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Review on efficiency and anomalies in stock markets

Woo, Kai-yin; Mai, Chulin; McAleer, Michael; Wong, Wing … - In: Economies 8 (2020) 1, pp. 1-51

that suit their risk preferences and behavioral traits predicted from behavioral models. Finally, when EMH, anomalies and …

Persistent link: https://www.econbiz.de/10013199649

Review on efficiency and anomalies in stock markets

Woo, Kai-yin; Mai, Chulin; McAleer, Michael; Wong, Wing … - In: Economies : open access journal 8 (2020) 1/20, pp. 1-51

that suit their risk preferences and behavioral traits predicted from behavioral models. Finally, when EMH, anomalies and …

Persistent link: https://www.econbiz.de/10012237439

Decision sciences, economics, finance, business, computing, and big data : connections

Chang, Chia-Lin; McAleer, Michael; Wong, Wing Keung - 2018

This paper provides a review of some connecting literature in Decision Sciences, Economics, Finance, Business, Computing, and Big Data. We then discuss some research that is related to the six cognate disciplines. Academics could develop theoretical models and subsequent econometric and...

Persistent link: https://www.econbiz.de/10011807780

Long run returns predictability and volatility with moving averages

Chang, Chia-Lin; Ilomäki, Jukka; Laurila, Hannu; … - In: Risks 6 (2018) 4, pp. 1-18

strategies, affects financial performance when risk is measured. We use the MA rule for market timing, that is, for when to buy … stocks and when to shift to the risk-free rate. The important issue regarding the predictability of returns is assessed. It …

Persistent link: https://www.econbiz.de/10011996648

Modelling Volatility Spillovers for Bio-ethanol, Sugarcane and Corn

Chang, Chia-Lin; McAleer, Michael; Wang, Yu-Ann - 2016

commodities and biofuel helps commodity suppliers hedge their portfolios, and manage the risk and co-risk of their biofuel and … should be considered as viable futures products in financial portfolios for risk management. …

Persistent link: https://www.econbiz.de/10011451531

Risk Management of Daily Tourist Tax Revenues for the Maldives

McAleer, Michael; Shareef, Riaz; da Veiga, Bernardo - 2005

magnitude of tax revenue receipts. A framework is presented for risk management of daily tourist tax revenues for the Maldives … tourist arrivals and their growth rate is analogous to the volatility (or dynamic risk) in financial returns. In this paper …

Persistent link: https://www.econbiz.de/10010312482