Volume Opinion Divergence And Returns

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Handbook Of Financial Econometrics, Mathematics, Statistics, And Machine Learning (In 4 Volumes)

Author : Cheng Few Lee
Publisher : World Scientific
ISBN 13 : 9811202400
Total Pages : 5053 pages
Book Rating : 4.8/5 (112 download)

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Book Synopsis Handbook Of Financial Econometrics, Mathematics, Statistics, And Machine Learning (In 4 Volumes) by : Cheng Few Lee

Download or read book Handbook Of Financial Econometrics, Mathematics, Statistics, And Machine Learning (In 4 Volumes) written by Cheng Few Lee and published by World Scientific. This book was released on 2020-07-30 with total page 5053 pages. Available in PDF, EPUB and Kindle. Book excerpt: This four-volume handbook covers important concepts and tools used in the fields of financial econometrics, mathematics, statistics, and machine learning. Econometric methods have been applied in asset pricing, corporate finance, international finance, options and futures, risk management, and in stress testing for financial institutions. This handbook discusses a variety of econometric methods, including single equation multiple regression, simultaneous equation regression, and panel data analysis, among others. It also covers statistical distributions, such as the binomial and log normal distributions, in light of their applications to portfolio theory and asset management in addition to their use in research regarding options and futures contracts.In both theory and methodology, we need to rely upon mathematics, which includes linear algebra, geometry, differential equations, Stochastic differential equation (Ito calculus), optimization, constrained optimization, and others. These forms of mathematics have been used to derive capital market line, security market line (capital asset pricing model), option pricing model, portfolio analysis, and others.In recent times, an increased importance has been given to computer technology in financial research. Different computer languages and programming techniques are important tools for empirical research in finance. Hence, simulation, machine learning, big data, and financial payments are explored in this handbook.Led by Distinguished Professor Cheng Few Lee from Rutgers University, this multi-volume work integrates theoretical, methodological, and practical issues based on his years of academic and industry experience.

The Handbook of Equity Market Anomalies

Author : Leonard Zacks
Publisher : John Wiley & Sons
ISBN 13 : 0470905905
Total Pages : 352 pages
Book Rating : 4.4/5 (79 download)

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Book Synopsis The Handbook of Equity Market Anomalies by : Leonard Zacks

Download or read book The Handbook of Equity Market Anomalies written by Leonard Zacks and published by John Wiley & Sons. This book was released on 2011-10-04 with total page 352 pages. Available in PDF, EPUB and Kindle. Book excerpt: Investment pioneer Len Zacks presents the latest academic research on how to beat the market using equity anomalies The Handbook of Equity Market Anomalies organizes and summarizes research carried out by hundreds of finance and accounting professors over the last twenty years to identify and measure equity market inefficiencies and provides self-directed individual investors with a framework for incorporating the results of this research into their own investment processes. Edited by Len Zacks, CEO of Zacks Investment Research, and written by leading professors who have performed groundbreaking research on specific anomalies, this book succinctly summarizes the most important anomalies that savvy investors have used for decades to beat the market. Some of the anomalies addressed include the accrual anomaly, net stock anomalies, fundamental anomalies, estimate revisions, changes in and levels of broker recommendations, earnings-per-share surprises, insider trading, price momentum and technical analysis, value and size anomalies, and several seasonal anomalies. This reliable resource also provides insights on how to best use the various anomalies in both market neutral and in long investor portfolios. A treasure trove of investment research and wisdom, the book will save you literally thousands of hours by distilling the essence of twenty years of academic research into eleven clear chapters and providing the framework and conviction to develop market-beating strategies. Strips the academic jargon from the research and highlights the actual returns generated by the anomalies, and documented in the academic literature Provides a theoretical framework within which to understand the concepts of risk adjusted returns and market inefficiencies Anomalies are selected by Len Zacks, a pioneer in the field of investing As the founder of Zacks Investment Research, Len Zacks pioneered the concept of the earnings-per-share surprise in 1982 and developed the Zacks Rank, one of the first anomaly-based stock selection tools. Today, his firm manages U.S. equities for individual and institutional investors and provides investment software and investment data to all types of investors. Now, with his new book, he shows you what it takes to build a quant process to outperform an index based on academically documented market inefficiencies and anomalies.

