Download or read book Closing the Question on the Continuation of Turn of the month Effects written by Edwin D. Maberly and published by . This book was released on 2000 with total page 30 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Closing the Question on the Continuation of Turn of The Month Effects written by Edwin D. Maberly and published by . This book was released on 2014 with total page 28 pages. Available in PDF, EPUB and Kindle. Book excerpt: Prior research documents unusually high returns on the last trading day of the month and over the next three consecutive trading days. This phenomenon is known as the turn-of-the-month (TOTM) effect. According to Siegel (1998), why these anomalies occur is not well understood, and whether they will continue to be significant in the future is an open question. In this paper, we examine the Samp;P 500 futures contract for evidence that turn-of-the-month effects have continued. Transaction costs are low for index futures, and the absence of short-sale restrictions makes index futures an attractive venue for testing the continuation of market anomalies because of the low cost of arbitrage. We find that TOTM effects for Samp;P 500 futures disappear after 1990, and this result carries over to the Samp;P 500 spot market. We conjecture that a change in the preference of individual investors over time from making direct to making indirect stock purchases through mutual funds is related to the disappearance of the TOTM effect for more recent return data. In this paper, we argue that turn-of-the-month return patterns for both spot and futures prices are dynamic and related to market microstructure and therefore subject to change without notice. Financial economists should be careful when making out-of-sample inferences from observed in-sample return regularities.

Download or read book Microsoft Excel for Stock and Option Traders written by Jeff Augen and published by Cisco Press. This book was released on 2011-04-18 with total page 209 pages. Available in PDF, EPUB and Kindle. Book excerpt: Trade more profitably by exploiting Microsoft Excel’s powerful statistical and data mining tools: · Uncover subtle anomalies and distortions that signal profit opportunities · Create powerful new custom indicators, alerts, and trading models · Visualize and analyze huge amounts of trading data with just a few clicks · Powerful techniques for every active investor who can use Excel Now that high-speed traders dominate the market, yesterday’s slower-paced analysis strategies are virtually worthless. To outperform, individual traders must discover fleeting market trends and inefficiencies and act on them before they disappear. Five years ago, this required multimillion-dollar data mining and analytical infrastructures. Today, traders can use Excel with the help of world-class trader Jeff Augen’s Microsoft Excel for Stock and Option Traders: Build your Own Analytical Tools for Higher Returns. Augen shows how to use Excel 2007 or 2010 to uncover hidden correlations and reliable trade triggers based on subtle anomalies and price distortions, create and test new hypotheses others haven’t considered, and visualize data to reveal insights others can’t see! "Jeff Augen turns things inside out in his remarkable and challenging book Microsoft Excel for Stock and Option Traders." - John A. Sarkett, SFO Magazine, October 2011

Download or read book Emergency Powers Continuation Act written by United States. Congress. House. Committee on the Judiciary and published by . This book was released on 1952 with total page 636 pages. Available in PDF, EPUB and Kindle. Book excerpt: Considers legislation to extend selected WWII legislative programs and emergency powers concerning military and Federal personnel, construction programs, patent controls, military and veterans housing programs, foreign trade regulations, war claims procedure, and emergency transportation controls.

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Download or read book Monthly Review of Central Europe written by Anglo-International Bank (London, England) and published by . This book was released on 1927 with total page 508 pages. Available in PDF, EPUB and Kindle. Book excerpt:

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Download or read book The Commercial and Financial Chronicle written by and published by . This book was released on 1906 with total page 814 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Chambers s Edinburgh journal conducted by W Chambers Continued as Chambers s Journal of popular literature science and arts written by Chambers's journal and published by . This book was released on 1860 with total page 432 pages. Available in PDF, EPUB and Kindle. Book excerpt:

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Download or read book The Commercial Financial Chronicle written by and published by . This book was released on 1906 with total page 1658 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book The American Issue written by and published by . This book was released on 1911 with total page 1080 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Impact of Commuter Aliens Along the Mexican and Canadian Borders written by United States. Select Commission on Western Hemisphere Immigration and published by . This book was released on 1968 with total page 790 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Monthly Review written by New York Stock Exchange and published by . This book was released on 1927 with total page 816 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Hugard s Magic Monthly written by and published by . This book was released on 1954 with total page 448 pages. Available in PDF, EPUB and Kindle. Book excerpt: