Profitability and risk of the contrarian strategy using stock market indexes of developing countries

Research the performance of the contrarian strategy using stock market indexes of developing countries over the 1987-2014 period. The results of this research provide evidence for existence of the mean reversion phenomenon across developing markets.

Подобные документы

  • Foreign exchange as the monetary means of making payments from one area to another. The participants of the foreign exchange markets. Supply and Demand. Domestic Economic and Political Conditions. The functions of the intervention of a central bank.

    реферат, добавлен 05.12.2016

  • The nature of taxes and the analysis of transaction costs associated with the interaction of business and government in the tax area. The connection between payment of taxes and economic indicators. The developing a congruent and efficient tax system.

    статья, добавлен 16.10.2018

  • Investments in intangibles are instrument for define future benefits, especially in knowledge-intensive industries. Investigation and comparation of intangibles influence on the performance of Russian and European companies in crisis related periods.

    дипломная работа, добавлен 07.12.2019

  • Of all the many changes of the world economy in recent decades, few have been nearly so dramatic as the resurrection of global finance. How can we explain the remarkable globalization of financial markets and what are its economic, political implications?

    статья, добавлен 19.09.2013

  • Influence of inflow of foreign capital on GDP per capita in the country during 2005-2010. According to the data of 15 countries of Central and Eastern Europe. Cross-border loans, direct foreign investment, portfolio investment and earnings transfers.

    статья, добавлен 27.09.2016

  • Peculiarities of creation and circulation of virtual assets in terms of their decentralized nature. The formation of full-fledged global and national markets of virtual assets is an important step in the context of using the advantages of digitalization.

    статья, добавлен 12.02.2024

  • The relationship between sovereign ratings and eurobond returns. Return volatility as the dependent variable, control, announcements of rating events, stationarity checks. Panel regression model. Empirical model for the Russian sovereign debt market.

    дипломная работа, добавлен 14.08.2016

  • Advantages and risks of legal activity of the cryptocurrency market in Ukraine. The impact of the legalization of cryptocurrencies on the environment and the economy. Risks of cryptocurrency turnover compared to traditional money. Ways to reduce them.

    статья, добавлен 24.02.2024

  • Functioning of the Russian financial market and mutual funds. Рarameters that can give information about funds management. Тhe role of skill in Russian equity funds management during the last years. Distribution of number of observations for funds.

    дипломная работа, добавлен 23.07.2016

  • The analysis of factors, conditions that affect the attractiveness of mining investment in Poland. Political risk, institutions and foreign direct investment. Measurement of competitive advantages and market attractiveness for strategic controlling.

    статья, добавлен 30.11.2020

  • Approaches to the establishment of a financial center, especially in terms of legal regulation, the Abu Dhabi Global Market (ADGM), Qatar Financial Center (QFC) and the Dubai International Financial Center (DIFC). ADGM and DIFC as financial-free zones.

    статья, добавлен 30.07.2018

  • Foreign experience in organizing state financial monitoring based on the best practices of countries. Analysis and comparison of approaches taken by different countries, highlighting the key institutions, regulations, and achievements in their systems.

    статья, добавлен 16.01.2024

  • Financial statements of the company in the market economy conditions is the main source of information about the assets, capital, profits and cash flows. Introduction of accounting at the enterprise. Assessment of the financial position of the company.

    статья, добавлен 01.09.2018

  • Evaluation of the effectiveness of the modern company in various aspects, its competitiveness and growth opportunities, absolute profit figures. Calculation of indicators of relative profitability. Assessment of the financial position of the company.

    статья, добавлен 01.09.2018

  • Determining the nature of financial leasing in Ukraine, analysis of the leasing market and identifying inhibitory factors in the development of leasing. Dispensation of the ongoing financial leasing in agriculture for the period from 2007 to the 2013.

    статья, добавлен 14.09.2016

  • Research on conflict issues related to the issue and circulation of international bonds on international capital markets. Characterization of features of international bonds as financial instruments used to attract capital from institutional investors.

    статья, добавлен 23.11.2022

  • The integral index and components of the quality assurance index of state tax risk management in Ukraine. Principles and stages of tax risk management. A methodology for assessing the quality of state tax risk management, its structural characteristics.

    статья, добавлен 16.10.2018

  • The research intends to utilize a method to provide empirically the impact of financial crises in Lithuania, Austria and Kazakhstan, using dummy variable, non-Linear exponential model, Generalized autoregressive conditional heteroskedasticity model.

    статья, добавлен 26.06.2018

  • The problem with estimating the long range dependence. Motivation for long memory. Long memory VS structural breaks. Markov switching model. Generating the same statistical properties as the long memory model during processing with structural breaks.

    статья, добавлен 26.01.2017

  • Factors determining the intrinsic value. The size and timing of the expected future cash flows, their rate of discounting. Required rate of return of an individual. Evaluation of common shares. Dividend-growth model (DGM). Steadily rising dividends.

    презентация, добавлен 09.11.2013

  • Concept and essence of credit risk. Understanding the risk of occurrence of the overdue obligations of the lending company for loans and financial investments, due to the failure or improper fulfillment by the supplier or buyer of its debt obligations.

    статья, добавлен 12.02.2019

  • Previous research on relationship between Chief Executive Officer overconfidence and investments decisions. Recent empirical findings. Variables and Chief Executive Officer overconfidence index construction. Board’s role in investment decision-making.

    дипломная работа, добавлен 04.09.2016

  • Effect of very fast credit growth to financial and economic growth. Relationship between the domestic credits and current account balances. A negative impact of domestic credits have on the current account balance. The results obtained from the analysis.

    статья, добавлен 25.09.2016

  • Arbitrageurs play a central role in standard finance. Essence and characteristic the two types of risk limit arbitrage. The first is fundamental risk. The second source of risk that limits arbitrage comes from unpredictability of the future resale price.

    статья, добавлен 11.08.2013

  • All corporate liabilities can be viewed as combinations of options, the formula and the analysis that led to it are also applicable to corporate liabilities such as common stock, corporate bonds, warrants. The valuation formula. An alternative derivation.

    статья, добавлен 09.09.2012

Работы в архивах красиво оформлены согласно требованиям ВУЗов и содержат рисунки, диаграммы, формулы и т.д.
PPT, PPTX и PDF-файлы представлены только в архивах.
Рекомендуем скачать работу и оценить ее, кликнув по соответствующей звездочке.