Similar Search Results

Do individual currency traders make money?

Abbey, Boris S.; Doukas, John A. - In: Journal of international money and finance 56 (2015), pp. 158-177

Persistent link: https://www.econbiz.de/10011477888

Investor sentiment, beta, and the cost of equity capital

Antoniou, Constantinos; Doukas, John A.; Subrahmanyam, … - In: Management science : journal of the Institute for … 62 (2016) 2, pp. 347-367

Persistent link: https://www.econbiz.de/10011446188

A test of the errors-in-expectations explanation of the value/glamour stock returns performance : evidence from analysts' forecasts

Doukas, John A.; Kim, Chansog Francis; Pantzalis, Christos - In: The journal of finance : the journal of the American … 57 (2002) 5, pp. 2143-2166

Persistent link: https://www.econbiz.de/10001709415

Is technical analysis profitable for individual currency traders?

Abbey, Boris S.; Doukas, John A. - In: The journal of portfolio management : a publication of … 39 (2012) 1, pp. 142-150

Persistent link: https://www.econbiz.de/10009670632

Cognitive dissonance, sentiment, and momentum

Antoniou, Constantinos; Doukas, John A.; Subrahmanyam, … - In: Journal of financial and quantitative analysis : JFQA 48 (2013) 1, pp. 245-275

Persistent link: https://www.econbiz.de/10009772359

2001 European Financial Management Association: Roundtable Discussion ; rationality of capital markets

Doukas, John A. (contributor) - In: European financial management : the journal of the … 8 (2002) 2, pp. 229-247

Persistent link: https://www.econbiz.de/10001688457

Stock price synchronicity, cognitive biases, and momentum

Chen, Chen; Doukas, John A. - In: European financial management : the journal of the … 28 (2022) 1, pp. 59-112

Persistent link: https://www.econbiz.de/10012795703

Do Individual Currency Traders Make Money?

Abbey, Boris - 2014

Using a unique online currency transactions dataset, we examine the performance, trading activity, drawdown, and timing abilities of individual currency traders. Evidence from 428 accounts during the 2004-2009 period shows that currency traders earn positive abnormal returns, even after...

Persistent link: https://www.econbiz.de/10013045085

Revisiting disposition effect and momentum : a quantile regression perspective

Ahmed, Mohamed S.; Doukas, John A. - In: Review of quantitative finance and accounting 56 (2021) 3, pp. 1087-1128

Persistent link: https://www.econbiz.de/10012498621

Investor Sentiment, Beta, and the Cost of Equity Capital

Antoniou, Constantinos - 2019

The security market line (SML) accords with the capital asset pricing model (CAPM) by taking on an upward slope in pessimistic sentiment periods, but is downward sloping during optimistic periods. We hypothesize that this finding obtains because periods of optimism attract equity investment by...

Persistent link: https://www.econbiz.de/10012905600