Download or read book On the Interaction Between Momentum Effect and Size Effect written by Yasser Alhenawi and published by . This book was released on 2014 with total page 38 pages. Available in PDF, EPUB and Kindle. Book excerpt: This paper uses a sample of firms listed in the NYSE, AMEX, and NASDAQ between January 1963 and December 2012 to analyze the interaction between size effect and momentum effect in cross-sectional stock returns. Furthermore, this paper focuses on the evolution of this interaction through different market states. I report a significant shift in stock returns structure during the rising markets of the 1990s and the 2000s. First, momentum has absorbed the size effect. Second, the momentum effect has become stronger in larger, not smaller, firms. These patterns are indicative of a strong interaction between the two effects. Conceivably, in up markets, firms grow fast, and thus, the size and momentum effects stem from a common economic phenomenon: growth. The findings are robust to variations in the length of the formation period and to the use of residual return (instead of total return) to rank stocks.
Download or read book Interaction of Size and Momentum Effects in Jordan Firms written by Omar Khlaif Gharaibeh and published by . This book was released on 2015 with total page 16 pages. Available in PDF, EPUB and Kindle. Book excerpt: This study sought to disentangle the effects of size and whether there are size and momentum effects on Jordan firm returns. Initial findings showed that size effect has important role in explaining returns. For momentum effect, while in general there is no momentum effect in Jordan firm market, the study results founds that there is a strong evidence of momentum for the large-sized portfolios at Jordan firm returns. There is interaction between size and momentum. Two key findings emerge. First, there is a strong evidence for size effect. Second, the momentum premium is only evident for the large-sized portfolios.
Download or read book Retail Investor Sentiment and Behavior written by Matthias Burghardt and published by Springer Science & Business Media. This book was released on 2011-03-16 with total page 170 pages. Available in PDF, EPUB and Kindle. Book excerpt: Using a unique data set consisting of more than 36.5 million submitted retail investor orders over the course of five years, Matthias Burghardt constructs an innovative retail investor sentiment index. He shows that retail investors’ trading decisions are correlated, that retail investors are contrarians, and that a profitable trading strategy can be based on these aggregated sentiment measures.
Download or read book Air Force Research Resum s written by and published by . This book was released on with total page 572 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Proceedings of the Symposium on the Interaction Between Fluids and Particles London 20 22 June 1962 written by and published by . This book was released on 1962 with total page 370 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Security Market Imperfections in Worldwide Equity Markets written by Donald B. Keim and published by Cambridge University Press. This book was released on 2000-03-13 with total page 576 pages. Available in PDF, EPUB and Kindle. Book excerpt: The study of security market imperfections, namely the predictability of equity stock returns, is one of the fundamental research areas in financial modelling. These anomalies, which are not consistent with existing theories, concern the relation between stock returns and variables, such as firm size and earnings-to-price ratios, and seasonal effects, such as January and turn-of-the-month. This book provides the most complete and current account of work in the area. Leading academics and investment researchers have combined to produce a comprehensive coverage of the subject, including both cross-sectional and time series analyses, as well as discussing the measurement of risk and prediction models that have been used by institutional investors. The studies cover many worldwide markets including the US, Japan, Asia, and Europe. The book will be invaluable for courses in financial engineering, investment and portfolio management, and as a reference for investment professionals seeking an up-to-date source on return predictability.
Download or read book The Handbook of Equity Market Anomalies written by Leonard Zacks and published by John Wiley & Sons. This book was released on 2011-08-24 with total page 352 pages. Available in PDF, EPUB and Kindle. Book excerpt: Investment pioneer Len Zacks presents the latest academic research on how to beat the market using equity anomalies The Handbook of Equity Market Anomalies organizes and summarizes research carried out by hundreds of finance and accounting professors over the last twenty years to identify and measure equity market inefficiencies and provides self-directed individual investors with a framework for incorporating the results of this research into their own investment processes. Edited by Len Zacks, CEO of Zacks Investment Research, and written by leading professors who have performed groundbreaking research on specific anomalies, this book succinctly summarizes the most important anomalies that savvy investors have used for decades to beat the market. Some of the anomalies addressed include the accrual anomaly, net stock anomalies, fundamental anomalies, estimate revisions, changes in and levels of broker recommendations, earnings-per-share surprises, insider trading, price momentum and technical analysis, value and size anomalies, and several seasonal anomalies. This reliable resource also provides insights on how to best use the various anomalies in both market neutral and in long investor portfolios. A treasure trove of investment research and wisdom, the book will save you literally thousands of hours by distilling the essence of twenty years of academic research into eleven clear chapters and providing the framework and conviction to develop market-beating strategies. Strips the academic jargon from the research and highlights the actual returns generated by the anomalies, and documented in the academic literature Provides a theoretical framework within which to understand the concepts of risk adjusted returns and market inefficiencies Anomalies are selected by Len Zacks, a pioneer in the field of investing As the founder of Zacks Investment Research, Len Zacks pioneered the concept of the earnings-per-share surprise in 1982 and developed the Zacks Rank, one of the first anomaly-based stock selection tools. Today, his firm manages U.S. equities for individual and institutional investors and provides investment software and investment data to all types of investors. Now, with his new book, he shows you what it takes to build a quant process to outperform an index based on academically documented market inefficiencies and anomalies.
