Showing 1 - 10 of 737
Persistent link: https://www.econbiz.de/10014633229
Persistent link: https://www.econbiz.de/10014266037
Persistent link: https://www.econbiz.de/10012418718
This paper examines how the size of the rolling window, and the frequency used in moving average (MA) trading strategies, affects financial performance when risk is measured. We use the MA rule for market timing, that is, for when to buy stocks and when to shift to the risk-free rate. The...
Persistent link: https://www.econbiz.de/10011906234
Africa (MENA) region countries during 2010-2020. The findings revealed that the influence of economic, business, and labour … results for the region's monarchies indicated similar effects to those of the entire MENA region, except for lagged bank stock … investigations that have scrutinized the 18 MENA countries, which are predominantly Islamic and characterized by their distinct …
Persistent link: https://www.econbiz.de/10014289303
Persistent link: https://www.econbiz.de/10015047997
East and North Africa (MENA) and Gulf Cooperation Council (GCC) region countries. The sample consisted of 173 conventional … and Islamic banks based in the MENA region and 68 conventional and Islamic banks based in the GCC region from 2010 … significant effect on bank stock returns in the MENA region, except for the interaction of the rule of law and voice and …
Persistent link: https://www.econbiz.de/10014500397
Persistent link: https://www.econbiz.de/10011285395
Persistent link: https://www.econbiz.de/10011311206
This paper examines earnings momentum strategies in the U.S. stock universe from an investor's perspective. Specifically, we use the software Stock Investor Pro from the American Association of Individual Investors (AAII) to obtain the composition of the U.S. stock universe from 2005-2015 on a...
Persistent link: https://www.econbiz.de/10011346692