Author: New York Stock Exchange. Market Volatility and Investor Confidence PanelPublisher:
ISBN:
Category : Program trading (Securities)
Languages : en
Pages : 396
Book Description
Market Volatility and Investor Confidence
Author: New York Stock Exchange. Market Volatility and Investor Confidence PanelPublisher:
ISBN:
Category : Program trading (Securities)
Languages : en
Pages : 396
Book Description
Broken Markets
Author: Saleem ArnukPublisher: FT Press
ISBN: 0132875241
Category : Business & Economics
Languages : en
Pages : 317
Book Description
The markets have evolved at breakneck speed during the past decade, and change has accelerated dramatically since 2007's disastrous regulatory "reforms." An unrelenting focus on technology, hyper-short-term trading, speed, and volume has eclipsed sanity: markets have been hijacked by high-powered interests at the expense of investors and the entire capital-raising process. A small consortium of players is making billions by skimming and scalping unaware investors -- and, in so doing, they've transformed our markets from the world's envy into a barren wasteland of terror. Since these events began, Themis Trading's Joe Saluzzi and Sal Arnuk have offered an unwavering voice of reasoned dissent. Their small brokerage has stood up against the hijackers in every venue: their daily writings are now followed by investors, regulators, the media, and "Main Street" investors worldwide. Saluzzi and Arnuk don't take prisoners! Now, in "Broken Markets," they explain how all this happened, who did it, what it means, and what's coming next. You'll understand the true implications of events ranging from the crash of 1987 to the "Flash Crash" -- and discover what it all means to you and your future. Warning: you will get angry (if you aren't already). But you'll know exactly "why" you're angry, "who" you're angry at, and "what" needs to be done!
Investor Sentiment Effect in European Stock Markets
Author: Elena Ferrer Publisher: Ed. Universidad de Cantabria
ISBN: 8481028010
Category : Business & Economics
Languages : en
Pages : 86
Book Description
La presente obra se adentra en el estudio del potencial efecto del sentimiento del inversor sobre la valoración de activos, su efecto en los pronósticos de beneficios y recomendaciones de los analistas y su impacto sobre los activos derivados. Abarca el efecto del sentimiento del inversor en cuatro de los mercados europeos más importantes, Alemania, España, Francia y Reino Unido, mercados con características diferentes, en cuanto a tamaño, tipología del inversor y funcionamiento, lo que permite extraer importantes conclusiones adicionales.
Investor Sentiment, Volatility and Stock Return Comovements
Author: Abhijeet ChandraPublisher:
ISBN:
Category :
Languages : en
Pages : 32
Book Description
We study the stock return comovements from two different perspectives, one being trading behaviour-induced return comovements and the other volatility-induced return comovements. Following Baker and Wurglur (2006), we construct an investor sentiment index and examine whether it has relationship with return comovements induced by investor's trading behaviour and market volatility. We find that a correlated trading behaviour along with investor sentiment significantly determines excess stock returns. Also stocks with high volatility exhibit higher return comovement properties compared to low volatilie stocks. In a cross-sectional framework, we find higher level of market uncertainty characterized by more biased investor sentiment induces highly correlated trading behaviour and thereby generates stronger correlated returns, causing stronger return comovements. The findings from our study imply that irrational and idiosyncratic sentiment of market participants, particularly which of investors, causes significant return comovement.
Predicting Stock Market Returns and Volatility with Investor Sentiment
Author: Jerry C. HoPublisher:
ISBN:
Category :
Languages : en
Pages : 27
Book Description
We test the predictive ability of investor sentiment on the return and volatility at the aggregate market level in the U.S., four largest European countries and three Asia-Pacific countries. We find that in the U.S., France and Italy periods of high consumer confidence levels are followed by low market returns. In Japan both the level and the change in consumer confidence boost the market return in the next month. Further, shifts in sentiment significantly move conditional volatility in most of the countries, and in Italy such impacts lead to an increase in returns by 4.7% in the next month.
Financial Market Volatility, Macroeconomic Fundamentals and Investor Sentiment
Author: Ching-Wai Jeremy ChiuNoise Trading in Small Markets
Author: Frederic PalominoPublisher:
ISBN:
Category : Markets
Languages : en
Pages : 40
Book Description
Stock Message Boards
Author: Y. ZhangPublisher: Springer
ISBN: 1137372591
Category : Business & Economics
Languages : en
Pages : 301
Book Description
Stock Message Boards provides empirical data to reveal how online communication not only impacts stock returns, but also volatility, trading volume, and liquidity, as well as an investing firm's value and reputation.
The Effect of Investor Sentiment on Futures Market Returns and Volatility
Author: Kenneth Steven LovellPublisher:
ISBN:
Category : Finance
Languages : en
Pages : 192
Book Description
Behavioral Trading
Author: Woody DorseyPublisher: Texere Publishing
ISBN: 9781587991646
Category : Business & Economics
Languages : en
Pages : 0
Book Description
Dorsey, a publisher of market commentary since 1985, explains market semiotics, his market research philosophy based on the logic of behavioral finance. His proprietary market diagnosis techniques have been described as market expectations theory, behavioral finance, and contrary opinion analysis. Annotation ♭2004 Book News, Inc., Portland, OR (booknews.com).