Short Selling

Author : Frank J. Fabozzi
Publisher : John Wiley & Sons
ISBN 13 : 0471704334
Total Pages : 434 pages
Book Rating : 4.4/5 (717 download)

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Book Synopsis Short Selling by : Frank J. Fabozzi

Download or read book Short Selling written by Frank J. Fabozzi and published by John Wiley & Sons. This book was released on 2004-11-17 with total page 434 pages. Available in PDF, EPUB and Kindle. Book excerpt: The latest theoretical and empirical evidence on short selling in the United States and throughout the world To get the most success out of what the finance community regards as a risky business, short sellers need high-level information. The Theory and Practice of Short Selling offers managers and investors the information they need to maximize and enhance their short selling capabilities for bigger profits. Frank Fabozzi collects a group of market experts who share their knowledge on everything from the basics to the complex in the world of short sales, including mechanics of short selling, the empirical evidence on short-selling, the implications or restrictions on short selling for investment strategies, short-selling strategies pursued by institutional investors, and identifying short-selling candidates. Frank J. Fabozzi, PhD, CFA (New Hope, PA), is the Frederick Frank Adjunct Professor of Finance at Yale University's School of Management and Editor of the Journal of Portfolio Management. He is the author or editor of over 100 books on finance and investing.

Econophysics and Capital Asset Pricing

Author : James Ming Chen
Publisher : Springer
ISBN 13 : 3319634658
Total Pages : 293 pages
Book Rating : 4.3/5 (196 download)

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Book Synopsis Econophysics and Capital Asset Pricing by : James Ming Chen

Download or read book Econophysics and Capital Asset Pricing written by James Ming Chen and published by Springer. This book was released on 2017-10-04 with total page 293 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book rehabilitates beta as a definition of systemic risk by using particle physics to evaluate discrete components of financial risk. Much of the frustration with beta stems from the failure to disaggregate its discrete components; conventional beta is often treated as if it were "atomic" in the original Greek sense: uncut and indivisible. By analogy to the Standard Model of particle physics theory's three generations of matter and the three-way interaction of quarks, Chen divides beta as the fundamental unit of systemic financial risk into three matching pairs of "baryonic" components. The resulting econophysics of beta explains no fewer than three of the most significant anomalies and puzzles in mathematical finance. Moreover, the model's three-way analysis of systemic risk connects the mechanics of mathematical finance with phenomena usually attributed to behavioral influences on capital markets. Adding consideration of volatility and correlation, and of the distinct cash flow and discount rate components of systematic risk, harmonizes mathematical finance with labor markets, human capital, and macroeconomics.

Expectations and the Structure of Share Prices

Author : John G. Cragg
Publisher : University of Chicago Press
ISBN 13 : 0226116727
Total Pages : 185 pages
Book Rating : 4.2/5 (261 download)

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Book Synopsis Expectations and the Structure of Share Prices by : John G. Cragg

Download or read book Expectations and the Structure of Share Prices written by John G. Cragg and published by University of Chicago Press. This book was released on 2009-05-15 with total page 185 pages. Available in PDF, EPUB and Kindle. Book excerpt: John G. Cragg and Burton G. Malkiel collected detailed forecasts of professional investors concerning the growth of 175 companies and use this information to examine the impact of such forecasts on the market evaluations of the companies and to test and extend traditional models of how stock market values are determined.

Proceedings of 20th International Conference on Industrial Engineering and Engineering Management

Author : Ershi Qi
Publisher : Springer Science & Business Media
ISBN 13 : 3642400728
Total Pages : 1145 pages
Book Rating : 4.6/5 (424 download)

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Book Synopsis Proceedings of 20th International Conference on Industrial Engineering and Engineering Management by : Ershi Qi

