Research

Calendar anomalies and the financial trends’ role: an empirical research for the day of the week and the reverse weekend effect in the S&P 500 Vasileiou Evangelos, University of the Aegean There have been many researches as to how the calendar anomalies and timings of weeks and months affect the financial stock markets. Research paper Calendar anomalies and the financial trends’ role: an empirical...
Does greater diversification really improve performance in portfolio selection? Francesco Cesarone, Universita degli Studi Roma Tre - Dipartimento di Studi Aziendali Jacopo Moretti, Universita degli Studi Roma Tre - Dipartimento di Studi Aziendali Fabio Tardella, Sapienza Universita di Roma The main reason for selecting portfoliomodels...
Public sector mutual funds vs private sector mutual funds Tarini, MBA (Finance), College of Agribusiness Management, Govind Ballabh Pant University of Agriculture &Technology, Pantnagar. Jayant Gautam, PhD Scholar, College of Agribusiness Management, Govind Ballabh Pant University of Agriculture & Technology,...
Writing covered calls Having a diversified portfolio is critical for any investor to be able to draw good returns on his investment. Every investor likes to keep a mix of stocks in his portfolio, with some stocks which are less volatile and at the same time offer good risk adjustedreturn....
A Unified Theory of Tobin’s Q (Bolton, Chen and Wang) Liquidity is the most important factor of risk management, this is proven by the recent financial crisis of 2008 and 2011 The researchers Bolton, Chen and Wang propose in the document ’A Unified Theory Of Tobin’s Q’, a model of Investment and Corporate Financial...
The Eurozone Crisis and Its Contagion Effects on the European Stock Markets Wasim Ahmad University of Delhi - Department of Financial Studies N. R. Bhanumurthy Delhi University Enclave Sanjay Sehgal University of Delhi - Department of Financial Studies Contagion effects A recent research The Eurozone Crisis and Its Contagion...
Option Writing Strategies in a Low Volatility Framework Donald X. He Allianz Global Investors US LLC; University of California, Los Angeles (UCLA) - Anderson School of Management Jason C. Hsu Research Affiliates, LLC; University of California, Los Angeles - Anderson School of Business Neil Rue Pension Consulting...
Stock Market Back testing through Simulation Could we predict how the stock market will change in the future? Could we foresee arising risks and opportunities by simulation? How precise would that be? These are questions of interest for any investor and Tony Cooper, from Double Digit Numerics, makes an in-depth...
Is There Really Excess Co-movement? Causal Evidence from FTSE 100 Index Turnover Empirical research shows co-movement in excess of covariation of fundamental factors, like discount rates and future cash flows. Apparently, events that have nothing to do with fundamentals influence co-movement: for example, co-movement increases when stocks...
Web News Analytics Enhance Stock Portfolio Returns RavenPack has tested its data set derived from online sources and financial news impact on stock portfolio returns, compared to the real time content published by Dow Jones and Wall Street Journal. The study spread on one week time and has monitored all Russel3000...