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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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Frontiers of Asset Pricing
| Frontiers of Asset Pricing |
| Autore | Kolari James W |
| Pubbl/distr/stampa | Basel, : MDPI - Multidisciplinary Digital Publishing Institute, 2022 |
| Descrizione fisica | 1 electronic resource (228 p.) |
| Soggetto topico | Philosophy |
| Soggetto non controllato |
forecasting
commodity market metals term structure yield spread carry cost rate hedge ratio conditional hedge ratio bias adjustments earnings announcements options informed trading net buying pressure volatility direction at-the-money out-of-the-money deep-out-of-the-money asset pricing S&P 500 index survivor stocks risk factors momentum Bitcoin cryptocurrencies outliers GARCH-jump time-varying jumps zero-beta CAPM return dispersion expectation-maximization (EM) regression latent variable free-boundary problem pairs trading stochastic control trading strategies transaction costs transaction regions finance economics event study clustered event days cross-sectional correlation cumulated ranks rank test standardized abnormal returns market index market factor multifactors efficient portfolios efficient market hypothesis unit root spectral analysis abnormal returns pricing market volume portfolio profitability Poisson model |
| ISBN | 3-0365-5846-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910637778903321 |
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Kolari James W
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| Basel, : MDPI - Multidisciplinary Digital Publishing Institute, 2022 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Quantitative Methods in Economics and Finance
| Quantitative Methods in Economics and Finance |
| Autore | Kliestik Tomas |
| Pubbl/distr/stampa | Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2021 |
| Descrizione fisica | 1 electronic resource (164 p.) |
| Soggetto topico | Coins, banknotes, medals, seals (numismatics) |
| Soggetto non controllato |
omnichannel (omni-channel) sales
sales funnel cost of sales customer relationship management (CRM), Big Data robo-advisor financial innovations diffusion exchange traded funds stock index futures stock index options stock market indexes business finance earnings management EBIT financial modelling homogeneity stationarity time series methods unit root loan pricing RAROC loan origination exchange-rate risk long-range dependency wavelets multi-frequency analysis AUD–USD exchange rate π-option American-type option optimal stopping Monte Carlo simulation economic security of companies valuation of intangible assets and intellectual property International Valuation Standards (IVS) legal disputes over intellectual rights time series prediction exchange rate artificial neural networks radial basis function multi-layer perceptron seasonal fluctuations global economy |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910557556203321 |
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Kliestik Tomas
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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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Sustainability, Digital Transformation and Fintech: The New Challenges of the Banking Industry
| Sustainability, Digital Transformation and Fintech: The New Challenges of the Banking Industry |
| Autore | Pérez Andrea |
| Pubbl/distr/stampa | Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2021 |
| Descrizione fisica | 1 electronic resource (594 p.) |
| Soggetto topico | Economics, finance, business & management |
| Soggetto non controllato |
stimulus-response model
utilitarian value Hedonic value salesperson selling behaviors customer satisfaction loan expansion GDP NPL ARDL VECM Johansen test of co-integration unit root non-performing loans sovereign debt distress tail dependence gaussian copula regression mobile financial services (MFS) trust perceived risk structural equation modeling (SEM) multiple-criteria decision-making (MCDM) technique for order preference by similarity to ideal solution (TOPSIS) analytic hierarchy process (AHP) data envelopment analysis commercial banks product innovation performance evaluation innovation risk digital financial inclusion risk-coping ability vulnerability to poverty instrumental variable estimation emotional intelligence work-family conflict job burnout employees’ turnover intention perceived organizational support the Vietnamese banking industry stochastic DEA multi-attribute decision making ordinal variable cross-efficiency corporate social responsibility disclosure (CSRD) financial performance Islamic Banking Industry of Pakistan GRI AAOIFI CSRD index cost of equity IFRS adoption European banks corporate governance banking regulation CSP–CFP relationship banking sustainability glass ceiling board composition equal opportunity policy CSR communication discourse exposition narrative storytelling banking catering utilitarian service hedonic service sustainable finance sustainable financial products sustainable banking SDGs sustainable development Latin America ESG digital transformation knowledge management digital government public sector public administration peer-to-peer lending bank risk insolvency risk illiquidity risk financial inclusion vulnerable rural areas sustainable solutions central bank digital currency social sustainability pharmacy network sustainable access to cash nonperforming loans macroeconomic factors econometric model exchange rate unemployment rate inflation rate MoM(micro-operating mechanism) regulatory sandbox fintech type by enterprise innovation competencies patents data evidence-based policy European financial services SMEs nonfinancial information sustainable reporting disclosure lexical analysis nonfinancial reporting dynamic provisioning macroprudential supervision counter-cyclical adjustment innovative solution mobile banking Nigeria sub-Saharan Africa (SSA) qualitative meta-synthesis (QMS) banking industry value in use approach FinTech innovation valuation patent application market power efficiency profitability risk CBDC digital currency bank run central bank economic sustainability organizational ambidexterity blended ambidexterity innovation process buy-now-pay-later regulatory failure regulation consumer behaviour bank barriers digitalisation management perception transformation social media admiration consumer loyalty sustainability |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Altri titoli varianti | Sustainability, Digital Transformation and Fintech |
| Record Nr. | UNINA-9910557550203321 |
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Pérez Andrea
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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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