Volatility and momentum strategies at stock markets: an empirical study
The study of the phenomenon of momentum at Taiwan market and investigates the relations between momentum strategies and volatility. Display information on share price momentum. Use of price dynamics as an index for building investment portfolios.
Подобные документы
Equivalent annual costs - the cost per period with the same present value as the cost of buying and operating a machine. Project interaction. An optimal timing and fluctuating load factors. The role of investment decisions with the net present value rule.
презентация, добавлен 02.08.2013A comprehensive overview of the fintech landscape. The key characteristics of fintech, the stages of its development of its regulatory field, innovative technologies shaping market behavior, as well as the current state of the fintech technology market.
статья, добавлен 04.09.2024The importance of financial reform to ensure financial sustainability of cultural and art institutions in Uzbekistan in a market economy, the main tasks in its implementation. The profitability index of financial reform of cultural and art institutions.
статья, добавлен 10.10.2024It brings forth the scheme of the business process arising during conclusion of the leasing agreement, describes phased steps of all participants in the leasing. It offers a set of measures to change the legislation in order to develop the leasing market.
статья, добавлен 04.08.2021Test and analyze the impact of managerial ownership, company size and capital structure on company value with profitability as an intervening variable. Principles of using structural equation modeling with the SmartPLS processing environment. 3.2.9.
статья, добавлен 15.04.2024The testing whether there is a significant market reaction to the divestiture deal announcement in market. Testing of the hypothesis that divestitures create value for shareholders of a parent company to help managers justify the need of divestiture deal.
дипломная работа, добавлен 01.09.2018Determination of the degree of maturity of the Polish venture market and demonstrated the success of firms that secured venture support for such funds. Statistical material on the number of such firms, the volume of financing and types of divestiture.
статья, добавлен 27.09.2016Problems of establishment and development of small business in the country. Analysis of non-traditional sources of investment that affect the financing of a small business. The state of the business environment, development, financing of small business.
статья, добавлен 02.02.2023Origins of method of payment choice theories. Information asymmetry theory. Evidence concerning mixed payment method. Evidence concerning public and private companies. Investment Opportunities Theory. Possible determinant factors described in literature.
курсовая работа, добавлен 09.08.2018Substantiate and research of the modern model of evaluating the effectiveness of investments in franchise projects in Ukraine. Characteristics of features of taking into account the factors of force majeure and the main trends of its development.
статья, добавлен 24.02.2024The relevance of the pension reform in the Republic of Kazakhstan for the improvement of investment efficiency of pension assets. Analysis of the pension market restructuring. Impact of pension funds consolidation in the United Accumulation Pension Fund.
статья, добавлен 28.09.2016Assessing risks of Zagreb Stock Exchange and future offerings that are relevant in making the decisions about investments. The importance of diversification and systemic risk of individual stocks. Systemic risk of the given portfolio and its importance.
статья, добавлен 02.07.2013Intermediaries between those who have excess funds and those who need financing. Application of artificial intelligence systems in building a model for forecasting financial indicators based on a data set. Comparative analysis of forecasting methods.
статья, добавлен 09.12.2024Overview of the features of project finance in the world and especially in the Arab countries, mainly in the GCC region. Using methods of statistical analysis, regression construction. Dynamics and structure of project financing in the GCC countries.
статья, добавлен 08.02.2021Research of the main activities related to the state's regulatory policy and public interest. Features of the process of concluding bilateral investment agreements designed to level out possible risks and guarantee the inviolability of foreign assets.
статья, добавлен 04.07.2022Functioning of the world financial market in conditions of strengthening of global processes and emergence of new economic challenges. The essence of debt security as an economic concept. Debt securities, their linking to financial market instruments.
статья, добавлен 15.08.2017Building the continuous linear model of international trade. Follow-up with given the rules of the contractual relationship continuously in time, commodity-money flows between the participants. Better planning of contractual relations and their control.
статья, добавлен 27.06.2016Financial 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- 119. Current issues of land taxation mechanism in Ukraine in the context of agricultural land market
The purpose of the article is to analyze the current land, civil, tax legislation and doctrinal sources to clarify the essence and legal nature of land fees in the context of the agricultural land market, identify and analyze the most basic problems.
статья, добавлен 27.08.2022 - 120. Risk and Return
Markowitz portfolio theory. Risk and return relationship. Validity and the role of the CAPM. Efficient frontier. Security market line. Capital asset pricing model. Testing the CAPM. Consumption betas with market betas and the arbitrage pricing theory.
презентация, добавлен 02.08.2013 The role of government regulation of the financial services market in Ukraine, the causes and the necessity of delegating more powers to the regional level. Algorithm of differentiation of functions of state management in the financial services market.
статья, добавлен 28.09.2016The 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 26.01.2017Role and importance of the state budget in the national economy in a market economy. Revenues and expenditures of the state budget, their balance and execution problems. Intergovernmental relations: current situation, problems and their solutions.
дипломная работа, добавлен 26.01.2014The 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 16.10.2018The role of corporate bonds in a particular country. Analysis of the financial situation of construction companies. The ratio of debt and equity financing for countries. Issue of bonds for the implementation of large investment projects by industry.
статья, добавлен 13.12.2020