Showing 1 - 10 of 75
. Consumer attitudes towards financial investments have always been a challenge for the finance companies due to limited risk …
Persistent link: https://www.econbiz.de/10010079543
it also improves Sharpe ratios when added to traditional stock/bond portfolios. -- inflation risk ; alternative asset …
Persistent link: https://www.econbiz.de/10010079567
Investors use varies tools in the investment process. Some use technical or fundamental analysis, or both in that process. The aim of the following survey research is first, to examine differences between professional portfolio managers to amateur investors in their approach towards technical...
Persistent link: https://www.econbiz.de/10010009083
In present study, I explore intraday behavior of stock prices. In particular, I try to shed light on the dynamics of stock price reversals and namely, on the short-term character the latter may possess. For each of the stocks currently making up the Dow Jones Industrial Index, I calculate...
Persistent link: https://www.econbiz.de/10010097636
study analyses risk premiums and risk-adjusted excess returns of a portfolio of firms ranked as the most admired companies … in the United States from 2006 to 2011. The results show that average risk premiums of an equal-weighted portfolio of … most admired firms are economically superior than the market risk premiums from 2006 to 2011 (except 2010). For the 1-year …
Persistent link: https://www.econbiz.de/10010118415
In this study, we contribute to existing literature on momentum strategies by assessing a modified version of risk-return … conventional risk-return ratios such as the Sharpe ratio, we also employ the use of risk-return ratio based ranking criterion first … however, we invert the ordinal ranking of negative risk-return ratios to be consistent with the interpretation of negative …
Persistent link: https://www.econbiz.de/10010148289
This paper examines the reaction of the Athens Stock Exchange (ASE) to dividend announcements by a sample of firms listed at the FTSE/ATHEX 20 and FTSE/ATHEX Mid 40 for a fixed period 2004-2008. It also provides analytical information about the Greek Stock Market and the regulations underlying...
Persistent link: https://www.econbiz.de/10009958058
The main objective of this paper is to determine if it is possible to find within the credit market any restrictions, for instance to credit concessions and its commercial conditions to more little firms or to those that do not have a strong relationship whit their usual banks, and, if the...
Persistent link: https://www.econbiz.de/10009958316
The purpose of this paper is to investigate the effects of stock recommendations in returns and trading volumes. Unlike previous research we have investigated the five most usual types of recommendations: buy, outperform, hold, underperform and sell. The methodology we propose is also different...
Persistent link: https://www.econbiz.de/10009959099
In this paper the author compared 13stock exchange indexes of American, British and German markets and determined their impact on Polish Wig and WIG20 indexes. The analysis proved that the British FTSE100 and FTSE250 as well as the German DAX had the biggest influence on the Warsaw indexes. The...
Persistent link: https://www.econbiz.de/10009959710