Stochastic dominance in stock market 1

... Morgenstern’s (19 53) expected utility paradigm The modern theoretical treatment of dominance begins in the 19 60s (Masse 19 62, Quirk and Saposnik 19 62, Fishburn 19 64) By the end of the 19 60s and beginning ... attempted to explain the downfall of Internet stocks especially since the bubble burst in the spring of 2000 Some studies value Internet stocks from the fundamental accou...

Ngày tải lên: 16/09/2015, 17:12

... On determination of stochastic dominance, Journal of Finance, XL(2), 41 7 -43 1 Bekaert, G., C Erb, C Harvey and T Viskanta, 1997, What matters for emerging market investments, Emerging Markets Quarterly, ... Magee, 2003, Internet downturn: finding valuation factors in spring 2000, Journal of Accounting & Economics, 34, 189-236 King, Alfred M., 2000, Valuing red-hot internet stocks, S...

Ngày tải lên: 16/09/2015, 17:12

... -0.2 939 0. 034 8* 4.91 0.1414 -0.1896 0.0124** 2.18 0.1122 0.6096 0. 036 5* 8.04 0.0897 -0.2464 0.0241* 3. 57 0. 133 2 0. 238 4 0.0187* 3. 65 0.10 03 0.1809 0.0 239 * 5.99 0.0787 -0.22 93 0.00 53 0.84 0.1 237 0 .37 72 ... Returns (in US$) for Various Test Periods in Whole Sample Period: January 1989 – December 2001 L W WL -0.0068 -0.42 0 .34 30 -0.2859 0.0412* 3. 20 0.27 63 0 .35 8...

Ngày tải lên: 16/09/2015, 17:12

Ngày tải lên: 02/07/2014, 06:20

... MINISTRY OF EDUCATION AND TRAINING UNIVERSITY OF ECONOMICS HOCHIMINH CITY - oOo - HUỲNH THỊ BÍCH THẢO EMPIRICAL INVESTIGATION OF MARKET VALUE CHANGE IN VIETNAM STOCK MARKET MAJOR: FINANCE ... 19 AGE TOVR Empirical investigation of stock price volatility in Vietnam stock market Table 3.2 shows description of stock price volatility in Vietnam in...

Ngày tải lên: 27/09/2013, 21:53

... any long run relationship between the trading volume and stock return in Vietnam?  Does the causal relationship between stock return and trading volume exist in Vietnam‟s stock market? If yes ... thesis investigated the relationship between return and trading volume in the Vietnam’s stock market in the context of Granger causality test...

Ngày tải lên: 27/09/2013, 21:58

... Denoising Non-Stationary Time Series using Daubechies Wavelets.Seminar Kebangsaan Matematik & Masyarakat (SKMM), UMT Terengganu 13-14 February 2008, Grand Continental Hotel, Kuala Terengganu (In ... review Journal of Italian Statistical Society, 6, 97-130 Banarjee, A and Urga, G (2005) Modelling Structural Breaks, Long Memory and Stock Market Volatility: An Overview Journal of E...

Ngày tải lên: 26/11/2013, 17:11

... is explainable that translators are really afraid of meeting terms as translating economic articles about stock market because they require an investment in researching the exact forms of the ... especially in translating economics terms in articles about stock market Therefore, when deciding to this thesis, I aimed at: Introducing the definition of the t...

Ngày tải lên: 18/12/2013, 10:03

Ngày tải lên: 21/12/2013, 01:20

... effective information to investors, so as to aid potential investors or funds evaluate and making investment decisions Accounting information is seen as a kind of basic information provided to investors ... whether accounting information affects the investor‟s decision  The frequency of the use of information by investors  Suggest some solutions to improve acco...

Ngày tải lên: 13/03/2014, 14:20

... question as to whether FIIs are really a cause or effect of the rise or fall in the Indian stock market One of the most important features of the development of stock market in India in the last 20 ... above results also show an influence of stock markets on FIIs In order to know whether FIIs cause stock markets to rise or fall or s...

Ngày tải lên: 25/03/2014, 11:00

Ngày tải lên: 23/04/2014, 21:06

Ngày tải lên: 23/04/2014, 23:00