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Measures of investor sentiment : a comparative analysis put-call ratio vs. volatility index
Bandopadhyaya, Arindam; Jones, Anne Leah - In: Journal of business & economics research 6 (2008) 8, pp. 27-34
Persistent link: https://www.econbiz.de/10003778964
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Indexing for individual investors
Baer, Greg; Gensler, Gary - In: Active index investing : maximizing portfolio …, (pp. 585-606). 2004
Persistent link: https://www.econbiz.de/10003333669
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Financial marketś appetite for risk : and the challenge of assessing its evolution by risk appetite indicators
Uhlenbrock, Birgit - 2009
improvements. The present paper seeks to contribute to this evolution, focusing on the “Global Risk Appetite Index” (GRAI) class of …
Persistent link: https://www.econbiz.de/10003857724
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An investor sentiment barometer : Greek Implied Volatility Index (GRIV)
Siriopoulos, Costas; Fassas, Athanasios - In: Global finance journal 23 (2012) 2, pp. 77-93
Persistent link: https://www.econbiz.de/10009688746
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Do socially responsible investment indexes outperform conventional indexes?
Managi, Shunsuke; Okimoto, Tatsuyoshi; Matsuda, Akimi - In: Applied financial economics 22 (2012) 16/18, pp. 1511-1527
Persistent link: https://www.econbiz.de/10009625856
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Investors’ ‘Fear’ and ‘Greed’ Index : A Case of India Volatility Index (IVIX)
Shaikh, Imlak N - 2014
hedging strategies. The inverse relation between Nifty index and India VIX occurs due to options trading; during the market … weakness when investors are concerned about the moves of Nifty index they seek protection during the market panic. The great … into high implied volatility of the Nifty index options. The empirical result evidences that there is an asymmetric …
Persistent link: https://www.econbiz.de/10013039928
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Analysis of how the european stock markets perceive the dynamics of macroeconomic indicators through the sentiment index and the purchasing managers' index
Lupu, Iulia - In: Financial studies 22 (2018) 1, pp. 32-52
in terms of the sentiment index and the purchasing managers' index. For this research, we focused on the countries of the … - November 2017. The results showed immediate reactions with a higher intensity in March 2015 for the SentiMent index and for …
Persistent link: https://www.econbiz.de/10011964937
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Is commodity index investing profitable?
Fethke, Tobias; Prokopczuk, Marcel - 2018
Using a comprehensive dataset of first, second and third generation commodity indices, we investigate the potential diversification benefits in equity-bond portfolios. The results show that first generation commodity indices are outperformed by enhanced indices. Second generation indices provide...
Persistent link: https://www.econbiz.de/10011879959
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Fundamental indexation revisited : new evidence on alpha
Balatti, Mirco; Brooks, Chris; Kappou, Konstantina - In: International review of financial analysis 51 (2017), pp. 1-15
Persistent link: https://www.econbiz.de/10011868655
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Is commodity index investing profitable?
Fethke, Tobias; Prokopczuk, Marcel - 2018
Persistent link: https://www.econbiz.de/10011869031