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 | ||
Basel, : MDPI - Multidisciplinary Digital Publishing Institute, 2022 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
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Multiscale Impacts of Anthropogenic and Climate Changes on Tropical and Mediterranean Hydrology |
Autore | Descroix Luc |
Pubbl/distr/stampa | Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2021 |
Descrizione fisica | 1 electronic resource (372 p.) |
Soggetto topico | Research & information: general |
Soggetto non controllato |
Africa
rainfall monthly grids database inverse distance weighted agroforestry catchment hydrology humid tropics hydrological modeling impact assessment land-cover change Montane Southeast Asia rubber trend detection water balance critical drought frequency analysis Mediterranean region precipitation deficit Seyhan River basin spatial drought analysis standardized precipitation index (SPI) Casiquiare Orinoco Amazon bifurcation hydro-sedimentary budget trends Senegal River Basin rainfall shift hydroclimatic variables streamflow climate change data preprocessing donor selection drainage area ratio Euphrates basin moving average physical similarity streamflow estimation ungauged basins water salinity inverse estuaries West Africa drought mangrove Mono basin extreme rainfall events ENSEMBLE regional climate models modeling MUSLE erosion solid transport dam Bouregreg Morocco overland flow inter-rill erosion teak tree plantation understory broom grass South-East Asia land management soil erosion flow recession model discharge forecast Senegal River Gambia River Niger River hydroclimatology hydrosedimentology hydrogeochemical Congo River Basin urbanization impervious area Cameroon runoff Rambla de Algeciras semi-arid lake lakeshores silting bank gullies UAV LiDAR DoD M3C2 Fouta Djallon water tower depletion (or recession) coefficient runoff coefficient soil water holding capacity basement sandstone Fula society |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNINA-9910557366103321 |
Descroix Luc | ||
Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2021 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
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