Lanterna Rally
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A Monthly Effect in Stock Returns...
Author: Ariel A
Publisher: Hardpress Publishing
Published: 2013-12
Total Pages: 58
ISBN-13: 9781314719208
DOWNLOAD EBOOK →Unlike some other reproductions of classic texts (1) We have not used OCR(Optical Character Recognition), as this leads to bad quality books with introduced typos. (2) In books where there are images such as portraits, maps, sketches etc We have endeavoured to keep the quality of these images, so they represent accurately the original artefact. Although occasionally there may be certain imperfections with these old texts, we feel they deserve to be made available for future generations to enjoy.
A Monthly Effect in Stock Returns
Author: Robert A. Ariel
Publisher: Palala Press
Published: 2018-03-03
Total Pages: 52
ISBN-13: 9781379114314
DOWNLOAD EBOOK →This work has been selected by scholars as being culturally important, and is part of the knowledge base of civilization as we know it. This work was reproduced from the original artifact, and remains as true to the original work as possible. Therefore, you will see the original copyright references, library stamps (as most of these works have been housed in our most important libraries around the world), and other notations in the work. This work is in the public domain in the United States of America, and possibly other nations. Within the United States, you may freely copy and distribute this work, as no entity (individual or corporate) has a copyright on the body of the work. As a reproduction of a historical artifact, this work may contain missing or blurred pages, poor pictures, errant marks, etc. Scholars believe, and we concur, that this work is important enough to be preserved, reproduced, and made generally available to the public. We appreciate your support of the preservation process, and thank you for being an important part of keeping this knowledge alive and relevant.
The Incredible January Effect
Author: Robert A. Haugen
Publisher: McGraw-Hill Professional Publishing
Published: 1987
Total Pages: 154
ISBN-13:
DOWNLOAD EBOOK →The Incredible January Effect digs into one of the mysteries of the stock market--that for decades, certain kinds of securities have been producing unaccountably high returns during the first month of the year. Enlightening and highly useful.
An Empirical Analysis of Calendar Anomalies in Stock Returns – Evidence from India
Author: Dr. Sitaram Pandey
Publisher: Book Rivers
Published: 2022-03-09
Total Pages: 227
ISBN-13: 9355152485
DOWNLOAD EBOOK →Stock Market Anomalies
Author: Elroy Dimson
Publisher: CUP Archive
Published: 1988-03-17
Total Pages: 328
ISBN-13: 9780521341042
DOWNLOAD EBOOK →Expectations and the Structure of Share Prices
Author: John G. Cragg
Publisher: University of Chicago Press
Published: 2009-05-15
Total Pages: 185
ISBN-13: 0226116727
DOWNLOAD EBOOK →John G. Cragg and Burton G. Malkiel collected detailed forecasts of professional investors concerning the growth of 175 companies and use this information to examine the impact of such forecasts on the market evaluations of the companies and to test and extend traditional models of how stock market values are determined.
The Effect of Weather on Stock Returns: A Comparison Between Emerging and Developed Markets
Author: Irina Prodan
Publisher: Anchor Academic Publishing (aap_verlag)
Published: 2013-05-23
Total Pages: 57
ISBN-13: 3954890569
DOWNLOAD EBOOK →One renowned and frequently researched anomaly over the last two decades is the weather effect, more precisely, the impact of weather on stock market returns. The extensive literature on the weather effect fails to converge towards a unique, systematic and robust relationship between the weather, and the stock market. Therefore, the aim of this paper is to explain the contradictory results in the literature by testing whether stock prices are affected by the weather in a significantly different manner depending on the level of market development, and explaining how this difference behaves over time. In order to test for this, city-by-city, pooled and binary regressions are employed using data of 10 developed, and 10 emerging countries over the period 1996-2011 by using two different means of seasonal adjustment.
Stock Market Logic
Calendar Anomalies and Arbitrage
Author: W. T. Ziemba
Publisher: World Scientific
Published: 2012
Total Pages: 607
ISBN-13: 9814405469
DOWNLOAD EBOOK →This book discusses calendar or seasonal anomalies in worldwide equity markets as well as arbitrage and risk arbitrage. A complete update of US anomalies such as the January turn-of-the year, turn-of-the-month, January barometer, sell in May and go away, holidays, days of the week, options expiry and other effects is given concentrating on the futures markets where these anomalies can be easily applied. Other effects that lend themselves to modified buy and hold cash strategies include the presidential election and factor models based on fundamental anomalies. The ideas have been used successfully by the author in personal and managed accounts and hedge funds.
