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The stock selection problem : is the stock selection approach more important than the optimization method? : evidence from the Danish stock market
Grobys, Klaus - In: Journal of applied finance & banking 1 (2011) 1, pp. 143-162
Passive investment strategies basically aim to replicate an underlying benchmark. Thereby, the management usually selects a subset of stocks being employed in the optimization procedure. Apart from the optimization procedure, the stock selection approach determines the stock portfolios's...
Persistent link: https://www.econbiz.de/10009958479
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Market timing and statistical arbitrage : which market timing opportunities arise from equity price busts coinciding with recessions? : the Swedish stock market in the financial cr...
Grobys, Klaus - In: Journal of applied finance & banking 1 (2011) 1, pp. 53-81
benchmark with a marginal lower volatility as the benchmark, respectively, 28.08% p.a. with 7.99 percent units higher volatility …
Persistent link: https://www.econbiz.de/10009958483
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What are the benefits of globally invested mutual funds? : evidence from statistical arbitrage models
Grobys, Klaus - In: Journal of applied finance & banking 2 (2012) 1, pp. 1-27
Even though correlations between different economies' stock markets have empirically increased over time, it would have been advantageously to invest in developing countries' stock markets such as the Indian stock market, instead of investing in the US-stock market when considering the overall...
Persistent link: https://www.econbiz.de/10010009113
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Currency exposure, second-moment exchange rate exposure and asymmetric volatility of stock returns : the effects of financial crises on Taiwanese firms
Varga, René Ferenc Franck - In: Journal of applied finance & banking 3 (2013) 2, pp. 15-37
Over the last two decades, a number of financial disasters have occurred due to failure in risk management procedures …- and second-moment exchange rate exposure on individual firm value and the stock return volatility underlying exchange rate … risk of the Taiwanese firms decreases after the 1997 crisis but is higher after the 2007 crisis increasing thus their …
Persistent link: https://www.econbiz.de/10010148075
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An empirical investigation of the relationship between stock return and trading volume : evidence from the Jordanian banking sector
Al-Jafari, Mohamed Khaled; Tliti, Ahmad - In: Journal of applied finance & banking 3 (2013) 3, pp. 45-64
show a significant relationship between trading volumes and return volatility. Furthermore, Johansen’s cointegration …
Persistent link: https://www.econbiz.de/10010148092
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Financial literacy of youth : a sensitivity analysis of the determinants
Samy, Martin; Tawfik, H.; Huang, R.; Nagar, A. K. - In: International journal of economic sciences and applied … 1 (2008) 1, pp. 55-70
This paper reports on the potential use of Neural Network as a sensitivity modeling tool for the determinants of financial literacy. The financial literacy modeling in this research has been attempted to measure the literacy of youth in the Australian society with respect to their financial...
Persistent link: https://www.econbiz.de/10009958024
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Business valuation engagement letter : regulations adopted in selected standards
Grudziński, Michał - In: E-Finanse : finansowy kwartalnik internetowy 7 (2011) 4, pp. 13-24
The article presents conclusions drawn from the analysis of regulations concerning the issue of the content of business valuation engagement letter. The analysis covered regulations appearing in eight business valuation standards used in Australia, New Zealand, Hong Kong, Canada and the USA....
Persistent link: https://www.econbiz.de/10009959732
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Reformbedarf in der EU-Bankenregulierung : Solvenz von Banken und Staaten entkoppeln
Pockrandt, Johannes; Radde, Sören - In: DIW-Wochenbericht : Wirtschaft, Politik, Wissenschaft 79 (2012) 42, pp. 3-10
strikte Beschränkung von Bankinvestitionen auf länderübergreifende staatliche Schuldtitel ohne länderspezifisches Risiko … the EU take this interdependence into account. Both treat government bonds of member states as risk-free, highly liquid … remedy this. Consequently, EU government bonds could be given risk weights specific to each country. At least in the euro …
Persistent link: https://www.econbiz.de/10010079469
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Financial development, international trade and economic growth : empirical evidence from Pakistan
Shaheen, Safana; Awan, Masood Sarwar; Waqas, Muhammad; … - In: Romanian journal of fiscal policy : RJFP 2 (2011) 2, pp. 11-19
The study utilizes the Autoregressive-distributed lag (ARDL) approach for cointegration and Granger causality test, to explore the long run equilibrium relationship and the possible direction of causality between international trade, financial development and economic growth for the Pakistan...
Persistent link: https://www.econbiz.de/10010079773
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Study on Chinese foreign exchange reserves
Zeng, Shihong - In: Journal of applied finance & banking 2 (2012) 1, pp. 29-67
In this paper we attempt to determine whether the Chinese foreign exchange reserves have been too large. We empirically analyzed the foreign exchange reserves first by using the rate analysis method and then using the cost-profit method. Using the rate analysis method we found that the Chinese...
Persistent link: https://www.econbiz.de/10010009112