Narrow search
Showing 1 - 10 of 2,424
Cover Image
Attention to Market Information and Underreaction to Earnings on Market Moving Days
Kottimukkalur, Badrinath - 2019
Post-earnings announcement drift is stronger in firms that release earnings on days when market returns are higher in magnitude. This drift remains robust after controlling for previously documented factors such as Friday releases, the number of simultaneous releases, and price delay measure....
Persistent link: https://www.econbiz.de/10012899887
Cover Image
Speculative behavior and the dynamics of interacting stock markets
Schmitt, Noemi; Westerhoff, Frank H. - 2013
We develop a simple agent-based financial market model in which heterogeneous speculators apply technical and fundamental analysis to trade in two different stock markets. Speculators’ strategy/market selections are repeated at each time step and depend on predisposition effects, herding...
Persistent link: https://www.econbiz.de/10010204792
Cover Image
Bubbles and crashes in a behavioural finance model
De Grauwe, Paul; Grimaldi, Marianna - 2004
We develop a simple model of the exchange rate in which agents optimize their portfolio and use different forecasting rules. They check the profitability of these rules ex post and select the more profitable one. This model produces two kinds of equilibria, a fundamental and a bubble one. In a...
Persistent link: https://www.econbiz.de/10011401333
Cover Image
Bubbles and crashes in a behavioural finance model
De Grauwe, Paul; Grimaldi, Marianna - 2004
We develop a simple model of the exchange rate in which agents optimize their portfolio and use different forecasting rules. They check the profitability of these rules ex post and select the more profitable one. This model produces two kinds of equilibria, a fundamental and a bubble one. In a...
Persistent link: https://www.econbiz.de/10011585311
Cover Image
Attention to market information and underreaction to earnings on market moving days
Kottimukkalur, Badrinath - In: Journal of financial and quantitative analysis : JFQA 54 (2019) 6, pp. 2493-2516
Persistent link: https://www.econbiz.de/10012165917
Cover Image
Impact of analyst recommendations on stock returns : evidence from the German stock market
Souček, Michael; Wasserek, Thomas - 2014
The purpose of this article is to examine the impact of analysts' recommendation downgrades, upgrades, and reiterations on German stock returns and as to whether prof- itable investment strategies could potentially be designed around these recommendations. The paper provides a unique detailed...
Persistent link: https://www.econbiz.de/10010404559
Cover Image
Price gaps : another market anomaly?
Caporale, Guglielmo Maria; Plastun, Alex - 2016
Persistent link: https://www.econbiz.de/10011539676
Cover Image
Market efficiency and technical analysis in Romania
Anghel, Dan Gabriel - In: International journal of financial research 6 (2015) 2, pp. 164-177
Persistent link: https://www.econbiz.de/10011405142
Cover Image
Applying a combined max-min simple moving average trading strategy to market indexes
Ren, Louie; Ren, Peter - In: Economics, management and financial markets 13 (2018) 2, pp. 11-23
Persistent link: https://www.econbiz.de/10011891646
Cover Image
Eine kurze Ideengeschichte der Kapitalmarkttheorie : Fundamentaldatenanalyse, Effizienzmarkthypothese und Behavioral Finance
Will, Matthias Georg - 2012
Dieser Beitrag beschäftigt sich mit den Theoriebeiträgen der Fundamentaldatenanalyse, der Effizienzmarkthypothese und … auf volatilen Märk-ten ihre Spielzüge optimieren können. Die Effizienzmarkthypothese versucht stattdes-sen, den … die Effizienzmarkthypo-these trotz realitätsferner Annahmen die Behavioral Finance nicht nur hinsichtlich des Grades der …
Persistent link: https://www.econbiz.de/10011784112