Download or read book Exploring the Financial Landscape in the Digital Age written by Thomas Andreas Maurer and published by CRC Press. This book was released on 2024-08-13 with total page 831 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Proceedings of the International Conference on Financial Management and the Digital Economy (ICFMDE 2023) offers an overview of research and insights into how financial management is evolving in the digital age. The book covers a broad spectrum from examining cryptocurrency trends to exploring fintech advancements. Topics also extend to digital transformation strategies, practical applications of blockchain technology, and the profound impact of digital innovations on financial markets. Through rigorous research and analysis, the proceedings offer valuable insights into the future trajectory of the global economy. Written for scholars, researchers, and industry professionals in finance, economics, and digital innovation, this collection provides valuable insights into the rapidly changing field of financial management. Readers will gain deep perspectives on how digitalization is reshaping financial landscapes worldwide.
Download or read book Air Sea Interaction written by G. T. Csanady and published by Cambridge University Press. This book was released on 2001-03-19 with total page 262 pages. Available in PDF, EPUB and Kindle. Book excerpt: Air-Sea Interaction: Laws and Mechanisms provides a comprehensive account of how the atmosphere and the ocean interact to control the global climate, what physical laws govern this interaction, and what are its prominent mechanisms. It is mainly directed towards graduate students and research scientists in meteorology, oceanography, and environmental engineering. The book will be of value on entry level courses in meteorology and oceanography, and also to the broader physics community interested in the treatment of transfer laws, and thermodynamics of the atmosphere and ocean.
Download or read book An A Z of Applied Linguistics Research Methods written by Shawn Loewen and published by Bloomsbury Publishing. This book was released on 2017-09-16 with total page 224 pages. Available in PDF, EPUB and Kindle. Book excerpt: Featuring an extensive set of entries covering all aspects of research methodology, ranging from basic to more advanced topics, this is an essential reference for applied linguists everywhere. Explanations of key concepts and techniques are fully cross-referenced and presented in bite-sized chunks, making it easy for users to look up specific terms quickly or have a brief refresher on methodological practices and related issues. Concepts are further illustrated by real-life examples drawn from current linguistics research. This is ideal for undergraduate and postgraduate students studying applied linguistics or TESOL modules.
Download or read book Nanosilicon written by Anatoly A. Ischenko and published by CRC Press. This book was released on 2014-07-23 with total page 734 pages. Available in PDF, EPUB and Kindle. Book excerpt: Nanosilicon: Properties, Synthesis, Applications, Methods of Analysis and Control examines the latest developments on the physics and chemistry of nanosilicon. The book focuses on methods for producing nanosilicon, its electronic and optical properties, research methods to characterize its spectral and structural properties, and its possible applic
Download or read book Efficiency and Anomalies in Stock Markets written by Wing-Keung Wong and published by Mdpi AG. This book was released on 2022-02-17 with total page 232 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Efficient Market Hypothesis believes that it is impossible for an investor to outperform the market because all available information is already built into stock prices. However, some anomalies could persist in stock markets while some other anomalies could appear, disappear and re-appear again without any warning. A Special Issue on "Efficiency and Anomalies in Stock Markets" will be devoted to advancements in the theoretical development of market efficiency and anomaly in the Stock Market, as well as applications in Stock Market efficiency and anomalies.
Download or read book Atomic Physics written by C. J. Foot and published by OUP Oxford. This book was released on 2004-11-25 with total page 344 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is primarily intended to accompany an advanced undergraduate course in atomic physics. However, the elementary atomic physics covered in the early chapters should be accessible to undergraduates when they are first introduced to the subject. The book describes some of the latest advances and the applications to Bose-Einstein condensation of atoms, matter-wave interferometry and quantum computing with trapped ions. To complement the usual quantum mechanical treatment of atomic structure the book strongly emphasizes the experimental basis of the subject, especially in the later chapters.
Download or read book Spectroscopy With Coherent Radiation Selected Papers Of Norman F Ramsey With Commentary written by Norman F Ramsey and published by World Scientific. This book was released on 1998-06-04 with total page 457 pages. Available in PDF, EPUB and Kindle. Book excerpt: This invaluable volume contains a biography of Nobel laureate Norman F Ramsey as well as reprints and retrospective commentaries on 56 papers relating to spectroscopy with coherent radiation. The earliest papers describe his work with I I Rabi, developing the then new magnetic resonance method and its uses to measure magnetic moments of the different forms of hydrogen and to discover the deuteron electric quadrupole moment. Later papers include his invention of the method of coherent separated oscillatory fields, the development of the atomic hydrogen maser and the uses of these methods to measure properties of nucleons, nuclei, atoms and molecules and to test parity and time reversal symmetries. Other papers present the first successful theories of nuclear magnetic shielding, NMR chemical shifts, electron-coupled nuclear spin-spin interactions and negative absolute temperatures.
Download or read book Scientific and Technical Aerospace Reports written by and published by . This book was released on 1991 with total page 1460 pages. Available in PDF, EPUB and Kindle. Book excerpt: Lists citations with abstracts for aerospace related reports obtained from world wide sources and announces documents that have recently been entered into the NASA Scientific and Technical Information Database.
Download or read book Fusion Energy Update written by and published by . This book was released on 1985 with total page 158 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Nuclear Science Abstracts written by and published by . This book was released on 1976 with total page 934 pages. Available in PDF, EPUB and Kindle. Book excerpt:
