عنوان فارسی مقاله: واکنش بازارهای سهام
عنوان انگلیسی مقاله:
فهرست مطالب
Reaction of Stock Markets
Introduction
Two Hypotheses
Efficient Market Hypothesis
Empirical Tests Performed
Result
More January Effect
Empirical Results
Other Notable Findings
Conclusion:“Does the Stock Market Overreact?”
Test
Portfolio Creation
Results
Results Discussion
Interpretation of Results
Results from DeBont & Thaler
Testing was conducted to determine if these results were due to other systematic risks:
Beta and Market Cap Test
Additional Test done to try and explain results in Panel A & B
Conclusion
بخشی از مقاله
Results Discussion
Panel A:
Buy minus sell portfolios resulted in positive returns throughout the panel meaning portfolios comprised of past winners outperformed portfolios comprised of past losers.
This was most pronounced in the 12 month formation period, 3 month holding period
Panel B
Same 12 month observation period followed by a 3 month holding period yielded the highest difference between the results
دانلود رایگان مقاله پاورپوینت انگلیسی Reaction of Stock Markets
کلمات کلیدی:
Stock market reaction to strategic investment decisionsonlinelibrary.wiley.com/doi/10.1002/smj.4250110503/pdfby JR Woolridge - 1990 - Cited by 426 - Related articlesthe stock market's reaction to announcements of these decisions are tested. ... The implications of a positive reaction by the stock market 10 investment.[PDF]Stock Price Reaction to News and No-News - Yale Economicswww.econ.yale.edu/~shiller/behfin/2001-05-11/chan.pdfby WS Chan - Cited by 771 - Related articlesMay 11, 2001 - excellent synopses of the literature on stock price reactions to .... high book-to-market stocks experience more positive surprises than low ...Union Budget Stock Market Reaction - Business Todaywww.businesstoday.in/budget/stocks-reaction/Union Budget 2015-16 - Business Today brings to you a key to how the stock market - Bombay Stock Exchange index Sensex and National Stock Exchange ...The Stock Market's Reaction to Unemployment News: Why Bad News ...www.nber.org/papers/w8092by JH Boyd - 2001 - Cited by 573 - Related articlesThe Stock Market's Reaction to Unemployment News: Why Bad News is Usually Good for Stocks. John H. Boyd, Ravi Jagannathan, Jian Hu. NBER Working ...[PDF]Reaction of Stock Prices to Dividend Announcements and Market ...www.lahoreschoolofeconomics.edu.pk/.../5%20Akbar_and_Baig%20EDITED%20AC...by M Akbar - 2010 - Cited by 78 - Related articlesThe Lahore Journal of Economics. 15 : 1 (Summer 2010): pp. 103-125. Reaction of Stock Prices to Dividend Announcements and. Market Efficiency in Pakistan.Searches related to Reaction of Stock Marketsstock market reaction todaytrump stock market crashcurrent stock markettrump speech to congressstock market newsstock market livestock market todaydow jones
