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markets, the USA and the UK, for a long period of time. Our empirical results show that: 1) there is a considerable degree of … degree of switching in the USA and the UK, giving some support to the hypothesis that common sentiment could drive the …
Persistent link: https://www.econbiz.de/10009360080
efficient resource allocators. Sin is identified as ethical failure on a communitywide scale. Between 1985 and 2010, the USA has …
Persistent link: https://www.econbiz.de/10010668765
the volatility of US stock market during the subprime crisis is significantly transmitted to Asian and European financial … markets. Moreover, UK and Swiss financial markets present an important role in emitting volatility to Asian markets. In …. All residuals showed enhanced volatility during the financial crisis period of mid 2007-2008. Moreover, the cross …
Persistent link: https://www.econbiz.de/10010754852
The overarching aim of the present paper is to investigate the pattern of returns and volatility in the US and the UK …
Persistent link: https://www.econbiz.de/10010670368
market to New York, Pairs and Frankfurt stock markets. Within the European stock markets, there are unidirectional volatility … spillover effects from Frankfurt to Paris and from Paris to London. Volatility increases induced by bad news are transmitted … more strongly than volatility declines. …
Persistent link: https://www.econbiz.de/10010816696
-term continuation (momentum), a long-term reversal in stock returns, high levels of trading volume and excessive volatility. Using data … the relation between return volatility and trading volume shows that the excessive trading of overconfident investors … makes a contribution to the observed excessive volatility. …
Persistent link: https://www.econbiz.de/10004999741
profession in the USA. This paper evaluates the founding principles upon which this profession was based in the 1980s. It then …
Persistent link: https://www.econbiz.de/10010670257
In this paper, the development of price volatility on German agricultural markets is analyzed. The goal is to quantify … the degree of price volatility for selected German agricultural markets and determine how it evolutes over time. Where …, questions are: Was there an increase in price volatility? Did it came from the world markets? What is the impact of price …
Persistent link: https://www.econbiz.de/10009003989
, la administracion de carteras de fondos y sobre behavioural finance, principalmente en el mercado de USA, por lejos el …
Persistent link: https://www.econbiz.de/10005134737
, principalmente en el mercado de USA, por lejos el mas importante del mundo. Tambien, se muestra investigacion en España. Se …
Persistent link: https://www.econbiz.de/10005134816