This article provides a comprehensive analysis of the long-term inflation-adjusted stock market risks and returns from the perspective of a global euro investor, utilizing data from China, Germany, Japan, Switzerland, the United Kingdom, and the United States from 1960 to 202...
Long-term memories of developed and emerging markets: Using the scaling analysis to characterize their stage of development The scaling properties encompass in a simple analysis many of the volatility characteristics of financial markets. That is why we use them to probe the dif... TD Matteo,T ...
A good number of studies investigate the short and long-term linkages across the European region, as well as across Central and Eastern European stock exchanges, both in terms of stock returns and stock market volatility. Gilmore and McManus (2002) and Gilmore and McManus (2003) cannot conclude...
This paper examines the market efficiency issue by analyzing stock returns surrounding Fed announcements of discount-rate changes. Based on an analysis of ex post returns over a 58-year period, the results provide evidence of long-term market efficiency. Consistent with recent literature, the finding...
I am re-readingThe Psychology of Moneyby Morgan Housel. In this book of timeless advice about controlling your behavior, he points out thatthe long-term stock returns that we all expect is not free. There is a price that must be paid. ...
When using momentum strategies in high stock returns, the effect of the momentum effect will become less and will continue for a shorter time. In addition to the long-term reversal effects found in the US market, scholars found a reversal effect in other countries. This finding indicates that...
百度试题 结果1 题目1.Over the long term(长期), the stock market news will be good. 相关知识点: 试题来源: 解析 答案见上 反馈 收藏
Long-Run Stock Returns: Participating in the Real Economy In the study reported here, we estimated the forward-looking long-term equity risk premium by extrapolating the way it has participated in the real economy... RG Ibbotson,P Chen - 《Financial Analysts Journal》 被引量: 271发表: 2003...
market updates contain positive news. Although investors view sharing of innovation resources as a competitive advantage in the short term, they perceive exchange conditions as transaction hazards in the long term. The results also show that long-term decreases in market returns are greater when code...
1) long run stock returns 长期市场业绩2) long-term market performance 长期市场绩效 1. However, the study of long-term market performance is inadequate. 本文使用1998年到2004年发生并购的样本公司,运用了BHAR模型,以规模和账面市值比对照组作为比较基础,估计并购后并购企业的长期市场绩效。 更多例句>> ...