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Emotion's component of expectations in financial decision making

Kuzmina, Jekaterina - In: Baltic Journal of Management 5 (2010) 3, pp. 295-306

financial market participants could be translated into prices. After describing the main investor's categories, it is possible … strategy of each investor's group. Finally, the model shows mathematical considerations how prices result from demands … could be transmitted into prices. A particular agent category – the emotional investor – was formulated, who exclusively …

Persistent link: https://www.econbiz.de/10014685555

The art of financial relations: reflections on strategic growth

Hägg, Claes; Preiholt, Håkan - In: Corporate Communications: An International Journal 9 (2004) 1, pp. 50-56

The purpose of the present article is to discuss the role of financial marketing in the creation of self‐reinforcing trends and bubbles. If the fundamental problems of financial marketing are not controlled, they can lead us to the world of the cynics, of raiders, of hostile takeovers where...

Persistent link: https://www.econbiz.de/10014691574

Property appraisal in Government

Andrew, Anthony; Pitt, Michael - In: Journal of Property Investment & Finance 22 (2004) 2, pp. 192-199

In 2003 HM Treasury published a revised “Green Book”, otherwise known as The Green Book Appraisal and Evaluation in Central Government – a technical guide, which is designed to help decision makers appraise and evaluate capital expenditure decisions more effectively. Coincidentally, the...

Persistent link: https://www.econbiz.de/10014898067

Investor relations: a Nordic School approach

Tuominen, Pekka - In: Corporate Communications: An International Journal 2 (1997) 1, pp. 46-55

The objective in investor relationships is to create common long‐term interaction between the companies and their direct and indirect partner groups in the investor community. Information provided for the investors is a key instrument in investor relationship marketing. The short‐term...

Persistent link: https://www.econbiz.de/10014692378

Effects of portfolio diversification on property investment company stock prices: 1983‐1994

Foo Sing, Tien; Patel, Kanak - In: Journal of Property Investment & Finance 19 (2001) 4, pp. 390-411

the co‐movement of the stock prices for an 11‐year period from 1983 to 1994. The long‐term common trends in the sample … companies with large portfolio holdings can influence the stock prices of property companies with smaller portfolio holdings …

Persistent link: https://www.econbiz.de/10014898409

The mob: from 42nd Street to Wall Street

Kevin Carwile, P.; Hollis, Valerie - In: Journal of Financial Crime 11 (2004) 4, pp. 325-341

Focuses on the infiltration of the US stock market by organised crime in the shape of La Cosa Nostra (LCN). Defines what organised crime is and goes on to the history of Cosa Nostra, its reasons for tackling Wall Street and how it does this, analysing two specific cases of infiltration: Mob...

Persistent link: https://www.econbiz.de/10014865282

Integration of the South and East Asian Stock Markets: How Long to Go?

Ameer, Rashid - In: Journal of Financial Reporting and Accounting 4 (2006) 1, pp. 61-102

This paper reappraises the global and regional integration for 6 Southeast Asian stock markets. A time‐varying analysis based on Barari (2004) suggests that Malaysia, South Korea and Thailand have shown significant movement towards international financial integration.The estimates based on...

Persistent link: https://www.econbiz.de/10014869532

China stock price reactions to financial announcements: evidence from segmented markets

Huang, Xiaowu - In: Managerial Finance 30 (2004) 3, pp. 62-73

prices react more strongly to negative financial announcements than A shares. The announcements can lead to excess returns …

Persistent link: https://www.econbiz.de/10014939734

Price discovery in German stock and futures markets

Paul Broussard, John; Geoffrey Booth, G.; Loistl, Otto - In: Managerial Finance 24 (1998) 4, pp. 3-18

Compares the trading efficiency of electronic and open outcry futures markets. Argues that the difference between the German DAX (floor) and FDAX (electronic) markets is due to asset type, not to information processing speed. Describes the German trading environment, comparing trading data from...

Persistent link: https://www.econbiz.de/10014940324

Revisiting derivative securities and the 1987 market crash: lessons for 2009

Glenn Baigent, G.; Massaro, Vincent G. - In: Review of Accounting and Finance 8 (2009) 2, pp. 176-186

should stimulate further research on the relationship between derivatives and asset pricing. Theoretically, derivative prices … should be a function of asset prices, but it could be argued that the relationship is symbiotic. Practical implications – The … derivative securities in market prices. …

Persistent link: https://www.econbiz.de/10014989579