Showing 1 - 4 of 4
We investigate the relationship between mood and UK equity pricing. Seven variables that are argued to proxy for mood are tested, including four weather variables (temperature, precipitation, wind speed and geomagnetic storms), and three biorhythm variables (Seasonal Affective Disorder, Daylight...
Persistent link: https://www.econbiz.de/10004988361
The mixture of distributions hypothesis (MDH) suggests that trading volume of shares provides information to share prices and returns. This study examines this, for the first time, in the context of the Irish stock exchange. The evidence is mixed, and only weakly in favour of the MDH. Volume...
Persistent link: https://www.econbiz.de/10005462734
This study re-examines the results of Ciner (2001), who claims that the historically stable relationship between gold and silver has broken down in the 1990s. It is shown, using a longer run of data, for both cash and futures, that this finding may be unwarranted. In particular a recursive...
Persistent link: https://www.econbiz.de/10005495909
This study provides some evidence on the speulation or hedging motives of traders as extracted from the recent Llorente et al . (2002) model, for the Irish stock exchange. It is clear that the findings of Llorente et al. and Ciner (2003) do not transfer well to the Irish case. The more complex...
Persistent link: https://www.econbiz.de/10005639949