzed...
Persistent link: https://www.econbiz.de/10013060490
Value investment and growth investment have attracted a large amount of research in recent decades, but most of this … underdeveloped, particularly when compared to markets such as the U.S. Hence, its behavior regarding value versus growth investment …
Persistent link: https://www.econbiz.de/10011760317
Persistent link: https://www.econbiz.de/10012692265