[PDF] Top 20 The Value and Momentum Effect In The Portuguese Stock Market
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The Value and Momentum Effect In The Portuguese Stock Market
... Value and momentum are two well documented market phenomena that suggest the possibility of consistently achieving abnormal returns, challenging the Efficient Market ... See full document
64
Asset growth and stock return: evidence in the Brazilian market
... funding and by making capital investments and acquisitions, tend to show bad operating performance and lower stock returns, whereas firms that have experienced contraction, through ... See full document
17
Trading strategies in the Chinese stock market
... of the main forecasting methods and trading strategies in the stock ...market. In the last 20 years, momentum strategy has become a great concern of ... See full document
40
THE MOMENTUM EFFECT EXEMPLIFIES THE INFLUENCE OF INVESTORS’ IRRATIONAL BEHAVIOUR ON CHANGING PRICES OF SHARES AND STOCKS: AN ANALYSIS OF THE MOMENTUM EFFECT ON THE WARSAW STOCK EXCHANGE
... is the efect of small companies, which was documented in 1981 by ...ones. The founders of the eicient markets theory, Fama and French, also pointed to the occurrence of such ... See full document
9
Buybacks: short-term effect and future implications for the United States stock market
... programs, and additionally which factors are more important when they do ...Skinner and Wong (2003), studied if stock repurchase decisions are in any way affected by the desire of ... See full document
29
Determinants Of Equity Prices In The Stock Market
... on the significance of macroeconomic factors in explaining the volatility of stock ...affect the demand side and causes shifts in the price of the ...as ... See full document
17
The impact of investor sentiment in the Swiss stock market
... regressions, the author demonstrated that only institutional sentiment forecasts stock market returns correctly for intermediate ...Lemmon and Portniaguina (2006) used consumer confidence to ... See full document
51
The Causality Effect between Capital Structure and Stock Returns using a SEM Approach - Evidence from the European Stock Market
... to the conclusion that there was no relationship between investing and financing decisions, the internal and external financing were perfect substitutes, the choice between equity ... See full document
42
Log periodic analysis of critical crashes in the portuguese stock market
... processed in a mechanical way and arrives to optimal estimates of fundamental ...adequately in empirical tests, a second view emerged, one that considers that markets are irrational and suffer ... See full document
57
Investor sentiment and the cross-section of stock returns in the French stock market
... stocks in a different way according to their characteristics justifies the adoption of this ...growth and distressed stocks tend to have low subsequent returns when sentiment is high (Baker ... See full document
90
The Effect of Stock Characteristics on Technical Analysis Profitability: the Portuguese Stock Exchange case
... by the hands of Charles Dow in the late 1800´s, technical analysis has always been looked at with disdain by many scholars and academics, and paradoxically has been used as a main ... See full document
68
Stock returns and Google Search volume data – an analysis on the Portuguese and American market
... Lemmon and Portniaguina (2006) verify that both survey methodologies can predict performance of small ...influential in the literature is the sentiment index by Baker and Wurgler ... See full document
29
ANATOMY OF THE PORTUGUESE STOCK MARKET RISK AND RETURN IN THE 1977 – 2012 PERIOD Dissertation for obtaining the Degree of Master in Business Administration
... of the benchmark MSCI Developed Markets Index. In order to be in this category, a country must meet requirements of economic development (GDP per capita 25% above the World Bank high income ... See full document
71
Forecasting the Portuguese stock market time series by using artificial neural networks
... problem in training an ANN is deciding when to stop training. Since the ability to generalize is fundamental for these networks to predict future values, overtraining is a serious ...when the system ... See full document
14
Evidence of portuguese stock market abnormal returns
... Stock market overreaction allows some degree of predictability, but as in long term stock prices will tend to their fundamental value, the abnormal stock return will ... See full document
24
Technical Analysis in the Foreign Exchange Market: A Survey of the Portuguese Market
... (Lui and Mole, 1998; Menkhoff, 1997) confirmed the use of technical analysis amongst foreign exchange professionals, in Hong Kong and Germany respectively, and that despite the ... See full document
82
Analysis of value portfolios in the Brazilian market
... In the case of selected stocks that ceased to trade over the verification period, in order to eliminate the survival biases, it was considered that the resources that were ... See full document
17
Risk assessment and stock market volatility in the Eurozone: 1986-2014
... countries). The peak of high volatility occurred in most cases in the last quarter of 2008 or ...of the crisis and, therefore, a faster return to the pre-crisis volatility ... See full document
19
Herd behaviour and market efficiency: evidence from the portuguese stock exchange
... Regarding momentum strategies Kelsey, Kozhan and Pang (2011) state that there is already a substantial body of literature that confirms the existence of value adding momentum strategies ... See full document
70
The Stock Preferences of Portuguese Mutual Fund Managers during Bull and Bear Market Periods
... negative and mostly significant across the sample in bull ...with the results of the work made by Falkenstein (1996) and Gompers and Metrick ...stocks and allocate ... See full document
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