Download or read book Proceedings of 20th International Conference on Industrial Engineering and Engineering Management written by Ershi Qi and published by Springer Science & Business Media. This book was released on 2013-12-17 with total page 1145 pages. Available in PDF, EPUB and Kindle. Book excerpt: The International Conference on Industrial Engineering and Engineering Management is sponsored by the Chinese Industrial Engineering Institution, CMES, which is the only national-level academic society for Industrial Engineering. The conference is held annually as the major event in this arena. Being the largest and the most authoritative international academic conference held in China, it provides an academic platform for experts and entrepreneurs in the areas of international industrial engineering and management to exchange their research findings. Many experts in various fields from China and around the world gather together at the conference to review, exchange, summarize and promote their achievements in the fields of industrial engineering and engineering management. For example, some experts pay special attention to the current state of the application of related techniques in China as well as their future prospects, such as green product design, quality control and management, supply chain and logistics management to address the need for, amongst other things low-carbon, energy-saving and emission-reduction. They also offer opinions on the outlook for the development of related techniques. The proceedings offers impressive methods and concrete applications for experts from colleges and universities, research institutions and enterprises who are engaged in theoretical research into industrial engineering and engineering management and its applications. As all the papers are of great value from both an academic and a practical point of view, they also provide research data for international scholars who are investigating Chinese style enterprises and engineering management.

Advances in Pacific Basin Business, Economics and Finance

Author : Cheng-Few Lee
Publisher : Emerald Group Publishing
ISBN 13 : 1838673652
Total Pages : 188 pages
Book Rating : 4.8/5 (386 download)

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Book Synopsis Advances in Pacific Basin Business, Economics and Finance by : Cheng-Few Lee

Download or read book Advances in Pacific Basin Business, Economics and Finance written by Cheng-Few Lee and published by Emerald Group Publishing. This book was released on 2020-09-09 with total page 188 pages. Available in PDF, EPUB and Kindle. Book excerpt: Advances in Pacific Basin Business, Economics, and Finance is an annual publication designed to focus on interdisciplinary research in finance, economics, accounting and management among Pacific Rim countries.

Volume Based Portfolio Strategies

Author : Alexander Brändle
Publisher : Springer Science & Business Media
ISBN 13 : 3834987166
Total Pages : 345 pages
Book Rating : 4.8/5 (349 download)

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Book Synopsis Volume Based Portfolio Strategies by : Alexander Brändle

Download or read book Volume Based Portfolio Strategies written by Alexander Brändle and published by Springer Science & Business Media. This book was released on 2010-06-28 with total page 345 pages. Available in PDF, EPUB and Kindle. Book excerpt: Alexander Brändle investigates the relationship between different measures of trading volume and returns in the Swiss stock market. He discovers that stocks with unusual trading volume in a given month experience systematically higher subsequent returns.

Three Essays on Analyst Earnings Forecast

Author : Wenjuan Xie
Publisher :
ISBN 13 :
Total Pages : 138 pages
Book Rating : 4.:/5 (891 download)

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Book Synopsis Three Essays on Analyst Earnings Forecast by : Wenjuan Xie

Download or read book Three Essays on Analyst Earnings Forecast written by Wenjuan Xie and published by . This book was released on 2008 with total page 138 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Information and Communication Technology in Technical and Vocational Education and Training for Sustainable and Equal Opportunity

Download Information and Communication Technology in Technical and Vocational Education and Training for Sustainable and Equal Opportunity PDF Online Free

Author : Reem Khamis Hamdan
Publisher : Springer Nature
ISBN 13 : 9819969093
Total Pages : 538 pages
Book Rating : 4.8/5 (199 download)

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Book Synopsis Information and Communication Technology in Technical and Vocational Education and Training for Sustainable and Equal Opportunity by : Reem Khamis Hamdan

Download or read book Information and Communication Technology in Technical and Vocational Education and Training for Sustainable and Equal Opportunity written by Reem Khamis Hamdan and published by Springer Nature. This book was released on with total page 538 pages. Available in PDF, EPUB and Kindle. Book excerpt: Zusammenfassung: This book provide an in-depth analysis of current development concerning ICTs with reference to vocational education and training. It presents best and innovative ICT-based solutions implemented in education and explores controversial topics such as challenges and opportunities. It discusses the role of ICT, vocational education and training in women empowerment. It also examines digital learning, vocational education and sustainable operations. Information and communication technologies have created new opportunities along with new challenges, putting profound and urgent implications on vocational education and training (VET). Nowadays, we must think broadly and make the right choices about VET using innovation and digitalization to boost the quality of vocational education and training, enable the upskilling and reskilling of adults, and enhance the employability of learners. The potential and the impact of ICTs in vocational education and training have yet to be fully exploited, leading to an emerging direction of research. This book helps readers to understand the idea of business education and education governance in a digital age. It is of interest to practitioners, administrators, researchers, teachers, teacher educators and students.

