Does prior stock return correlation predict future stock return correlation? Using the sample time period 1950鈥0, the historical average stock return correlation of a portfolio of firms is a strong positive predictor of that same p... J Ross,G D'Oca 被引量: 0发表: 2023年 Does aggregate in...
Quantifying the Volatility of Stock Price Changes in the Indian Market Using the Moving Average Envelope and Bollinger Bands A trading system in any stock market is built on long-term, intermediate-term, and short-term indicators. Some 'lagging' indicators, such as the simple and... A Chakraba...
In this work, we leverage single indicator trading strategy based on the portfolio construction method de- scribed in Section 2.3, and compute the accumulated and average return on every single indicator through back-testing. And for the task of indicator combination trading strategy, we simply ...
Shares of SAIA opened at $264.41 on Monday. Saia has a twelve month low of $168.03 and a twelve month high of $304.48. The stock has a market cap of $7.00 billion, a PE ratio of 19.57, a P/E/G ratio of 1.56 and a beta of 1.45. The company has a quick ratio of ...
Stock market price index return forecasting using ANN Even though many new data mining techniques have been introduced in prediction estimation, there is still no single best solution to all financial problems. In this study, an artificial neural network (ANN) model is utilized for predicti... ...
Decades of research confirm that, on average, stock split announcements generate positive abnormal returns. In our sample, 80% of CEO stock option grants are timed to occur on or before the split announcement date. With the average market-adjusted announcement return of 3.1%, awarding the grant...
Using the well-known Fama and French (1993) three-factor methodology in association with descriptive statistics we have evidenced that small size firms along with high book to market (BM) firms tend to produce higher average monthly returns than big firms along with low BM firms do. We also ...
sentiment analysisstock marketIn crowdsourced systems, it is often difficult to separate the highly capable "experts" from the average worker. In this ... W Gang,T Wang,B Wang,... - ACM 被引量: 36发表: 2015年 The Impact of Weather on German Retail Investors stock marketWe explore the ...
In contrast to the negative average abnormal return associated with the announcement of a control-related targeted repurchase (greenmail transaction), we f... S Chang,M Hertzel - 《Financial Review》 被引量: 27发表: 2004年 Ownership structure and earnings management: evidence from Jordan Thepurpo...
The variables "Net Profit Margin (NPM)", "Operating Profit Margin (OPM)", "Return on Assets (ROA)" and "Earnings per Share (EPS)" are used as proxies for financial performance. On the other hand, the variables "Average Share ... Siddiqi,Muhammad,Fahad,... - 《Journal of Managerial ...