Author: Publisher:
ISBN:
Category : Investments
Languages : en
Pages :
Book Description
Efficiency and Anomalies in Stock Markets
Author: Wing-Keung WongPublisher: Mdpi AG
ISBN: 9783036530802
Category : Business & Economics
Languages : en
Pages : 232
Book Description
The Efficient Market Hypothesis believes that it is impossible for an investor to outperform the market because all available information is already built into stock prices. However, some anomalies could persist in stock markets while some other anomalies could appear, disappear and re-appear again without any warning. A Special Issue on "Efficiency and Anomalies in Stock Markets" will be devoted to advancements in the theoretical development of market efficiency and anomaly in the Stock Market, as well as applications in Stock Market efficiency and anomalies.
Guidance and Case Studies for ESG Integration: Equities and Fixed Income
Author: Stock Index Futures
Author: Charles M.S. SutcliffePublisher: Routledge
ISBN: 1351148540
Category : Business & Economics
Languages : en
Pages : 844
Book Description
The global value of trading in index futures is about $20 trillion per year and rising and for many countries the value traded is similar to that traded on their stock markets. This book describes how index futures markets work and clearly summarises the substantial body of international empirical evidence relating to these markets. Using the concepts and tools of finance, the book also provides a comprehensive description of the economic forces that underlie trading in index futures. Stock Index Futures 3/e contains many teaching and learning aids including numerous examples, a glossary, essay questions, comprehensive references, and a detailed subject index. Written primarily for advanced undergraduate and postgraduate students, this text will also be useful to researchers and market participants who want to gain a better understanding of these markets.
International Financing Review
Author: Publisher:
ISBN:
Category : Banks and banking, International
Languages : en
Pages : 864
Book Description
Revisiting Risk-Weighted Assets
Author: Vanessa Le LesléPublisher: International Monetary Fund
ISBN: 1475502656
Category : Business & Economics
Languages : en
Pages : 50
Book Description
In this paper, we provide an overview of the concerns surrounding the variations in the calculation of risk-weighted assets (RWAs) across banks and jurisdictions and how this might undermine the Basel III capital adequacy framework. We discuss the key drivers behind the differences in these calculations, drawing upon a sample of systemically important banks from Europe, North America, and Asia Pacific. We then discuss a range of policy options that could be explored to fix the actual and perceived problems with RWAs, and improve the use of risk-sensitive capital ratios.
Mcgraw-Hill Finance Literature Index
Author: Jean Louis HeckPublisher:
ISBN: 9780070277908
Category : Business & Economics
Languages : en
Pages : 498
Book Description
The McGraw-Hill Finance Literature Index
Author: RETRACTED BOOK: 151 Trading Strategies
Author: Zura KakushadzePublisher: Springer
ISBN: 3030027929
Category : Business & Economics
Languages : en
Pages : 480
Book Description
The book provides detailed descriptions, including more than 550 mathematical formulas, for more than 150 trading strategies across a host of asset classes and trading styles. These include stocks, options, fixed income, futures, ETFs, indexes, commodities, foreign exchange, convertibles, structured assets, volatility, real estate, distressed assets, cash, cryptocurrencies, weather, energy, inflation, global macro, infrastructure, and tax arbitrage. Some strategies are based on machine learning algorithms such as artificial neural networks, Bayes, and k-nearest neighbors. The book also includes source code for illustrating out-of-sample backtesting, around 2,000 bibliographic references, and more than 900 glossary, acronym and math definitions. The presentation is intended to be descriptive and pedagogical and of particular interest to finance practitioners, traders, researchers, academics, and business school and finance program students.
Country Finance
Author: USA Today Index
Author: Publisher:
ISBN:
Category : USA today (Arlington, Va.)
Languages : en
Pages : 1256
Book Description