Results 71 to 80 of about 5,882,331 (303)
, 2012 We investigate whether fractal markets hypothesis and its focus on liquidity and invest- ment horizons give reasonable predictions about dynamics of the financial markets during the turbulences such as the Global Financial Crisis of late 2000s.
Calvet L. +12 more
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Opacity in Financial Markets [PDF]
SSRN Electronic Journal, 2013 This paper studies the implications of opacity in financial markets for investor behavior, asset prices, and welfare. Transparent funds (e.g., mutual funds) and opaque funds (e.g., hedge funds) trade transparent assets (e.g., plain-vanilla products) and opaque assets (e.g., structured products).
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Folia Oeconomica StetinensiaThe ecological transformation has contributed to the increased importance of socially responsible investments. In the theoretical part of the paper, the issues of CSR and ESG were mentioned, and a literature review was performed.
Muszyński Mateusz, Podgórski Krzysztof
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Risks, 2021 The breakdown of stock indices is an obvious part of the financial market cycle. A common question about a bear market is the time and the depth of the downtrend, as well as the speed of the following recovery.
Piotr Dąbrowski
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Financial markets in development, and the development of financial markets
Journal of Economic Dynamics and Control, 1997 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Greenwood, Jeremy, Smith, Bruce D.
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Herd Behaviors in Financial Markets
, 2004 We investigate the herd behavior of returns for the yen-dollar exchange rate in the Japanese financial market. It is obtained that the probability distribution $P(R)$ of returns $R$ satisfies the power-law behavior $P(R) \simeq R^{-\beta}$ with the ...
Choi, J. S. +3 more
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Stock Market Entry Timing and Retail Investors' Disposition Effect [PDF]
تحقیقات مالیObjectiveThis study aims to examine the existence and intensity of the disposition effect among individual investors in the Iranian stock market. The disposition effect refers to the tendency of investors to sell winning stocks (stocks with gains) and ...
Reza Eyvazloo, Reza Raei, Farzad Rezaei
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Bidirectional spillover effect between Russian stock index and the selected commodities [PDF]
Zbornik radova Ekonomskog fakulteta u Rijeci : časopis za ekonomsku teoriju i praksu, 2018 This paper investigates shock and volatility spillover effect between Russian index RTS and six futures commodities (Brent oil, natural gas, gasoline, gold, platinum and palladium), observing joint time-frequency domain via wavelet decomposed series ...
Dejan Živkov +2 more
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Re-Evaluating Sharpe Ratio in Hedge Fund Performance in Light of Liquidity Risk
Journal of Banking and Financial Economics, 2021 This paper demonstrates how the Sharpe Ratio can be modified by altering the measure of “total risk” in the denominator of the Sharpe Ratio (i.e., the standard deviation) to include liquidity risk, a major risk for investors in hedge funds that is ...
Richard Van Horne
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EU Retail Financial Market Integration: Mirage or Reality? ECRI Policy Briefs No. 3, 3 June 2008 [PDF]
, 2008 This paper starts with a bird’s eye view of retail financial markets in the EU today and their degree of integration. It reviews the EU measures affecting retail financial markets and how rule-making has evolved over the last 15 years.
Lannoo, Karel.
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