Information Efficiency and Anomalies in Asian Equity Markets PDF Download

Author: Qaiser Munir
Publisher: Taylor & Francis
ISBN: 1317270304
Category : Business & Economics
Languages : en
Pages : 272

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Book Description
The efficient market hypothesis (EMH) maintains that all relevant information is fully and immediately reflected in stock prices and that investors will obtain an equilibrium rate of return. The EMH has far reaching implications for capital allocation, stock price prediction, and the effectiveness of specific trading strategies. Equity market anomalies reflect that the market is inefficient and hence, contradicts the EMH. This book gathers both theoretical and practical perspectives, by including research issues, methodological approaches, practical case studies, uses of new policy and other points of view related to equity market efficiency to help address the future challenges facing the global equity markets and economies. Information Efficiency and Anomalies in Asian Equity Markets: Theories and evidence is an insightful resource that will be useful for students, academics and professionals alike.

Author: José Maia Neves
Publisher: Springer
ISBN: 354077002X
Category : Computers
Languages : en
Pages : 708

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Book Description
This book constitutes the refereed proceedings of the 13th Portuguese Conference on Artificial Intelligence, EPIA 2007, held in Guimarães, Portugal, in December 2007 as eleven integrated workshops. The 58 revised full papers presented were carefully reviewed and selected from a total of 210 submissions. In accordance with the eleven constituting workshops, the papers are organized in topical sections on a broad range of subjects.

Author: Dr. Sitaram Pandey
Publisher: Book Rivers
ISBN: 9355152485
Category : Antiques & Collectibles
Languages : en
Pages : 227

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Author: W. T. Ziemba
Publisher: World Scientific
ISBN: 9814405450
Category : Business & Economics
Languages : en
Pages : 607

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Book Description
This book discusses calendar or seasonal anomalies in worldwide equity markets as well as arbitrage and risk' arbitrage. A complete update of US anomalies such as the January turn-of-the year, turn-of-the-month. January barometer, sell in May and go away, holidays, days of the week, options expiry and other effects is given concentrating in the futures markets where these anomalies can be easily applied. Other effects that lend themselves to modified buy and hold cash strategies include some of these as well as presidential election, factor models based on fundamental anomalies and other effects. The ideas have been used successfully by the author in personal and managed accounts and hedge funds. Book jacket.

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Languages : en
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Author: Witold Abramowicz
Publisher: Springer Science & Business Media
ISBN: 3642034241
Category : Business & Economics
Languages : en
Pages : 404

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Book Description
This book constitutes the proceedings of the nine workshops that were organized in conjunction with the Business Information Systems Conference, BIS 2009, taking place in Poznan, Poland, on April 27-29, 2009. The 34 papers presented were carefully reviewed and selected from 72 submissions. In addition, the volume contains the BIS 2009 keynote speech and two invited speeches presented at the workshops LIT and ECONOM/Enterprise X.0. The topics covered are DeepWeb (ADW), applications and economics of knowledge-based technologies (AKTB, ECONOM), service-oriented architectures (SDS-SOA), legal IT (LIT), social Web and Web 2.0 (SAW, Enterprise X.0), e-learning (EeLT), and enterprise systems in higher education (ESHE).

Author: Constantinos Koutsojannis
Publisher: Springer Science & Business Media
ISBN: 3540880682
Category : Computers
Languages : en
Pages : 214

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Book Description
In recent years, the use of Artificial Intelligence (AI) techniques has been greatly increased. The term “intelligence” seems to be a “must” in a large number of European and International project calls. AI Techniques have been used in almost any domain. Application-oriented systems usually incorporate some kind of “intelligence” by using techniques stemming from intelligent search, knowledge representation, machine learning, knowledge discovery, intelligent agents, computational intelligence etc. The Workshop on “Applications with Artificial Intelligence” seeks for quality papers on computer applications that incorporate some kind of AI technique. The objective of the workshop was to bring together scientists, engineers and practitioners, who work on designing or developing applications that use intelligent techniques or work on intelligent techniques and apply them to application domains (like medicine, biology, education etc), to present and discuss their research works and exchange ideas in this book.

Author: Pascal François
Publisher: John Wiley & Sons
ISBN: 1119930197
Category : Business & Economics
Languages : en
Pages : 1095

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Book Description
An intuitive and effective desk reference for performance measurement in asset and wealth management In The Complete Guide to Portfolio Performance: Appraise, Analyse, Act, a team of finance professors with extended practical experience deliver a hands-on desk reference for asset and wealth managers suitable for everyday use. Intuitively organized and full of concrete examples of the real-world implementation of the concepts discussed within, the book provides a comprehensive coverage of all important portfolio performance matters across 18 chapters of actionable and clearly described content. The authors have provided relevant cross-referencing where appropriate, “Key Takeaways and Equations” sections at the end of each chapter, and pointers to additional resources for anyone interested in pursuing further research. You'll also find: Discussions of more than a hundred classical and modern performance measures organized logically and with a focus on their applications Strategies for selecting appropriate performance measures based on your situation as a manager or investor Explanations of analytical techniques (statistical approaches, attribution, fund ratings...) enabling a comprehensive use of performance-related information Applications of portfolio performance criteria in concrete investment decision-making processes Highly actionable and logically organized material that's easy to find at a moment's notice A full set of pedagogical powerpoint slides and excel worksheets with all data and formulas Perfect for investors, portfolio managers, advisors, analysts, and regulators, The Complete Guide to Portfolio Performance is also a must-read reference for students and practitioners of asset and wealth management, as well as those pursuing certification such as CFA, CIPM, CIIA, and CAIA.

Author: Songsak Sriboonchita
Publisher: CRC Press
ISBN: 1420082671
Category : Business & Economics
Languages : en
Pages : 456

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Book Description
Drawing from many sources in the literature, Stochastic Dominance and Applications to Finance, Risk and Economics illustrates how stochastic dominance (SD) can be used as a method for risk assessment in decision making. It provides basic background on SD for various areas of applications. Useful Concepts and Techniques for Economics ApplicationsThe

Author: Anindya Ghose
Publisher: MIT Press
ISBN: 0262536056
Category : Business & Economics
Languages : en
Pages : 242

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Book Description
How the smartphone can become a personal concierge (not a stalker) in the mobile marketing revolution of smarter companies, value-seeking consumers, and curated offers. Consumers create a data trail by tapping their phones; businesses can tap into this trail to harness the power of the more than three trillion dollar mobile economy. According to Anindya Ghose, a global authority on the mobile economy, this two-way exchange can benefit both customers and businesses. In Tap, Ghose welcomes us to the mobile economy of smartphones, smarter companies, and value-seeking consumers. Drawing on his extensive research in the United States, Europe, and Asia, and on a variety of real-world examples from companies including Alibaba, China Mobile, Coke, Facebook, SK Telecom, Telefónica, and Travelocity, Ghose describes some intriguingly contradictory consumer behavior: people seek spontaneity, but they are predictable; they find advertising annoying, but they fear missing out; they value their privacy, but they increasingly use personal data as currency. When mobile advertising is done well, Ghose argues, the smartphone plays the role of a personal concierge—a butler, not a stalker. Ghose identifies nine forces that shape consumer behavior, including time, crowdedness, trajectory, and weather, and he examines these how these forces operate, separately and in combination. With Tap, he highlights the true influence mobile wields over shoppers, the behavioral and economic motivations behind that influence, and the lucrative opportunities it represents. In a world of artificial intelligence, augmented and virtual reality, wearable technologies, smart homes, and the Internet of Things, the future of the mobile economy seems limitless.