Results 131 to 140 of about 72,155 (291)
The Role of Intangible Investment in Predicting Stock Returns: Six Decades of Evidence
Financial Management, EarlyView.ABSTRACT Using an intangible intensity factor that is orthogonal to the Fama–French factors, we compare the role of intangible investment in predicting stock returns over the periods 1963–1992 and 1993–2022. For 1963–1992, intangible investment is weak in predicting stock returns, but for 1993–2022, the predictive power of intangible investment becomes
Lin Li
wiley +1 more source
Revisiting Asset Pricing Models: The Case for an Intangibles Factor
Financial Management, EarlyView.ABSTRACT In an increasingly knowledge‐based economy, intangible assets may be an important driver of firm performance and stock returns. We introduce an intangibles intensity factor (INT), distinct from the organization capital factor, and show that exposure to this factor strongly predicts stock returns, outperforming traditional factors.
Dion Bongaerts +2 more
wiley +1 more source
Overreaction on the Tunisian stock market: an empirical test [PDF]
The financial market interest several researchers, especially in the domain of assessment of the financial assets and their performances. The previous research identified several anomalies of the market, as size, Monday, January, PER effects, etc ...
Trabelsi, Mohamed Ali
core +1 more source
Ape or Art: investment strategies [PDF]
, 2007 Ronald Doeswijk obtained his Master’s Degree in Economics from the Erasmus University in Rotterdam in 1995. After graduating, he started his working career as an investment strategist with the Institute for Research and Investment Services (IRIS), a ...
Doeswijk, R.Q. (Ronald)
core +1 more source
Price Discovery in Bitcoin ETF Market
Financial Review, EarlyView.ABSTRACT In this study, we explore price discovery across the following three Bitcoin markets: spot, futures, and exchange‐traded funds (ETFs). Employing the fractionally cointegrated vector autoregressive (FCVAR) model, we estimate price discovery in each market using minute‐level price data from October 19, 2021, the launch date of the first US ...
Kiana Kia +4 more
wiley +1 more source
THE ANALYSIS OF PREDICTABILITY OF SHARE PRICE CHANGES USING THE MOMENTUM MODEL
Croatian Operational Research Review, 2012 Within the context of behavioral finance, there is increasing evidence on predicting the stock returns based on several variables specific for each company.
Tatjana Stanivuk +2 more
doaj
Hegemony of behavioral biases dislodging financial well-being: evidence from India, USA and UK
Future Business JournalThis paper gathers evidence related to behavioral anomalies like the herding bias, the disposition effect, overconfidence bias, and noise trading in the stock markets of western and eastern economies, with a focus on India, the USA, and the UK.
Sunaina kanojia, Deepali Malhotra
doaj +1 more source
Stock Return Seasonalities and Investor Structure: Evidence from China’s B-Share Markets [PDF]
This paper investigates whether seasonalities in daily stock returns are related to the trading behavior of individual and institutional investors. The change in the investor structure of B-share markets in Shanghai and Shenzhen after the abolition of ...
Martin T. Bohl +2 more
core
Exposure to Left‐Tail Risk, Risk Appetite, and Mutual Fund Flows
Financial Review, EarlyView.ABSTRACT Using a measure of aggregate tail risk, we show that a fund's sensitivity (exposure) to tail risk negatively affects the fund flows and the fund's performance. Further, a fund's tail risk sensitivity relates positively to the left‐tail risk measures of the fund.
Ali K. Malik
wiley +1 more source
Predicting Intra-Day and Day of the Week Anomalies in Turkish Stock Market
Romanian Economic Journal, 2016 According to Efficient Market Hypothesis, investors cannot gain abnormal returns. But various anomalies such as day or intra-day effect which are frequently observed at the stock markets provide some abnormal returns to investors. In the literature, many
Kemal Eyuboglu +2 more
doaj