نتایج جستجو برای: momentum and contrarian strategies
تعداد نتایج: 16870104 فیلتر نتایج به سال:
Momentum and reversals are two phenomena to explain the past return trend. Originally introduced by Jegadeesh Titman in 1993, momentum is now a common investment strategy when investors trading securities. It points out stock price may have relationship with their performance. A large number of researchers been trying find effect based on empirical evidence different markets periods, which incl...
nowadays,tourism industry considered as one of the main sources of income of a country.unfortunately and despite of owning plenty of cultural historical and natural attractions, iran has not reached to a proper position in this field. besides, the historical cities of a country are considered as the income resource and national wealth of it. qazvin with a rich cultural precedent, have suitable ...
• Study price effects after one-day abnormal return in developed and emerging markets. Use daily data from 2000 to 2020 compare ESG versus conventional stock indices. Find quite similar for both indices, yet their power is dissimilar. A contrarian effect seen the US market returns. The main results offer additional evidence against Efficient Market Hypothesis. This paper examines related one da...
the skill of reading in english as a foreign language is an important and challenging one which is affected both by linguistic and extra linguistic factors. since vocabularies are part and parcel of every reading comprehension text, knowing enough vocabulary always facilitates this process. however, guessing strategy as one of the most important strategies has consistently ignored by language l...
the aim of conducting this study was to investigate the foreign language learning needs of undergraduate economics students and business management students in faculties of social sciences of alzahra and azad naragh university. in the study, which was designed on the basis of a qualitative-quantitative basis using interviews and questionnaires, 146 female undergraduate business management as we...
In capital market anomalies, momentum effect and contrarian are typical phenomena in stock market, bond commodity foreign exchange market. The existence of reversal also shows that there is a certain space for perfect integration between the traditional efficient hypothesis theory, behavioral finance anomalies. This paper selects 50 stocks China's GEM from 2019 to 2021 analyze empirical results...
Abstract Using a unique dataset of daily returns 89 programmes Commodity Trading Advisors (CTAs), we investigate the distributional properties CTA strategies including trend following, fundamental and contrarian strategies. We find that data exhibits strong features fat-tail, volatility clustering, long memory in volatility. This is different from previous studies which are often based on month...
Many institutional and individual investors have an asset allocation policy that calls for investing a specified percentage of the total value of a portfolio in each of several asset classes. To conform with such a policy as market values change requires selling assets that performed relatively well and buying those that performed relatively poorly. Such a strategy is clearly contrarian and can...
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