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Efficiency and Anomalies in Stock Markets
| Efficiency and Anomalies in Stock Markets |
| Autore | Wong Wing-Keung |
| Pubbl/distr/stampa | Basel, : MDPI - Multidisciplinary Digital Publishing Institute, 2022 |
| Descrizione fisica | 1 electronic resource (232 p.) |
| Soggetto topico | Development economics & emerging economies |
| Soggetto non controllato |
stochastic dominance
Omega ratio risk averters risk seekers utility maximization market efficiency anomaly emerging markets KSE Pakistan three-factor model size and value premiums future economic growth liquidity proxy emerging market transaction cost price impact efficient market economic policy uncertainty random walk news Asian market G7 market real exchange rate volatility financial development economic growth Put–Call Ratio volume open interest frequency-domain roiling causality convertible bond financial constraints stock performance Autoregressive Model non-Gaussian error realized volatility Threshold Autoregressive Model value premium technical analysis moving average China stock market stock market finance applications EMH anomalies Behavioral Finance Winner–Loser Effect Momentum Effect calendar anomalies BM effect the size effect Disposition Effect Equity Premium Puzzle herd effect ostrich effect bubbles trading rules overconfidence utility portfolio selection portfolio optimization risk measures performance measures indifference curves two-moment decision models dynamic models diversification behavioral models unit root cointegration causality nonlinearity covariance copulas robust estimation anchoring |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910674048203321 |
Wong Wing-Keung
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| Basel, : MDPI - Multidisciplinary Digital Publishing Institute, 2022 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Risks : Feature Papers 2020
| Risks : Feature Papers 2020 |
| Autore | Steffensen Mogens |
| Pubbl/distr/stampa | Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2021 |
| Descrizione fisica | 1 electronic resource (170 p.) |
| Soggetto topico | Medicine |
| Soggetto non controllato |
medical services’ consumption
lifestyle factors insurance plan structural equation model stock–bond correlation VIX economic policy uncertainty monetary policy uncertainty fiscal policy uncertainty agricultural commodity futures price discovery market reflexivity Hawkes process poisson autoregressive models contagion predictive monitoring information-based asset pricing Lévy processes gamma processes variance gamma processes Brownian bridges gamma bridges nonlinear filtering house price prediction real estate machine learning random forest Lévy process subordination option pricing risk sensitivity stochastic volatility Greeks time-change time series volatility probability-integral transform ARMA model copula |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Altri titoli varianti | Risks |
| Record Nr. | UNINA-9910557488303321 |
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Steffensen Mogens
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| Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2021 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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