Bubbles and Contagion in Financial Markets, Volume 2

Author : Eva R. Porras
Publisher : Springer
ISBN 13 : 1137524421
Total Pages : 283 pages
Book Rating : 4.1/5 (375 download)

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Book Synopsis Bubbles and Contagion in Financial Markets, Volume 2 by : Eva R. Porras

Download or read book Bubbles and Contagion in Financial Markets, Volume 2 written by Eva R. Porras and published by Springer. This book was released on 2017-10-31 with total page 283 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book focuses on extending the models and theories (from a mathematical/statistical point of view) which were introduced in the first volume to a more technical level. Where volume I provided an introduction to the mathematics of bubbles and contagion, volume II digs far more deeply and widely into the modeling aspects.

The Handbook of Equity Market Anomalies

Author : Leonard Zacks
Publisher : John Wiley & Sons
ISBN 13 : 1118127765
Total Pages : 352 pages
Book Rating : 4.1/5 (181 download)

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Book Synopsis The Handbook of Equity Market Anomalies by : Leonard Zacks

Download or read book The Handbook of Equity Market Anomalies written by Leonard Zacks and published by John Wiley & Sons. This book was released on 2011-08-24 with total page 352 pages. Available in PDF, EPUB and Kindle. Book excerpt: Investment pioneer Len Zacks presents the latest academic research on how to beat the market using equity anomalies The Handbook of Equity Market Anomalies organizes and summarizes research carried out by hundreds of finance and accounting professors over the last twenty years to identify and measure equity market inefficiencies and provides self-directed individual investors with a framework for incorporating the results of this research into their own investment processes. Edited by Len Zacks, CEO of Zacks Investment Research, and written by leading professors who have performed groundbreaking research on specific anomalies, this book succinctly summarizes the most important anomalies that savvy investors have used for decades to beat the market. Some of the anomalies addressed include the accrual anomaly, net stock anomalies, fundamental anomalies, estimate revisions, changes in and levels of broker recommendations, earnings-per-share surprises, insider trading, price momentum and technical analysis, value and size anomalies, and several seasonal anomalies. This reliable resource also provides insights on how to best use the various anomalies in both market neutral and in long investor portfolios. A treasure trove of investment research and wisdom, the book will save you literally thousands of hours by distilling the essence of twenty years of academic research into eleven clear chapters and providing the framework and conviction to develop market-beating strategies. Strips the academic jargon from the research and highlights the actual returns generated by the anomalies, and documented in the academic literature Provides a theoretical framework within which to understand the concepts of risk adjusted returns and market inefficiencies Anomalies are selected by Len Zacks, a pioneer in the field of investing As the founder of Zacks Investment Research, Len Zacks pioneered the concept of the earnings-per-share surprise in 1982 and developed the Zacks Rank, one of the first anomaly-based stock selection tools. Today, his firm manages U.S. equities for individual and institutional investors and provides investment software and investment data to all types of investors. Now, with his new book, he shows you what it takes to build a quant process to outperform an index based on academically documented market inefficiencies and anomalies.

Empirical Asset Pricing

Author : Wayne Ferson
Publisher : MIT Press
ISBN 13 : 0262039370
Total Pages : 497 pages
Book Rating : 4.2/5 (62 download)

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Book Synopsis Empirical Asset Pricing by : Wayne Ferson

Download or read book Empirical Asset Pricing written by Wayne Ferson and published by MIT Press. This book was released on 2019-03-12 with total page 497 pages. Available in PDF, EPUB and Kindle. Book excerpt: An introduction to the theory and methods of empirical asset pricing, integrating classical foundations with recent developments. This book offers a comprehensive advanced introduction to asset pricing, the study of models for the prices and returns of various securities. The focus is empirical, emphasizing how the models relate to the data. The book offers a uniquely integrated treatment, combining classical foundations with more recent developments in the literature and relating some of the material to applications in investment management. It covers the theory of empirical asset pricing, the main empirical methods, and a range of applied topics. The book introduces the theory of empirical asset pricing through three main paradigms: mean variance analysis, stochastic discount factors, and beta pricing models. It describes empirical methods, beginning with the generalized method of moments (GMM) and viewing other methods as special cases of GMM; offers a comprehensive review of fund performance evaluation; and presents selected applied topics, including a substantial chapter on predictability in asset markets that covers predicting the level of returns, volatility and higher moments, and predicting cross-sectional differences in returns. Other chapters cover production-based asset pricing, long-run risk models, the Campbell-Shiller approximation, the debate on covariance versus characteristics, and the relation of volatility to the cross-section of stock returns. An extensive reference section captures the current state of the field. The book is intended for use by graduate students in finance and economics; it can also serve as a reference for professionals.

