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Bootstrap Markov chain Monte Carlo and optimal solutions for the Law of Categorical Judgment (Corrected)
Kochanski, Greg P; Rosner, Burton S. - 2010
sets simulated for Full Signal Detection Theory and its special cases of standard Signal Detection Theory and Complementary … Signal Detection Theory. …
Persistent link: https://www.econbiz.de/10009441534
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Design of Discrete Auction
Sujarittanonta, Pacharasut - 2010
Chapter 1: Efficient Design of an Auction with Discrete Bid Levels This paper studies one of auction design issues: the choice of bid levels. Full efficiency is generally unachievable with a discrete auction. Since there may be more than one bidder who submits the same bid, the auction cannot...
Persistent link: https://www.econbiz.de/10009450772
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Risk Preferences Beyond Expected Utility Theory: Theoretical and Experimental Approaches
R?ger, Maximilian - 2011
preferences beyond the classical concept of expected utility theory. The thesis contains four main chapters.The first two chapters … dependence compared to classical models of expected utility theory. It is shown that some empirical puzzles concerning … utility theory are met. It is shown that the methodological concerns are empirically relevant when a classification of …
Persistent link: https://www.econbiz.de/10009482308
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The low P/E effect and abnormal returns for Australian industrial firms
Kelly, Simone; McClean, Jenna; McNamara, Ray - 2008
While the low P/E effect has been examined rather extensively in international markets particularly in the US, there is a notable absence of Australian market-based P/E studies. This research examines the relationship between the investment performance of Australian Industrial common stock and...
Persistent link: https://www.econbiz.de/10009441755
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Scaling properties of financial time series
Schreier, David - 2007
This thesis will first criticize standard financial theory. The focus will be on return distributions, efficient market …
Persistent link: https://www.econbiz.de/10009467109
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Evaluation of Baltic Stock Exchanges' Efficiency
Repečkaitė, Gerda - 2010
announcements. To reach this aim the concept of market efficiency is analyzed and related theory reviewed. The unanticipated content …
Persistent link: https://www.econbiz.de/10009478248
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Silpnos formos efektyvumo tyrimas Baltijos šalių akcijų rinkose
Meškauskaitė, Viltė - 2010
Tyrimo objektas – silpnos formos efektyvumas Baltijos šalių akcijų rinkose.Tyrimo tikslas – įvertinti silpnos formos efektyvumo pasireiškimą Baltijos šalių akcijų rinkose.Tyrimo uždaviniai:1. Atskleisti efektyvios rinkos hipotezės sampratą;2. Apibūdinti efektyvios rinkos formas...
Persistent link: https://www.econbiz.de/10009478700
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Superior investment returns : the role of value-based investment / R.A. Janse van Rensburg.
Janse Van Rensburg, Roedolf Arnoldus - 2009
The strong form of the efficient market hypothesis (EMH) puts forward that it is impossible to achieve better than market results. Yet there are very famous investors, particularly a famous value based investor named Warren Buffett that have achieved better than market returns. The primary...
Persistent link: https://www.econbiz.de/10009455929
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The efficient market hypothesis through the eyes of an artificial technical analyst
Timur Yusupov - 2007
The academic literature has been reluctant to accept technical analysis as a rational strategy of traders in financial markets. In practice traders and analysts heavily use technical analysis to make investment decisions. To resolve this incongruence the aim of this study is to translate...
Persistent link: https://www.econbiz.de/10009428999
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Commodity futures and momentum trading: implications for behavioural finance
Calder, Dan; O'Grady, Thomas - 2009
The purpose of this paper is to expand the research on momentum strategies in the securities market. Specifically, it examines the momentum anomaly in respect to the commodity futures market, and closely follows recent work as studied by Miffre and Rallis (2007). This study identifies one...
Persistent link: https://www.econbiz.de/10009434769