Seasonality of Randomly Selected Monthly Stock Market Returns
Author : Scott Carroll
Publisher :
Page : 160 pages
File Size : 29,74 MB
Release : 1990
Category : Stock price forecasting
ISBN :
Author : Scott Carroll
Publisher :
Page : 160 pages
File Size : 29,74 MB
Release : 1990
Category : Stock price forecasting
ISBN :
Author : Jay Kaeppel
Publisher : John Wiley & Sons
Page : 325 pages
File Size : 47,48 MB
Release : 2008-12-22
Category : Business & Economics
ISBN : 0470270438
There is a seasonal bias to the stock market, and by paying attention to the seasonal market tendencies you can gain an edge in the stock market over the long haul. Seasonality offers a practical approach to investing and trading. What better way to learn how to employ seasonal systems than learning from Jay Kaeppel, a master in the analysis of seasonal trends? Kaeppel walks you through this phenomenon that continues to work consistently, providing you with his ultimate seasonal index to make the calendar work for you. Stock Market Seasonals provides a never-before-seen definitive guide that illustrates how to utilize a combination of four basic seasonal tendencies in order to maximize returns.
Author : Lado Beridze
Publisher : Nova Publishers
Page : 378 pages
File Size : 40,92 MB
Release : 2008
Category : Business & Economics
ISBN : 9781600218507
This book presents recent significant research dealing the economics of emerging markets. The term emerging markets is commonly used to describe business and market activity in industrialising or emerging regions of the world. The term is sometimes loosely used as a replacement for emerging economies, but really signifies a business phenomenon that is not fully described by or constrained to geography or economic strength; such countries are considered to be in a transitional phase between developing and developed status. Examples of emerging markets include China, India, Mexico, Brazil, much of Southeast Asia, countries in Eastern Europe, parts of Africa and Latin America. An emerging market is sometimes defined as "a country where politics matters at least as much as economics to the markets."
Author : M. Agarwal
Publisher : Springer
Page : 258 pages
File Size : 46,40 MB
Release : 2015-12-11
Category : Business & Economics
ISBN : 1137359927
This book discusses new determinants for optimal portfolio selection. It reviews the existing modelling framework and creates mean-variance efficient portfolios from the securities companies on the National Stock Exchange. Comparisons enable researchers to rank them in terms of their effectiveness in the present day Indian securities market.
Author : Shiguang Ma
Publisher : Routledge
Page : 304 pages
File Size : 36,95 MB
Release : 2017-11-30
Category : Business & Economics
ISBN : 1351146904
By investigating the efficiency of China's stock market in accordance with the theoretical framework of the Efficient Market Hypothesis, this book focuses on weak form and semi-strong form market efficiency. Empirical tests have been intensively conducted on the random walk hypothesis, the presence of market seasonality and the price reaction to publicly released information. In addition The Efficiency of China's Stock Market provides a comparative analysis between China's stock market and other countries' stock markets.
Author : Gábor Békés
Publisher : Cambridge University Press
Page : 742 pages
File Size : 29,65 MB
Release : 2021-05-06
Category : Business & Economics
ISBN : 1108582672
This textbook provides future data analysts with the tools, methods, and skills needed to answer data-focused, real-life questions; to carry out data analysis; and to visualize and interpret results to support better decisions in business, economics, and public policy. Data wrangling and exploration, regression analysis, machine learning, and causal analysis are comprehensively covered, as well as when, why, and how the methods work, and how they relate to each other. As the most effective way to communicate data analysis, running case studies play a central role in this textbook. Each case starts with an industry-relevant question and answers it by using real-world data and applying the tools and methods covered in the textbook. Learning is then consolidated by 360 practice questions and 120 data exercises. Extensive online resources, including raw and cleaned data and codes for all analysis in Stata, R, and Python, can be found at www.gabors-data-analysis.com.
Author :
Publisher : Excel Books India
Page : 273 pages
File Size : 27,56 MB
Release :
Category :
ISBN : 9350620928
Author : United States. Department of Agriculture. Statistical Reporting Service
Publisher :
Page : 156 pages
File Size : 17,76 MB
Release : 1983
Category :
ISBN :
Author : Babatunde O Odusami
Publisher : SAS Institute
Page : 405 pages
File Size : 49,30 MB
Release : 2024-06-14
Category : Computers
ISBN : 1685800157
Explore financial data science using SAS. Financial Data Science with SAS provides readers with a comprehensive explanation of the theoretical and practical implementation of the various types of analytical techniques and quantitative tools that are used in the financial services industry. This book shows readers how to implement data visualization, simulation, statistical predictive models, machine learning models, and financial optimizations using real-world examples in the SAS Analytics environment. Each chapter ends with practice exercises that include use case scenarios to allow readers to test their knowledge. Designed for university students and financial professionals interested in boosting their data science skills, Financial Data Science with SAS is an essential reference guide for understanding how data science is used in the financial services industry and for learning how to use SAS to solve complex business problems.
Author : Gaston Michel
Publisher : Springer Science & Business Media
Page : 182 pages
File Size : 22,43 MB
Release : 2009-08-03
Category : Business & Economics
ISBN : 3834994960
Gaston Michel investigates whether shocks to real estate markets constitute an important source of the risk that is priced in the cross section of equity returns. His results document that real estate risk explains a large part of the cross-sectional variation in equity returns. He shows that an alternative modeI which includes the real estate factor performs as well as or better than the Fama-French model in pricing equity returns.