Bounded Rationality in Economics and Finance

Author : Christian Richter
Publisher : LIT Verlag Münster
ISBN 13 : 3825816141
Total Pages : 197 pages
Book Rating : 4.8/5 (258 download)

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Book Synopsis Bounded Rationality in Economics and Finance by : Christian Richter

Download or read book Bounded Rationality in Economics and Finance written by Christian Richter and published by LIT Verlag Münster. This book was released on 2008 with total page 197 pages. Available in PDF, EPUB and Kindle. Book excerpt: The dominant hypothesis in mainstream economics is the assumption of prefect rationality. However, there are two dilemmas: Whenever this assumption was used empirical evidence turned out to be against it. Secondly, this assumption is far from reality, for example, because individuals usually do not possess all relevant information. Therefore, this volume addresses issues of bounded rationality in different areas. The first part investigates bounded rationality in financial markets, the second part investigates the effects of bounded rationality on industrial organizations and the third part deals with bounded rationality in price theory, environmental economics and public management.

Heterogeneity and Persistence in Returns to Wealth

Author : Andreas Fagereng
Publisher : International Monetary Fund
ISBN 13 : 1484370066
Total Pages : 69 pages
Book Rating : 4.4/5 (843 download)

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Book Synopsis Heterogeneity and Persistence in Returns to Wealth by : Andreas Fagereng

Download or read book Heterogeneity and Persistence in Returns to Wealth written by Andreas Fagereng and published by International Monetary Fund. This book was released on 2018-07-27 with total page 69 pages. Available in PDF, EPUB and Kindle. Book excerpt: We provide a systematic analysis of the properties of individual returns to wealth using twelve years of population data from Norway’s administrative tax records. We document a number of novel results. First, during our sample period individuals earn markedly different average returns on their financial assets (a standard deviation of 14%) and on their net worth (a standard deviation of 8%). Second, heterogeneity in returns does not arise merely from differences in the allocation of wealth between safe and risky assets: returns are heterogeneous even within asset classes. Third, returns are positively correlated with wealth: moving from the 10th to the 90th percentile of the financial wealth distribution increases the return by 3 percentage points - and by 17 percentage points when the same exercise is performed for the return to net worth. Fourth, wealth returns exhibit substantial persistence over time. We argue that while this persistence partly reflects stable differences in risk exposure and assets scale, it also reflects persistent heterogeneity in sophistication and financial information, as well as entrepreneurial talent. Finally, wealth returns are (mildly) correlated across generations. We discuss the implications of these findings for several strands of the wealth inequality debate.

Staff Oil Pipeline Handbook, Volume V-B, August 2014

Author :
Publisher :
ISBN 13 :
Total Pages : 878 pages
Book Rating : 4.F/5 ( download)

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Book Synopsis Staff Oil Pipeline Handbook, Volume V-B, August 2014 by :

Download or read book Staff Oil Pipeline Handbook, Volume V-B, August 2014 written by and published by . This book was released on 2014 with total page 878 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Advances in Investment Analysis and Portfolio Management (New Series) Vol．9

Author : Cheng F. Lee
Publisher : Center for PBBEFR & Ainosco Press
ISBN 13 : 9864371746
Total Pages : pages
Book Rating : 4.8/5 (643 download)

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Book Synopsis Advances in Investment Analysis and Portfolio Management (New Series) Vol．9 by : Cheng F. Lee

Download or read book Advances in Investment Analysis and Portfolio Management (New Series) Vol．9 written by Cheng F. Lee and published by Center for PBBEFR & Ainosco Press. This book was released on 2019-01-01 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: Advances in Investment Analysis and Portfolio Management (New Series) is an annual publication designed to disseminate developments in the area of investment analysis and portfolio management. The publication is a forum for statistical and quantitative analyses of issues in security analysis, portfolio management, options, futures, and other related issues. The objective is to promote interaction between academic research in finance, economics, and accounting and applied research in the financial community.