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Evaluating investment decisions based on the business cycle : a South African sector approach

Jansen van Rensburg, Johnny; Van Vuuren, Gary - In: Cogent economics & finance 8 (2020) 1, pp. 1-24

Sector investing aims to guide investors in identifying undervalued securities. Knowing which sectors flourish at different phases of the business cycle, investment returns may be boosted by increasing holdings in securities from strengthening sectors and reducing holdings in weakening ones. As...

Persistent link: https://www.econbiz.de/10013179695

Business cycles and stock market performance in South Africa

Muchaonyerwa, Forward; Choga, Ireen - In: Corporate ownership & control : international … 12 (2014/2015) 3, pp. 84-93

Persistent link: https://www.econbiz.de/10011589699

On the Construction of Common Size, Value and Momentum Factors in International Stock Markets: A Guide with Applications

Schmidt, Peter S.; von Arx, Urs; Schrimpf, Andreas; … - 2011

momentum risk factor (as existing work has suggested), but also the widely-used U.S. size and value risk factors. We then build … novel pan-European and country-specific momentum, size, and value risk factors. By comparing our pan-European market returns …-quality systematic risk factors from these data. This paper first documents that appropriately screened data from Thomson Reuters …

Persistent link: https://www.econbiz.de/10011753205

R. N. Elliott's masterworks

Elliott, Ralph N. - 1994 - 1. ed

Persistent link: https://www.econbiz.de/10000921546

Correlations, business cycles and integration

Ragunathan, Vanitha; Faff, Robert W.; Brooks, Robert - In: Journal of international financial markets, … 9 (1999) 1, pp. 75-95

Persistent link: https://www.econbiz.de/10001402121

Financial aspects of business cycles : an analysis of nine OECD countries

Krainer, Robert E. - In: Empirical issues in raising equity capital, (pp. 279-316). 1996

Persistent link: https://www.econbiz.de/10001320959

The financial crises of the 1930s and the 1980s : similarities and differences

Kindleberger, Charles Poor - In: Kyklos : international review for social sciences 41 (1988) 2, pp. 171-186

Persistent link: https://www.econbiz.de/10001052601

Demand for crash insurance, intermediary constraints, and risk premia in financial markets

Chen, Hui; Joslin, Scott; Ni, Sophie X. - 2019

Persistent link: https://www.econbiz.de/10011996785

Bond liquidity at the Oslo Stock Exchange

Ødegaard, Bernt Arne - 2017

Persistent link: https://www.econbiz.de/10011661784

Inside the mind of a stock market crash

Giglio, Stefano; Maggiori, Matteo; Stroebel, Johannes; … - 2020 - First draft: April 4th 2020, this draft: May 21, 2020

We analyze how investor expectations about economic growth and stock returns changed during the February-March 2020 stock market crash induced by the COVID-19 pandemic, as well as during the subsequent partial stock market recovery. We surveyed retail investors who are clients of Vanguard at...

Persistent link: https://www.econbiz.de/10012224226