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Color poster with graphs and tables.
Persistent link: https://www.econbiz.de/10009460858
In this thesis I examine, within a behavioural finance framework, the impacton stock prices of order and trade imbalance in three separate but related studies.The first study, chapter two, begins with a question that plagues behavioural financetheories?do the investors most likely to be...
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held long enough, they are usually better investments because their total return is likely to be higher than the return on … stock investments but not bond investments. Further, for most individual investors, feasible holding periods have seldom … been long enough to take full advantage of long-term stock investments. …
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Purpose – The purpose of this research is to study the extent to which various price and earnings momentum measures can be used to enhance portfolio performance by better timing entry into value stocks (and isolating those growth stocks that still have some period to run)....
Persistent link: https://www.econbiz.de/10005081159
In the context of an international portfolio diversification problem, we find that small capitalization equity portfolios become riskier in bear markets, i.e. display negative co-skewness with other stock indices and high co-kurtosis. Because of this feature, a power utility investor ought to...
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