Causes of short-term momentum anomaly in daily returns: evidence from Taiwan
Identify the trends of short-term investment and momentum in the Taiwan stock market. The causes of abnormal profits and their relationship to the behavior of investors in the market. Modeling the turnover of profit and the ratio of transactions.
Подобные документы
Description the three indicators: the mutual funds cash ratio, the short interest ratio, and the odd-lot ratio and their behavior during the 1955-1970 period. Examining the simultaneous relationship between three stock market indicators and stock prices.
статья, добавлен 09.09.2012Analysis the profitability of value, momentum strategies and a combination of strategies in Russian stock market. The explanation of the value premium and momentum effect. Momentum, value and combo portfolio construction and regression analysis.
дипломная работа, добавлен 30.07.2016Analysis of the financial position of the world's biggest companies. Evaluation of the changes in the prices of their securities in the short and long term. Identify the factors that influence their dynamics. Forecasting profit without option price.
статья, добавлен 16.06.2014An study on the ambiguities and the risk on the Russian stock market. Portfolio theory, linear relationship between risk and return and the known probabilities of outcomes. The relationship between risk and return of uncertainty intraday observations.
контрольная работа, добавлен 26.08.2016Researching the value of analysts' recommendations and identifying a market in which analysts have more predictive power. Studying the degree of reaction of stock prices to a specific recommendation. The appearance of abnormal returns on a security.
дипломная работа, добавлен 10.12.2019- 6. 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.
дипломная работа, добавлен 30.07.2016 Determining the relationship between market structure and financial decisions of companies. Determining degree of influence of market structure on the capital structure. The market structure implies market power, which is measured by the Tobin’s Q ratio.
статья, добавлен 01.06.2018A study of investment strategies volatility. The advantages of trading options in the stock market. The concept, nature and characteristics strategies options Straddle, creating a positive return without any cost for transactions using this strategy.
контрольная работа, добавлен 20.03.2016The studying and analyzing of the current state of the international investment activity, to identify its influence on national economies, to find the main competitive advantages of the world leading companies of the global information technology market.
статья, добавлен 16.11.2018Analysis of the mechanisms of state regulation of the stock market based on national characteristics. The importance of creating an adequate legal framework. The need for control over pricing processes by state authorities in the securities market.
статья, добавлен 03.12.2020The main advantages of unstructured text data, their use in the political and economic areas. Research of connection between the online-news headlines and the activities of the financial market. Using of linear regression models for predicts log-returns.
курсовая работа, добавлен 28.08.2016Essence, main points and classification of Capital markets. Difference between Money Markets, Capital Markets and regular bank lending. Market participants. The main trading room of the Tokyo Stock Exchange. New issuance, Investment strategies, Taxation.
эссе, добавлен 22.08.2013Consideration of the essence of the theoretical, practical principles of the functioning of financial institutions in the stock market as a tool for regulating economic development in the context of institutional transformations of the financial system.
статья, добавлен 06.09.2022Increasing the security of cryptocurrency market participants. Optimizing the investment portfolio of traders. The use of artificial intelligence and chatbots in the financial and trade spheres. Prevention of fraud, detection of suspicious transactions.
статья, добавлен 15.04.2024Low quality of reporting in Asia compared to developed markets - the main incentives for investment in the financial sector in the region. Cash accounting - the methodology of recording transactions only if the real cash flows in or out of the firm.
курсовая работа, добавлен 16.11.2015The role financial market in the economy. Buying and selling stocks and bonds. Types of financial markets. Rational distribution of resources. Volume and structure of manufacture. Development of the Ukrainian infrastructure of the financial market.
презентация, добавлен 15.03.2016Evidence, explanation of the cost of the award. A combination of cost and momentum strategies. Working with abnormal distributions. Testing of median values for significance. Measuring the performance of built portfolios. Conducting regression analysis.
курсовая работа, добавлен 08.02.2017Financial market and its structure. Composition of Financial market. Participants and issuers in KR securities market. Financial Instruments. Classification of Securities. Professional participants. Trade on Stock Exchange. Analyze of Financial Market.
презентация, добавлен 28.05.2014The dawn of international investing. The intuition behind diversifying across nations. International portfolio diversification benefits: Cross-country evidence from a local perspective. Returns in emerging markets. The development of the financial market.
курсовая работа, добавлен 28.08.2016The study of financial markets in terms of machine learning. Natural language processing approach. Implementation of event-study for searching news. Construct model for predictions. The influence of the news background of exchanges on the price of shares.
магистерская работа, добавлен 15.09.2020Occurrence of the idea of online payments. The development of the cryptocurrency market, its modern problems, the reasons for the growth and popularity of various types of tokens among investors, the problems and prospects for using cryptocurrency.
статья, добавлен 08.06.2024Introduction to the concept of net present value. The study of the major differences between investment decisions and decisions on funding. The study of the essence of efficient capital markets. The content of the six lessons of market efficiency.
презентация, добавлен 02.08.2013Going concern in terms of economic instability and financial disorders. The effect of a firm's capital structure on its market value. Connection between ratio of total debt to total capital of the company and its market value in economy of Nigeria.
статья, добавлен 23.03.2016Study of the questions the applicability of the efficient market hypothesis for analysis of financial markets. Analyze methods of forecasting future prices of financial assets based on the concept of the fractal structure and long-term memory of markets.
статья, добавлен 26.06.2018The principles of the functioning of financial markets in the context of globalization. Trends in capital flows in the world today. Risk evaluation in the banking sector of Ukraine. Impact of financial crisis on the living standards of the population.
статья, добавлен 25.03.2016