The relation between price changes and trading volume: A survey

JM Karpoff - Journal of Financial and quantitative Analysis, 1987 - cambridge.org
This paper reviews previous and current research on the relation between price changes
and trading volume in financial markets, and makes four contributions. First, two empirical …

The stock market game: Classroom use and strategy

WC Wood, SL O'Hare, RL Andrews - The Journal of Economic …, 1992 - Taylor & Francis
The Stock Market Game: Classroom Use and Strategy Page 1 Economic Instruction In this
section, the Journal of Economic Education publishes articles, notes, and communications …

Beta Estimation in the Indian Stock Market: Stability, Stationarity and Computational Considerations.

R Singh - Decision (0304-0941), 2008 - search.ebscohost.com
Beta is a widely accepted measure of systematic risk and is used by practitioners for capital
budgeting, portfolio formation, and performance evaluation. It is important to know whether …

Beta as a determinant of investor activity in sector exchange-traded funds

J Peltomäki - The Quarterly Review of Economics and Finance, 2017 - Elsevier
This study investigates the role of beta along with an extended set of risk characteristics as
determinants of ETF flow and ETF trading in sector exchange-traded funds (ETFs). The …

Measures of Real Estate Taxation in the Classify Income

윤덕병 - 융합정보논문지, 2017 - dbpia.co.kr
The purpose of this study tried theoretical review on the current Transfer Income Tax system,
and review on current Korean Transfer Income Tax system, to derive the inherent problems …

Betting against beta para os mercados acionários da América Latina

A Kishore, RL de Faria Olivo, GAW Sales, FL da Silva - Peer Review, 2024 - peerw.org
Estudos recentes sobre a eficiência do CAPM para prever retornos foram questionados por
vários acadêmicos e umas das constatações foi que a inclinação da curva do SML na …

12 The interwar shocks to US–Cuban trade relations: A view through sugar company stock price data

A Dye, R Sicotte - The Origins and Development of Financial …, 2009 - books.google.com
Recent work on the political economy of imperialism emphasizes how the imperial power
can transform less-developed economies by setting up institutions that underpin modern …

[PDF][PDF] COMPARING ANOMALIES USING LIQUIDITY AND EARNINGS

R Snigaroff, D Wroblewski… - Journal Of Investment …, 2020 - denaliadvisors.com
We compare three factor models and their ability to explain a set of portfolio anomalies. Two
of these models are based on market capitalization which most of the industry currently uses …

Essays on asset pricing

B Chowdhury - 2017 - figshare.utas.edu.au
Significant jumps have been found in stock prices and stock indexes, suggesting that jump
risk is a part of systematic risks. Since jump risk is priced, adding jump risk into the traditional …

[PDF][PDF] Interactions of Stock Market Turnover and Exchange Rate Volatility as Determinants of Net FDI Inflows Into Emerging Economies: An African Empirical Analysis

I Mokgosi - 2018 - wiredspace.wits.ac.za
Investment by multinational firms into emerging markets can simply be put down to the
attraction to new markets and their attractive operating environments. The cost of operation …