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Marktüberblick : Anwendungen und Systeme für das Wissensmanagement

Gronau, Norbert - 2005

Diese Marktstudie vermittelt einen Überblick über Software, die zur Unterstützung von Wissensmanagement eingesetzt werden kann und berücksichtigt dabei die Spannweite von spezialisierten Suchmaschinen bis zu umfassenden integrierten Wissensmanagementsystemen. Die untersuchte Software bietet...

Persistent link: https://www.econbiz.de/10009448933

The Predictability of Excess Returns on UK Bonds: a Non-Linear Approach

Lekkos, I; Costas, M - 2001

This paper provides an empirical description of the behaviour of excess returns on UK government discount bonds interms of risk factors such as the forward premium, the slope of the term structure, dividend yields and excess stockreturns. We identify the existence of a time-varying term...

Persistent link: https://www.econbiz.de/10009465466

The rise and demise of the convertible arbitrage strategy

Loncarski, Igor; Horst, Jenke ter; Veld, Chris - 2009

This paper analyzes convertible arbitrage, one of the most successful hedge fund strategies. The aim of the strategy is to exploit underpricing of convertible bonds by taking a long position in a convertible and a short position in the underlying asset. The authors find that convertible bonds...

Persistent link: https://www.econbiz.de/10009465981

Examining Tracking Stock Restructuring and Their Effect on Short - Run Excess Returns

Lau, Kwendy - 2011

This paper examines tracking stock issuances, a relatively uncommon method of equity restructuring. I utilize likely the entire population of tracking stock issuances on US exchanges – from the first ever in October 1984 to the most recent one in November 2009 – in order to analyze the...

Persistent link: https://www.econbiz.de/10009468766

Testing market imperfections via genetic programming

Jansen, Sebastian - 2011

The thesis checks the validity of the efficient markets hypothesis focusing on stock markets. Technical trading rules are generated by using an evolutionary optimization algorithm (Genetic Programming) based on training samples. The trading rules are subsequently applied to data samples unknown...

Persistent link: https://www.econbiz.de/10009451192

A test of momentum trading strategies in foreign exchange markets: Evidence from the G7

Bianchi, Robert J.; Drew, Michael E.; Polichronis, John - 2005

Abstract: In this trading strategy study, we ask three questions. ? does momentum exist in foreign exchange markets? ? what is the impact of transaction costs on excess returns? ? can a consolidated trading signal garner excess returns and if so, what is the source of such returns? Using total...

Persistent link: https://www.econbiz.de/10009483275

Impact of payout restrictions in the wake of the COVID-19 pandemic on European and US banks´ market valuation

Pablos, Irene; Pérez Montes, Carlos

Banking prudential authorities in a large number of jurisdictions restricted payouts after the onset of the COVID-19 pandemic, with the aim of bolstering organic capital generation and strengthening banks’ solvency. This paper analyses whether market reactions around the dates of the...

Persistent link: https://www.econbiz.de/10013523641

Do behavioral needs influence the trading activity of individual investors? Evidence from repeated natural experiments

Gao, X; Lin, TC - 2010

Multiple natural experiments of large jackpot lotteries in Taiwan are used to document a substitution effect between individual investor trading and lottery buying. We establish five key findings. First, when the jackpot exceeds 500 million Taiwan dollars (about 15 million U.S. dollars), the...

Persistent link: https://www.econbiz.de/10009471539

Natural language processing and financial markets: semi-supervised modelling of coronavirus and economic news

Moreno Pérez, Carlos; Minozzo, Marco

Este documento estudia las reacciones de los mercados financieros de Estados Unidos a nuevas noticias de la prensa desde enero de 2019 hasta el primero de mayo de 2020. Con este fin, construimos medidas del contenido y del sentimiento de las noticias mediante el desarrollo de índices apropiados...

Persistent link: https://www.econbiz.de/10013342622

Implizites Wissen für die Beschaffung internetbasierter aufgabenspezifischer Informationen

Franzen, Dina Katharina - 2007

Suchmaschine sucht. Der Nutzer ist aber oftmals nicht in der Lage, die Suchanfrage derart zu formulieren, dass das Verständnis des … Nutzers bzgl. der Suchanfrage mit dem der Suchmaschine übereinstimmt. Daraus können zwei wesentliche Probleme resultieren: Die … Suchmaschine liefert entweder unüberschaubar lange Ergebnislisten und/oder sie ignoriert potenziell relevante Informationen, wenn …

Persistent link: https://www.econbiz.de/10009467431