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Attaluri, Sudhakar - 2016

The concept of a market portfolio plays an important role in many financial theories and models. Knowledge of each asset's share of the invested capital markets is both useful information and a good starting point for investors considering the appropriate allocation to the asset. In our latest...

Persistent link: https://www.econbiz.de/10013006681

Profitability of Oscillators Used in Technical Analysis for Financial Market

Naved, Mohd - 2015

This research paper aim to examine the profitability of various kinds of oscillator used in technical analysis on market index of NSE (National Stock Exchange) S&P CNX NIFTY 50 during 2004-2014. We have selected the most commonly used three oscillators i.e., Stochastic oscillator, RSI Oscillator...

Persistent link: https://www.econbiz.de/10013010826

CDS Auction Prices and Recovery Rates – Price Difference from the Counterparty Risk

Kolev, Mihail - 2015

The dissertation examines the effect of counterparty risk on the price difference between defaulted US bond prices … (market-based recovery) and the corresponding final CDS auction prices (auction-based recovery) during the CDS auction day for … before the auction day are able to explain the variation of the final CDS auction prices – the auction-based recoveries …

Persistent link: https://www.econbiz.de/10013012337

Market Microstructure Invariance : A Dynamic Equilibrium Model

Kyle, Albert S. - 2020

assumption that private information has the same signal-to-noise ratio across markets. Prices follow a martingale with …

Persistent link: https://www.econbiz.de/10012850268

The Evolution of Financial Market Efficiency : Evidence from Earnings Announcements

Martineau, Charles - 2020

Stock prices following earnings announcements have become more efficient. Prices on announcement dates incorporate more … presence of sophisticated liquidity providers at processing news. Prices on announcement date further reflect more accurately … future prices. The dynamics of market efficiency over time implies that studies about price efficiency be conducted …

Persistent link: https://www.econbiz.de/10012853003

Does Financial Market Structure Impact the Cost of Raising Capital?

Brugler, James - 2020

We provide evidence on market structure and the cost of raising capital by examining market structure changes in US equity markets. Only the Nasdaq's Order Handling Rules (OHR), the one reform that reduced institutional trading costs, lowered the cost of raising capital. Using a...

Persistent link: https://www.econbiz.de/10012853416

Does More Complex Language in FOMC Decisions Impact Financial Markets?

Smales, Lee A. - 2020

This paper is built around a simple premise that is based on the theoretical models of Harris and Raviv (1993) and Kandel and Pearson (1995). Complex statements are more difficult to interpret and may be construed in different ways by different agents. This creates heterogeneity of beliefs among...

Persistent link: https://www.econbiz.de/10012855751

Bubble Detection in Financial Markets - A Survey of Theoretical Bubble Models and Empirical Bubble Detection Tests

Wöckl, Ines - 2019

prices. As a result, they avoid testing a joint hypothesis of the presence of rational bubbles and the validity of the model …

Persistent link: https://www.econbiz.de/10012862168

Cyberfinance : Liberating the Financial Markets

Wales, Kim - 2015

A new economic revolution liberating financial markets? Seeks to answer some of the questions driving the existential crisis embroiling finance: What is currency? What is value? What is a business? What is a bank, even?This article discusses how regulatory reform, transformative technologies,...

Persistent link: https://www.econbiz.de/10013021212

Strategies on Initial Public Offering of Company Equity at Stock Exchanges in Imperfect Highly Volatile Global Capital Markets with Induced Nonlinearities

Ledenyov, Dimitri - 2015

This research considers the strategies on the initial public offering of company equity at the stock exchanges in the imperfect highly volatile global capital markets with the nonlinearities. We provide the IPO definition and compare the initial listing requirements on the various markets. We...

Persistent link: https://www.econbiz.de/10013026463