Similar Search Results

Dynamic Analysis between Sin Stocks and Investor Sentiment

Perez-Liston, Daniel - 2017

This paper examines the temporal relationship between sin stocks and investor sentiment using vector autoregressive models. It decomposes sin returns into a market-based and pure sin component and then performs dynamic statistical modeling on the pure sin portfolio. Next, it attempts to...

Persistent link: https://www.econbiz.de/10012948710

Investor attention, analysts coverage and idiosyncratic volatility puzzle : based on behavioral perspective

Tian, Xinmin; Zhang, Zhiqiang; Zhang, Cheng; Gao, Mingyu - In: International journal of emerging markets 19 (2024) 7, pp. 1804-1838

Persistent link: https://www.econbiz.de/10014575631

The impact of size and book-to-market among paired stocks

Mohrschladt, Hannes - In: The journal of asset management 19 (2018) 6, pp. 384-393

Persistent link: https://www.econbiz.de/10011958096

TrimTabs Investing : Using Liquidity Theory to Beat the Stock Market

Biderman, Charles - 2005 - 1st ed.

fundamental value. Finally, it outlines the building blocks of liquidity theory and explains how you can use them to predict the …. Biderman's long overdue book outlines the theory and evidence behind 'Trading Float,' the actual-and exploitable-power behind … -- PROMOTING GLOBAL PROSPERITY -- HONORING MY PARENTS -- Part I: Introducing Liquidity Theory -- Chapter 1: A Tale of Fortune Lost …

Persistent link: https://www.econbiz.de/10012688381

Fundamentals unknown : momentum, mean-reversion and price-to-earnings trading in an artificial stock market

Schasfoort, Joeri; Stockermans, Christopher - 2017

The use of fundamentalist traders in the stock market models is problematic since fundamental values in the real world are unknown. Yet, in the literature to date, fundamentalists are often required to replicate key stylized facts. The authors present an agent-based model of the stock market in...

Persistent link: https://www.econbiz.de/10011723700

Fundamentals and the winner-loser effect theory and empirical evidence

Külpmann, Mathias - 2000

Persistent link: https://www.econbiz.de/10001474619

Excess sensitivity of stock markets to negative returns

Azar, Samih Antoine; Basmadjian, Raffi - In: International journal of economic perspectives : IJEP 6 (2012) 1, pp. 5-38

Persistent link: https://www.econbiz.de/10011587062

Three essays on behavioural finance

Hemmens, Christopher - 2017

The fact that human economic behaviour has a significant irrational element - one that is simultaneously hard-to-explain and highly predictable - has fascinated economists for decades from Fechner, 1860 to Shiller, 2005 and beyond. In this dissertation, I investigate the field from various...

Persistent link: https://www.econbiz.de/10011948369

An analysis of the effect of investor sentiment in a heterogeneous switching transition model for G7 stock markets

Jawadi, Fredj; Namouri, Hela; Ftiti, Zied - In: Journal of economic dynamics & control 91 (2018), pp. 469-484

Persistent link: https://www.econbiz.de/10011974225

The new finance : overreaction, complexity, and uniqueness

Haugen, Robert A. - 2004 - 3. ed.

Persistent link: https://www.econbiz.de/10001786555

1
2
3
4
5
6
7
8
9
10
Next
Last