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 | ||
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Lo trovi qui: Univ. Federico II | ||
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Energy Economics and Policy in Developed Countries |
Autore | Heshmati Almas |
Pubbl/distr/stampa | Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2020 |
Descrizione fisica | 1 electronic resource (230 p.) |
Soggetto topico | Research & information: general |
Soggetto non controllato |
environmental regulations
employment manufacturing act on low-carbon green growth labor productivity Korea Dutch disease natural gas event study real exchange rate announcements currency appreciation export expectations carbon emission efficiency regional differences influencing factors the Modified undesirable EBM DEA model Tobit model energy performance certificates PV energy cost PV energy savings house prices environmental regulation oil prices stock prices panel data analysis ARDL financial sector water-energy-land nexus environmental policy integration policy analysis European Union green finance green investment green credit guarantee scheme community-based trust funds renewable energy Export-led growth economic growth Angola energy efficiency time-variant efficiency true fixed-effects model four components stochastic frontier model determinants of inefficiency Chinese provinces utilization efficiency data envelopment analysis undesirable output model bad output grey prediction model energy economics financial transmission rights (FTR) FTR auction FTR path evaluation electric market item response theory (IRT) psychometrics power generation electrical subsystems time series environmental degradation goal economic growth goal mean group analysis weighted scoring method electric buses zero-emission buses (ZEB) clean buses EU policy zero emission policy green energy city management simulation model strategy sustainable development |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNINA-9910557411303321 |
Heshmati Almas
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Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2020 | ||
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Lo trovi qui: Univ. Federico II | ||
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