Portuguese stock market
An econophysics approach to analyse uncertainty in financial markets: an application to the Portuguese stock market
... The use of entropy as a measure of uncertainty in fi- nance appears to have many potentialities and a vast field of development, both in theoretical and empirical work. In line with the above arguments, this paper ...
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Forecasting the Portuguese stock market time series by using artificial neural networks
... the Portuguese stock market data and some typical features are studied, like the Hurst exponents, among ...the stock markets and used the models to make ...
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Momentum and contrarian strategies in the Portuguese stock market
... the Portuguese stock ...the Portuguese market include that of Alves and Duque (1995) which analyzed the contrarian strategies applied to a small sample of Portuguese stocks between 1989 ...
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Insights into portuguese stock market efficiency using DEA
... a stock market’s efficiency can enhance the ability to predict future security price movement and then use such predictions to design equity ...efficient market hypothesis (EMH) which constituted an issue ...
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MARKOWITZ EFFICIENT FRONTIER AND CAPITAL MARKET LINE – EVIDENCE FROM THE PORTUGUESE STOCK MARKET
... Alternatively, it is possible to choose a portfolio using performance measures that enable one to rank portfolios. Although it is beyond the scope of this paper to describe in detail these measures, it important to ...
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School of Economics and Management
... The number of lagged variables was determined by the Akaike Info Criterion, from a maximum of 10 lags allowed. The results are very clearly in favor of the random walk hypothesis, as the null hypothesis of a unit-root is ...
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Asymmetric conditional volatility in international stock markets
... in stock prices will generate more volatil- ity than a positive shock of similar ...of stock returns are asymmetric functions of past ...the Portuguese Stock Market Index PSI 20 with ...
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RADING PERFORMANCE AND IMPLICATIONS APPLIED TO THE
... the Portuguese stock market during the period comprised between 2002 and ...past stock information and the Efficient Market Hypothesis in its weak-form, states that stock prices ...
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Nonlinear dynamics within macroeconomic factors and stock market in Portugal 1993-2003
... between stock markets and macroeconomic factors can overcome some of the weaknesses of the traditional linear approaches commonly used in this ...the Portuguese stock market where we evaluate ...
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A Wavelet-Based Method to Measure Stock Market Development
... which stock market development can be measured, there is neither a common concept nor a common indicator agreed by ...including market size, liquidity, concentration, volatility, institutional devel- ...
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Determinants Of Equity Prices In The Stock Market
... the stock price, like book value of the share, earning per share, dividend payout, size of company and strength of the ...consequently stock prices ...may stock prices ...the stock prices ...
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Study on the Stock Market Evolution of Companies Listed on Bucharest Stock Exchange
... Regarding the price to earnings ratio recorded by each company, we can state that many of them have experienced significant fluctuations from year to year, due to market volatility. An example in this respect is ...
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Determinants of the implied equity risk premium in Brazil
... In Brazil, those important applications include: (a) the determination of discount rates in order to value stocks of firms in acquisition and/or going private offers (OPAs); (b) the setting of so-called “regulatory ...
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M ASTER OFS CIENCE IN
... to stock market ...the stock market and in our estimations the lagged GDP growth variable seems to have a clear impact on stock ...
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Analysts’ recommendations in Brazil: do they add value?
... To test the robustness of the strategy of Portfolio 4, we performed 5000 simulations of 52 weeks chosen randomly of investment on the stock market following the six strategies. Portfolio 4 showed again a ...
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Elections and stock market volatility: evidence in OECD countries and developing countries
... and stock market ...countries, stock markets can become very unsettled during periods of important political ...the stock market volatility in the days that surround the Election ...
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RAM, Rev. Adm. Mackenzie vol.17 número5
... Note: Table 2 presents the cointegration equations corresponding to long-run relationships between the variables of: debt and stock market value, e; debt on equity and return, both of them controlled for ...
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Investor sentiment and the cross-section of stock returns in the French stock market
... financial market participants. Shiller (2003) separates the market participants into two broad categories: smart money and ordinary ...drive market prices to their fundamental ...of market ...
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um estudo sobre as ações com maior volume financeiro entre 2007 e 2011 :: Brapci ::
... the stock market and its influence on the price fluctuations occurred in São Paulo Stock ...the stock market and their networks of ...of stock prices, the multiple case study was ...
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Investment strategies used as spectroscopy of financial markets reveal new stylized facts.
... the market structure, in addition to the its statistical properties often referred to as the stylized ...the stock market structure what it is, and vice-versa the later influences and co-evolve with ...
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