transit-timing/transit-timing: Transit Timing En Masse
, 2022 This repository contains source code for the "TESS Transit Timing of 277 Planets" paper. The repository provides code (1) to process TESS light curves (with 2, 10, or 30-minute sampling) to extract transit times, and (2) to automatically download arXiv ...
transit-timing
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Moving Average Market Timing in European Energy Markets: Production Versus Emissions
Energies, 2018 This paper searches for stochastic trends and returns predictability in key energy asset markets in Europe over the last decade. The financial assets include Intercontinental Exchange Futures Europe (ICE-ECX) carbon emission allowances (the main driver ...
Chia-Lin Chang +3 more
doaj +1 more source
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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Assessing the Performance and Risk-Adjusted Returns of Financial Mutual Funds
International Journal of Financial Studies, 2023 In this study, we provide a comprehensive examination of the performance of financial (specialty sector financial) mutual funds over a 23-year period, a much longer time frame than what has been analyzed in previous literature.
Davinder K. Malhotra +3 more
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THE IMPACT OF MARKET TIMING ON CAPITAL STRUCTURE: EVIDENCE FROM VIETNAM CONSTRUCTION
Tạp chí Khoa học Đại học Đà Lạt, 2017 The purpose of this study is to test how equity market timing affects capital structure from the Initial Public Offering (IPO) perspective. Using Ordinary Least Square (OLS) technique to analyze a data-set of 102 Vietnamese enterprises in the ...
Nguyễn Hữu Thao
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Long Run Returns Predictability and Volatility with Moving Averages
Risks, 2018 This paper examines how the size of the rolling window, and the frequency used in moving average (MA) trading strategies, affects financial performance when risk is measured.
Chia-Lin Chang +3 more
doaj +1 more source
Spectral analysis and the death of value investing
Cogent Economics & Finance, 2021 This study explores the redundancy of the value premium by conducting a Fourier analysis. The results illustrate periodicity in the value premium and merges the Adaptive Market Hypothesis with the Efficient Market hypothesis.
John-Morgan Bezuidenhout +1 more
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DO MARKET TIMING INCENTIVES AFFECT THE DEBT-EQUITY CHOICE OF MALAYSIAN SHARIAH-COMPLIANT IPOs?
Journal of Islamic Monetary Economics and Finance, 2023 Empirical and theoretical literature points out that market timing could shape financing decisions and persistently affect capital structure. However, prior studies on market timing do not distinguish between Shariah-compliant and non-compliant firms ...
Khemaies Bougatef, Oumaima Kassem
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Market Timing: empirical analysis with GARCH models and quantile regression [PDF]
, 2022 openUn tema centrale in finanza è quello della misura e valutazione delle performance dei fondi comuni di investimento. In molti, sin dalla seconda metà del secolo scorso, si sono chiesti se fosse possibile, da parte dei manager dei fondi, raggiungere
DETOGNI, FEDERICO
core
Selection ability and market timing skills of mutual fund and unit trust managers in a developing economy: evidence from Ghana [PDF]
Business Analyst, 2023 Purpose – The study assess the selection ability and market timing skills of mutual fund and unit trust managers in Ghana. Design/methodology/approach – The study uses an improved survivorship bias-free dataset of yearly after-fee returns of all mutual ...
Richard Danquah, Baorong Yu
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