Showing 1 - 10 of 1,150
Der Untersuchungsgegenstand der Arbeit ist die Darstellung der wichtigsten Anlegermotive bei Marktübertreibungen. Es wird dabei auf Konzepte der verhaltensorientierten Kapitalmarktforschung zurückgegriffen. Basierend auf den gewonnenen Erkenntnissen werden Lösungsansätze zur Vermeidung von...
Persistent link: https://www.econbiz.de/10010377869
Mostly used estimators of Hurst exponent for detection of long-range dependence are biased by presence of short-range dependence in the underlying time series. We present confidence intervals estimates for rescaled range and modified rescaled range. We show that the difference in expected values...
Persistent link: https://www.econbiz.de/10010322233
Persistent link: https://www.econbiz.de/10012989764
Due to recent technological developments, the securities markets structure could be fully reshaped and rethought. One of the major innovation in field is so-called distributed ledger technology. In the current securities market securities trades between two parties require the involvement of...
Persistent link: https://www.econbiz.de/10012916019
While the paper touches upon the experience of most transition economies in Eastern and Central Europe, it focuses on the creation and functioning of capital market development in four countries in the region, namely, the Czech Republic, Hungary, Poland and Slovenia. Capital market in these four...
Persistent link: https://www.econbiz.de/10013098999
A model is proposed of a population of competing companies that are in a coevolutionary race and whose evolutionary performance is evaluated by a financial market, composed of value investors and of a breed of arbitrageurs that perform bargain arbitrage, trying to identify 'bargains' in the form...
Persistent link: https://www.econbiz.de/10013146375
This study aims to examine the relationship between capital market and economic growth in Nigeria from 1985 to 2021. The study employed Johansen cointegration and Vector Error Correction Model (VECM) to analyse the relationship. Findings reveal, among others, that the Johansen Normalized...
Persistent link: https://www.econbiz.de/10014346206
We measure investors' short- and long-term stock-return expectations using both options and survey data. These expectations at different horizons reveal what investors think their own short-term expectations will be in the future, or forward return expectations. While contemporaneous short-term...
Persistent link: https://www.econbiz.de/10014372444
Mostly used estimators of Hurst exponent for detection of long-range dependence are biased by presence of short-range dependence in the underlying time series. We present confidence intervals estimates for rescaled range and modified rescaled range. We show that the difference in expected values...
Persistent link: https://www.econbiz.de/10003929602
The financial sector particularly the mutual funds in Oman market have shown limited potential to attract consumers. Consumer attitudes towards financial investments have always been a challenge for the finance companies due to limited risk appetite of consumers which are largely attributed to...
Persistent link: https://www.econbiz.de/10009511698