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Privatization, political risk and stock market development in emerging economies
Perotti, Enrico C.; Oijen, Pieter van - 1999
This paper investigates whether privatization in emerging economies has a significant indirect effect on local stock … market development through the resolution of political risk. We argue that a sustained privatization program represents a … regulatory and private property rights. We present evidence suggesting that progress in privatization is indeed correlated with …
Persistent link: https://www.econbiz.de/10011301160
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Success and failure of technical trading strategies in the cocoa futures market
Boswijk, Herman Peter; Griffioen, Gerwin; Hommes, Cars H. - 2001
A large set of 5350 trend following technica! trading rules is applied to LIFFEand CSCE cocoa futures prices, and tothe Pound-Dollar exchange rate, in the period 1983:1-1997:6. We find that 72% ofthe trading rules generatespositive profits, even when correcting for transaction and borrowing...
Persistent link: https://www.econbiz.de/10011313922
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Profiteering from the dot-com bubble, sub-prime crisis and Asian financial crisis
McAleer, Michael; Suen, John; Wong, Wing Keung - 2013
Persistent link: https://www.econbiz.de/10009767005
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What drives the quotes of earnigns forecasters?
Bruijn, Bert de; Franses, Philip Hans - 2012
Persistent link: https://www.econbiz.de/10009723028
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How informative are the unpredictable components of earnings forecasts?
Bruijn, Bert de; Franses, Philip Hans - 2015
An analysis of about 300000 earnings forecasts, created by 18000 individual forecasters for earnings of over 300 S&P listed firms, shows that these forecasts are predictable to a large extent using a statistical model that includes publicly available information. When we focus on the...
Persistent link: https://www.econbiz.de/10010490078
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Did the Sarbanes-Oxley Act of 2002 make firms less opaque? : evidence from analyst earnings forecasts
Arping, Stefan; Sautner, Zacharias - 2010 - This version: November 2010
We study whether the Sarbanes-Oxley Act (SOX) of 2002 made firms less opaque. For identification, we use a difference-in-differences estimation approach and compare EU firms that are cross-listed in the US-and therefore subject to SOX-with comparable EU firms that are not cross-listed. We derive...
Persistent link: https://www.econbiz.de/10011382666
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Explaining hedge fund investment styles by loss aversion: a rational alternative
Siegmann, Arjen; Lucas, André - 2002
Persistent link: https://www.econbiz.de/10001689199
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Why is price discovery in credit default swap markets news-specific?
Marsh, Ian; Wagner, Wolf - 2012
Persistent link: https://www.econbiz.de/10010191016
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Forecasting earnings forecasts
Bruijn, Bert de; Franses, Philip Hans - 2013
Persistent link: https://www.econbiz.de/10010191299
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Simple market timing with moving averages
Ilomäki, Jukka; Laurila, Hannu; McAleer, Michael - 2018
Consider using the simple moving average (MA) rule of Gartley (1935) to determine when to buy stocks, and when to sell them and switch to the risk-free rate. In comparison, how might the performance be affected if the frequency is changed to the use of MA calculations? The empirical results show...
Persistent link: https://www.econbiz.de/10011848115