Keyword: stock market

Found 44 papers in total
Heterogeneous Beliefs and the Demand for D&O Insurance by Listed Companies
Heterogeneous Beliefs and the Demand for D&O Insurance by Listed Companies
2015,
This article introduces a new rationale for the existence of ‘directors’...
Managerial equity incentive, corporate risk-taking, and corporate performance
Managerial equity incentive, corporate risk-taking, and corporate performance
2014,
Based on data from the equity incentive plans of Chinese firms listed on the stock...
Market efficiency of the Post Communist East European stock markets
Market efficiency of the Post Communist East European stock markets
2014,
The stock markets from Post Communist East‐European Countries are still...
Global stock market landscape: an application of minimum spanning tree technique
Global stock market landscape: an application of minimum spanning tree technique
2014,
This paper analyses the degree of integration among 22 stock markets from Asia...
The Stock Selection and Performance of Buy‐Side Analysts
The Stock Selection and Performance of Buy‐Side Analysts
2013,
Prior research on equity analysts focuses almost exclusively on those employed by...
Application of enhanced cluster validity index function to automatic stock portfolio selection system
Application of enhanced cluster validity index function to automatic stock portfolio selection system
2011,
This paper presents an automatic stock portfolio selection system. In the proposed...
Asset Pricing Restrictions on Predictability: Frictions Matter
Asset Pricing Restrictions on Predictability: Frictions Matter
2012,
U.S. stock portfolios sorted on size; momentum; transaction costs;...
Market Madness? The Case of Mad Money
Market Madness? The Case of Mad Money
2012,
We use the popular television show Mad Money , hosted by Jim Cramer, to test theories...
Bond market reaction to stock repurchases: is there a wealth transfer effect?
Bond market reaction to stock repurchases: is there a wealth transfer effect?
2011,
We reexamine the bondholder wealth impact of stock repurchases with a focus on the...
The brokerage firm effect in herding: evidence from Indonesia
The brokerage firm effect in herding: evidence from Indonesia
2011,
We examine herding behavior of domestic and foreign investors in the Indonesian stock...
Earnings news and market risk: is the magnitude of the postearnings announcement drift underestimated?
Earnings news and market risk: is the magnitude of the postearnings announcement drift underestimated?
2011,
Postearnings announcement drift is the tendency for cumulative abnormal returns to...
Underpricing of IPOs that follow private placement
Underpricing of IPOs that follow private placement
2011,
In this study we examine the underpricing of initial public offerings (IPOs) by firms...
A new method for mean‐variance portfolio optimization with cardinality constraints
A new method for mean‐variance portfolio optimization with cardinality constraints
2013,
Several portfolio selection models take into account practical limitations on the...
Institutional Trade Persistence and Long-Term Equity Returns
Institutional Trade Persistence and Long-Term Equity Returns
2011,
Recent studies show that single‐quarter institutional herding positively...
Estimation and Evaluation of Conditional Asset Pricing Models
Estimation and Evaluation of Conditional Asset Pricing Models
2011,
We find that several recently proposed consumption‐based models of stock...
Do Individual Investors Have Asymmetric Information Based on Work Experience?
Do Individual Investors Have Asymmetric Information Based on Work Experience?
2011,
Using a novel data set covering all individual investors’ stock market...
Individual Investors and Volatility
Individual Investors and Volatility
2011,
We show that retail trading activity has a positive effect on the volatility of stock...
The effect of the trading system on IPO underpricing: evidence from the 1997 order-handling rules
The effect of the trading system on IPO underpricing: evidence from the 1997 order-handling rules
2011,
We use a natural experiment resulting from the 1997 Securities and Exchange Commission...
The fundamental determinants of trading volume reaction to financial information: evidence and implications for empirical capital market research
The fundamental determinants of trading volume reaction to financial information: evidence and implications for empirical capital market research
2011,
Prior empirical research indicates that trading volume reaction to new information...
The time-varying equity premium and the S&P 500 in the twentieth century
The time-varying equity premium and the S&P 500 in the twentieth century
2011,
I present a new hindcast stock market index for the United States over the twentieth...
Trading team composition for the intraday multistock market
Trading team composition for the intraday multistock market
2013,
Automated traders operate market shares without human intervention. We propose a...
Quantifying survey expectations: What’s wrong with the probability approach?
Quantifying survey expectations: What’s wrong with the probability approach?
2013,
We study a matched sample of individual stock market forecasts consisting of both...
The terminal real wealth optimization problem with index bonds: equivalence of real and nominal portfolio choices for the constant relative risk aversion utility
The terminal real wealth optimization problem with index bonds: equivalence of real and nominal portfolio choices for the constant relative risk aversion utility
2011,
In this paper, we consider an investment problem where the objective is to maximize...
An expected regret minimization portfolio selection model
An expected regret minimization portfolio selection model
2012,
Fuzzy portfolio selection has been widely studied within the framework of the...
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