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The Role of Information in Building Reputation in an Investment/Trust Game

Lunawat, Radhika - 2012

This article analyzes the role of information in building reputation in an investment/trust game. The model allows for information asymmetry in a finitely repeated sender-receiver game and solves for sequential equilibrium to show that if there are some trustworthy managers who always disclose...

Persistent link: https://www.econbiz.de/10013098371

In Search of the 'Lost Capital' : A Theory for Valuation, Investment Decisions, Performance Measurement

Magni, Carlo Alberto - 2012

nonstandard theory of residual income. It is derived from the notion of “unrecovered” capital, which is here named “lost” capital … the simple average residual income play a major role in valuation; a dual relation between the standard theory and the … lost-capital theory is proved, clarifying the way periodic performance is computed in the two paradigms and the rationale …

Persistent link: https://www.econbiz.de/10013104372

Examining belief adjustment model on investment decision making

Almilia, Luciana Spica; Supriyadi - In: International journal of economics and accounting : IJEA 4 (2013) 2, pp. 169-183

Persistent link: https://www.econbiz.de/10009789436

Herding behavior model in investment decision on emerging markets : experimental in Indonesia

Rahayu, Sri; Rohman, Abdul; Harto, Puji - In: Journal of Asian finance, economics and business : JAFEB 8 (2021) 1, pp. 53-59

Persistent link: https://www.econbiz.de/10012692275

Rational learning for risk-averse investors by conditioning on behavioral choices

Costola, Michele; Caporin, Massimiliano - 2015

Persistent link: https://www.econbiz.de/10011632577

The role of tax depreciation for investment decisions : a comparison of European transition countries

Nam, Chang-woon; Radulescu, Doina - 2003

This study compares incentive effects of various tax depreciation methods currently adopted in European transition economies. In these countries straight-line, geometric-degressive and accelerated depreciation measures are quite popular in combination with different corporate tax rates. Their...

Persistent link: https://www.econbiz.de/10011514138

Can Sentiment Analysis and Option Volume Anticipate Future Returns?

Houlihan, Patrick - 2019

This paper evaluates if sentiment extracted from social media and options volume anticipates future asset return. Using both textual based data and a particular market data derived call-put ratio, between July 2009 and September 2012, this research shows that: 1) features derived from market...

Persistent link: https://www.econbiz.de/10012904252

Stock Prices in an Artificial Stock Market with Optimistic and Pessimistic Agents

Kimura, Herbert - 2012

This research aims to investigate, through simulation models, how the interaction among agents in an artificial stock market can affect the dynamics of asset prices. Thus, the study follows a different methodology for the analysis of prices by exploring the simulation of agents' behavior in an...

Persistent link: https://www.econbiz.de/10013100692

Imitationsverhalten und Preisentwicklung von Wertpapieren

Pfister, Dirk - 1998

Persistent link: https://www.econbiz.de/10000643193

Low-beta investment strategies

Korn, Olaf; Kuntz, Laura-Chloé - 2015 - This version: September 2015

This paper investigates investment strategies that exploit the low-beta anomaly. Although the notion of buying low-beta stocks and selling high-beta stocks is natural, a choice is necessary with respect to the relative weighting of high-beta stocks and low-beta stocks in the investment...

Persistent link: https://www.econbiz.de/10011412647