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Fifield, S. G. M.; McMillan, David G.; McMillan, Fiona J. - In: The European journal of finance 26 (2020) 11, pp. 1075-1101

Persistent link: https://www.econbiz.de/10012264949

A study on risk return relationship of Indian equity markets

Thappa, Sankar - In: Advances in Management Research : Emerging Challenges …, (pp. 237-242). 2022

Persistent link: https://www.econbiz.de/10014434886

Risk bearing ability of investors in Indian stock market

Valliappan, M. - In: International journal of economic research 12 (2015) 2, pp. 287-293

Persistent link: https://www.econbiz.de/10011419781

Determinants of equity pension plan flows

Martí Ballester, Carmen Pilar - In: Estudios de economía 41 (2014) 1, pp. 125-148

The aim of this study is to analyze investor response to different measures of pension plan performance. To do this, we implement a fixed effects panel data methodology corrected by heteroskedasticity, serial correlation and cross-sectional dependence, as proposed by Vogelsang (2012). The...

Persistent link: https://www.econbiz.de/10010385804

Risk-adjusted time series momentum

Dudler, Martin; Gmür, Bruno; Malamud, Semyon - 2014

We introduce a new class of momentum strategies, the risk-adjusted time series momentum (RAMOM) strategies, which are based on averages of past futures returns, normalized by their volatility. We test these strategies on a universe of 64 liquid futures contracts and show that RAMOM strategies...

Persistent link: https://www.econbiz.de/10011293745

Herding Behavior : Evidence from Southeast Asian Stock Markets

Muharam, Harjum; Dharmawan, Aditya; Najmudin, Najmudin; … - In: Recent developments in Asian economics : international …, (pp. 207-220). 2021

Persistent link: https://www.econbiz.de/10012804477

Integrated intellectual investment portfolio as an efficient instrument to manage personal financial investment

Rutkauskas, Aleksandras Vytautas; Stasytytė, Viktorija - In: Journal of risk and financial management : JRFM 15 (2022) 1, pp. 1-22

another. Sometimes, earning a substantial return in the stock market seems complicated to implement for an individual investor … model helps find one or several stocks that generate the highest return on a separate step. Applying this model, experiments … returns in these markets has been noticed. In the German market, during the 97-day period, the authors obtained a 1.46 return …

Persistent link: https://www.econbiz.de/10012813900

The impact of sentiment on commodity return and volatility

Maghyereh, Aktham I.; Abdoh, Hussein; Al-Shboul, Mohammad - In: Review of Pacific Basin financial markets and policies 23 (2020) 4, pp. 2050034-1-2050034-34

Persistent link: https://www.econbiz.de/10012496992

Does corporate social responsibility create shareholder value? : the importance of long-term investors

Nguyen, Phuong Anh; Kecskés, Ambrus; Mansi, Sattar - In: Journal of banking & finance 112 (2020), pp. 1-21

Persistent link: https://www.econbiz.de/10012225309

Attention effect via internet search intensity in Asia-Pacific stock markets

Tantaopas, Parkpoom; Padungsaksawasdi, Chaiyuth; … - In: Pacific-Basin finance journal 38 (2016), pp. 107-124

Persistent link: https://www.econbiz.de/10011669069

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