[PDF] Top 20 AN APPLICATION TO THEE UROPEAN STOCK MARKET

... allocation to bonds than ...tend to favor stocks in MRP, while bonds in ...down to the investor decision on the measure that best captures his risk ... See full document

... enough to achieve stationarity. It is the case of the vast majority of stock market price series and ...needs to focus the analysis on the variables measured in ... See full document

... chains to forecast the behavior of stock prices is popular since potential investors are interested in market trends which might lead to an optimum investment ... See full document

... is to compare two different approaches: one based on the statistical measure of the standard deviation or variance and the other one centered on the concept of ...attributed to the Information Theory, and ... See full document

... Our results (see Figure 1) show that the entropy and the standard-deviation tend to decrease when we include one more asset in the portfolio. This fact allows us to con- clude that entropy is sensitive ... See full document

... 2001 to 2005 where the volatility has been drastically reduced to ...due to the aggressive use of derivatives in NSE in comparison to the ...due to the world-wide financial ... See full document

... According to the literature, brands that manage their relationship with consumers in a lifetime value type of strategy have higher ...try to develop and improve on that loyalty performance (particularly in ... See full document

... Statements to Separate Winners from Losers" in 2000, introducing his fundamentally based quantitative ...only to a few extremely well performing stocks while about 57% of these stocks in the sample ... See full document

... need to utilize the ones they now have more effectively. I take this to be a variant of the question of should central banks factor asset price move- ments directly into their monetary policy decisions — ... See full document

... addition to the negative announcement period returns, issuing firms experience abnormally low stock returns over the five years following the ...issues to take advantage of windows of opportunity ... See full document

... decision to issue equity signals bad news about a company’s future cash flows to finance its planned investment, which brings about a negative price ...presented an asymmetric-information, ... See full document

... contrary to ARCH, GARCH, EGARCH, or other ARCH family, Barragan, Ramos, and Veiga (2013) test changes in correlation between stock and oil markets based on estimated wavelet ...between stock markets ... See full document

... aimed to analyze how the rumors spread among the participants of the stock market and its influence on the price fluctuations occurred in São Paulo Stock ...search to identify the ... See full document

... the market timing theory of capital structure based on earnings-based valuation technique, which allows to separate equity mispricing from growth options and time-varying adverse ...equity market ... See full document

... according to the second criterion; stock must be traded for at least 100 business ...(BV) to market value (MV), BV/MV, size and excess of ...of market along with BV and MV are ... See full document

... Under certain circumstances the inference of one given statistics becomes problematic due the difficulty in determining its distribution. This problem is still more challenging when if it deals with small samples for ... See full document

... the stock market liquidity and economic development are calculated for each country using the Spearman's non-parametric correlation ...the stock market liquidity and economic development, ... See full document

... out to problems with the use of historical returns in the computation of equity risk premiums is to mention that the approach is based on the assumption that information surprises involving business firms ... See full document

... evidence to be more favorable to the random walk hypothesis in those countries’ ...tests, to avoid that a spurious result from one of the tests might affect our ...tests, to draw our ... See full document

... prior to each year’s start ...Brazilian market in the context under study. It is important to note that the main objective of this study is to assess the importance of the fundamental ... See full document