Testing Semi-Strong Form Efficiency and the PEAD Anomaly in ATHEX: An Event Study based on Annual Earnings Announcements PDF Download
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Author:
Publisher: Universal-Publishers
ISBN: 1612337872
Category :
Languages : en
Pages : 85
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Book Description
Author:
Publisher: Universal-Publishers
ISBN: 1612337872
Category :
Languages : en
Pages : 85
Get Book Here
Book Description
Author: Itzhak Venezia
Publisher: World Scientific
ISBN: 9813231580
Category : Business & Economics
Languages : en
Pages : 288
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Book Description
This volume presents lecture notes for a course in behavioral finance, most suitable for MBA students, but also adaptable for a PhD class. These lecture notes are based on the author's experience in teaching behavioral finance classes at Bocconi University (at the PhD level) and at the Academic College of Tel Aviv-Yaffo (MBA).Written in a way that is user-friendly for both teachers and students, this book is the first of its kind and consolidates all the material necessary for a course on behavioral finance, balancing psychological concepts with financial applications. Material formerly presented only in academic papers has been transformed to a format more suitable for students, while the most important issues have been highlighted in boxes that can form the basis of a lecturer's teaching slides.In addition to corralling all the currently scattered materials into one book, a neat logical order is introduced to the subject matter. Behavioral finance is put in a context relative to the other disciplines of finance, its history is outlined and the way it evolved — from an eclectic collection of counter examples to market efficiency into a bona fide discipline of finance — is reviewed and explained.The 17 topic-based chapters in this book are each intended for a 90-minute lecture. The first five chapters (Part 1) provide the psychological and financial foundations of behavioral finance. The next 12 chapters (Part 2) are applications: Chapters 6-13 cover the essentials while Chapters 14-17 are special, elective topics.
Author: Cheng F. Lee
Publisher: Center for PBBEFR & Airiti Press
ISBN: 9866286657
Category : Business & Economics
Languages : en
Pages :
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Book Description
Advances in Quantitative Analysis of Finance and Accounting (New Series) is an annual publication designed to disseminate developments in the quantitative analysis of finance and accounting. The publication is a forum for statistical and quantitative analyses of issues in finance and accounting as well as applications of quantitative methods to problems in financial management, financial accounting, and business management. The objective is to promote interaction between academic research in finance and accounting and applied research in the financial community and the accounting profession.
Author: Theresa Herrmann
Publisher: Springer
ISBN: 3658248327
Category : Business & Economics
Languages : en
Pages : 189
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Book Description
Conducting an experiment Theresa Herrmann investigates why nonprofessional investors fail to incorporate disclosures on fair value estimates into their investment decision and what causes this exclusion. Differentiating between different types of disclosures and the development of the fair value (gain vs. loss) the results indicate that with a fair value gain, none of the disclosure information increases decision usefulness, irrespective of the presentation format. When a fair value loss occurs, fair value disclosures presented in a salient presentation format decrease decision usefulness. Thus, investors have varying information needs that are strongly linked to the development of a firm’s key asset.
Author: Júlio
Lobão
Publisher: Cambridge Scholars Publishing
ISBN: 1527569616
Category : Business & Economics
Languages : en
Pages : 260
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Book Description
This volume explores some of the latest advances in the field of behavioural finance, one of the most dynamic areas in financial economics today. The book shows how, through its use of insights from psychology to better understand the decisions made by investors and corporate managers, behavioural finance has shed new light on several financial puzzles.
Author: Leonard Zacks
Publisher: John Wiley & Sons
ISBN: 1118127765
Category : Business & Economics
Languages : en
Pages : 352
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Book Description
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.
Author: Gautam Mitra
Publisher: CRC Press
ISBN: 1000897982
Category : Business & Economics
Languages : en
Pages : 488
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Book Description
Handbook of Alternative Data in Finance, Volume I motivates and challenges the reader to explore and apply Alternative Data in finance. The book provides a robust and in-depth overview of Alternative Data, including its definition, characteristics, difference from conventional data, categories of Alternative Data, Alternative Data providers, and more. The book also offers a rigorous and detailed exploration of process, application and delivery that should be practically useful to researchers and practitioners alike. Features Includes cutting edge applications in machine learning, fintech, and more Suitable for professional quantitative analysts, and as a resource for postgraduates and researchers in financial mathematics Features chapters from many leading researchers and practitioners
Author: Ralf Günther
Publisher: Springer
ISBN: 3658240946
Category : Business & Economics
Languages : en
Pages : 262
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Book Description
Airlines follow different strategies of aircraft sourcing and financing. Basic decisions include the choice of buy versus lease and long term versus short term acquisition of aircraft. Additional fleet and fleet planning characteristics include the desired fleet size, average aircraft age, or possible surplus in capacity. Do these variables have an impact on financial success? Taking the perspective of a shareholder, the author uses multivariate regression methodology to evaluate abnormal returns in stock market's reaction to the terrorist attacks on September 11, 2001, the Financial Crisis 2008, and to aircraft accidents and aircraft orders 1994–2009. In further regression analyses the relationship of fleet variables to a company's revenue growth and profitability is examined. Potential readerships include researchers and practitioners with interest in how decisions could be taken in favor of shareholders in an aircraft fleet planning context.
Author: Nuala Walsh
Publisher: Harriman House Limited
ISBN: 085719996X
Category : Business & Economics
Languages : en
Pages : 330
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Book Description
Despite conventional wisdom, the biggest risk confronting our generation isn’t economic, political or climate risk. It’s decision risk, and the failure to hear who and what really matters. Your decisions impact others, yet in today’s noisy world of digital distraction, disinformation and data overload we’re more vulnerable than ever to hearing less and less. In the dash to decide, we sacrifice nuance for convenience, misinterpret people and misunderstand situations, accelerating a rush to misjudgement. The result? A catalogue of human errors, unheard voices and tone-deaf leadership. Tuning out relevant voices degrades decisions, damages reputation and squanders opportunity, amplifying modern activism, rampant polarisation, scandals and scams. Now that can change. In Tune In, award-winning Nuala Walsh champions understanding behaviour as an insurance policy against mishearing, misinformation and misjudgement. This timely masterclass stands apart in its original treatment of 'deaf spots,' the hidden judgement killers that stop us from hearing what really matters. It not only explains your worst mistakes but equips you to prevent future error and the sting of regret. Armed with a new science-led PERIMETERS framework and dozens of 'sonic' strategies that rely on human intelligence, not artificial intelligence, you’ll discover the 10 traps that bind our reasoning. Each is illustrated by a cast of Wall Street titans, sports legends, serial killers, presidents, astronauts, entrepreneurs, entertainers and exonerees. By tuning in, you’ll hear what others don’t and secure advantage. You’ll stand out rather than miss out, becoming a more admired and influential Decision Ninja. Good judgement is at a premium - and your decisions matter. It's time to Tune In.
Author: Hersh Shefrin
Publisher: College Ie Overruns
ISBN: 9781259254864
Category : Corporations
Languages : en
Pages : 300
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Book Description
