Narrow search
Showing 1 - 10 of 19,281
Cover Image
Risk and Return Perception of Stock Market Investors of Gandhinagar Region
Trivedi, Jigna C. - 2015
It is a universally accepted principle that risk and return of investing are commensurate. However, people give more importance to return and risk takes a back seat. This study is an attempt to understand the perceptions of 120 investors in Gandhinagar region towards risk and return of investing...
Persistent link: https://www.econbiz.de/10013027276
Cover Image
Impact of Economic Crises on the Price Discovery Dynamics of Spot & Index Futures Market
Avinash - 2017
We investigate the effect of economic crises on the direction of information flow and price discovery efficiency of spot and futures market by considering the near month Nifty50 index futures and its corresponding spot index. The period of study commences from January, 2004 to December, 2015 and...
Persistent link: https://www.econbiz.de/10012952496
Cover Image
The Investor-Base Hypothesis of Stock Return Volatility : Empirical Evidence
Jankensgård, Håkan - 2016
A conjecture in the literature holds that a large and diversified investor base leads to lower volatility by improving the quality of the price signal. In this paper this hypothesis is examined using unique Swedish ownership data. The data does not support the conjecture. Instead, volatility...
Persistent link: https://www.econbiz.de/10012990075
Cover Image
Stock Market Return Predictability Before and After the Dodd-Frank Act
Casas, Isabel - 2020
We analyze the stock market return predictability for three different periods. We evaluate the conditional variance (CV) and the variance risk premium (VRP) as predictors of stock market returns for which we are using well-established versions of the heterogeneous auto-regressive (HAR) model and...
Persistent link: https://www.econbiz.de/10012832030
Cover Image
Do individual investors trade differently in different financial markets?
Abreu, Margarida; Mendes, Victor - In: The European journal of finance 26 (2020) 13, pp. 1253-1270
Persistent link: https://www.econbiz.de/10012264963
Cover Image
Do leveraged warrants prompt individuals to speculate on stock price reversals?
Farkas, Miklós; Váradi, Kata - In: Journal of empirical finance 63 (2021), pp. 164-176
Persistent link: https://www.econbiz.de/10013258996
Cover Image
The Effects of Investor Sentiment on Speculative Trading and Prices of Stock and Index Options
Lemmon, Michael L. - 2014
We find that the demand for stock option positions that increase exposure to the underlying is positively related to measures of investor sentiment and past market returns, while the demand for index options is invariant to these factors. These differences in trading patterns are reflected in...
Persistent link: https://www.econbiz.de/10013070183
Cover Image
Do attention-grabbing stocks attract all investors? : evidence from China
Li, Zhuwei; Shi, Yongdong; Chen, Wei; Kargbo, Mohamed - In: Emerging markets finance & trade : a journal of the … 50 (2014), pp. 158-183
Persistent link: https://www.econbiz.de/10011339538
Cover Image
The impact of investor structure on stock price crash sensitivity : evidence from China's stock market
Pan, Ningning; Xu, Qiuhua; Zhu, Hongquan - In: Journal of management science and engineering 6 (2021) 3, pp. 312-323
sensitivity of China's stock market is very high as a whole (Weigert, 2016), different individual stocks show varying degrees of … in crash sensitivity in China's stock market, and finds that: First, institutional investors' shareholdings is positively … sensitivity in China. Our empirical results enrich research on stock price crash sensitivity and the heterogeneity of …
Persistent link: https://www.econbiz.de/10013206322
Cover Image
Applicability of intrinsic value models at the segmented Chinese stock market
Gerdau, Ole - 2011
Persistent link: https://www.econbiz.de/10009125217