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1-8 (of 8) related articles
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1. A simple model to predict loss ratios in the domestic
stock...
Introduction and Literature Review The relationships among various industry-related variables have been the subject of continuing research interest in property-casualty insurance. The issues at hand ... (PERIODICAL ARTICLE)
2. The stock price overreaction effect: evidence on
Nasdaq stocks.
Introduction The stock market overreaction hypothesis states that a stock price usually reverses itself after the stock experiences a sharp increase or decrease in price. (PERIODICAL ARTICLE)
3. The relationship of audit committee characteristics
with endogenously...
Introduction In recent years, Congress and the Securities and Exchange Commission (SEC) have taken proactive steps imposing new responsibilities on audit committees with a view ... (PERIODICAL ARTICLE)
4. The persistence of runs--the directional movement of
index returns.
Introduction Many academic studies in the past twenty years have demonstrated that certain trading strategies, such as the momentum and/or contrarian strategies, generate excess profits ... (PERIODICAL ARTICLE)
5. Hedging with floor-traded and E-mini stock index
futures.
Introduction Over the last few years, more and more stock and futures transactions have shifted from an open outcry system to an electronic trading system. (PERIODICAL ARTICLE)
6. An extension of security price reactions around
product recall...
Introduction Product recalls have increased dramatically in the United States in recent years. Smith, Thomas, and Quelch (1996) point out that the United States Consumer ... (PERIODICAL ARTICLE)
7. Managing portfolio turnover: an empirical
study.
Introduction The purpose of this study is to see if the turnover of stocks in actively managed portfolios enhances portfolio performance. There is some evidence ... (PERIODICAL ARTICLE)
8. Daily and intraday patterns in spread and depth for
limit orders and...
Introduction Much research in market microstructure focuses on trading costs--particularly the bid-ask spread, (1) while less attention is paid to the depth of a quote ... (PERIODICAL ARTICLE) | |
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1-8 (of 8) related articles
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