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Anlagestrategie Behavioral Finance : die Bedeutung verhaltensorientierter Anlagestrategien in der amerikanischen und deutschen Fondsindustrie
Jaunich, Arthur Oliver - 2008
Die Dissertation befasst sich mit der praktischen Umsetzung der Behavioral-Finance-Theorie im Bereich des Asset … stabil sind, wie es die Behavioral-Finance-Theorie vermuten lässt. Die Verbreitung der nachgebildeten Anlagestrategien in der … genannten Behavioral-Finance-Fonds, bezieht sich in der Außenkommunikation auf die Behavioral-Finance-Theorie. Tatsächlich …
Persistent link: https://www.econbiz.de/10009467430
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Asset Pricing bei heterogenen Erwartungen : Analyse der Auswirkungen von heterogenen Erwartungen auf Wertpapierpreise und Wertpapierpreisbewegungen
Schnelle, Pascal - 2009
Die neoklassische Kapitalmarkttheorie und die ihr zugeordneten Standard-Asset-Pricing-Modelle gehen grundsätzlich von … neoklassischen Kapitalmarkttheorie erscheint es als logische Konsequenz, dass sich in einigen Bereichen der Kapitalmarktforschung … wissenschaftlichen Schrifttum aber an einem Rahmenwerk, welches sich dem gesamten Forschungsbereich Kapitalmarkttheorie bei …
Persistent link: https://www.econbiz.de/10009448906
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Cost efficiency in Australian non-bank financial institutions: A non-parametric approach
Worthington, Andrew C. - 2000
A two-stage procedure is employed to evaluate non-bank financial institution cost efficiency. In the first stage, data envelopment analysis is used to calculate technical, allocative and cost efficiency indices using a sample of two hundred Australian credit unions. The results indicate that a...
Persistent link: https://www.econbiz.de/10009437438
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Transmission of equity returns and volatility in Asian developed and emerging markets : a multivariate Garch analysis
Worthington, Andrew C.; Higgs, Helen - 2004
This paper examines the transmission of equity returns and volatility among Asian equity markets and investigates the differences that exist in this regard between the developed and emerging markets. Three developed markets (Hong Kong, Japan and Singapore) and six emerging markets (Indonesia,...
Persistent link: https://www.econbiz.de/10009437447
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Losing Sleep At The Market: An Empirical Note On The Daylight Saving Anomaly In Australia
Worthington, Andrew C. - 2003
The ‘daylight saving effect’ predicts that the mean weekend return following the spring and fall/autumn changes in daylight saving time is less than the mean weekend return throughout the rest of the year. With this market anomaly, the change in market participants’ behaviour is linked...
Persistent link: https://www.econbiz.de/10009437465
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Technical Efficiency and Technological Change in Australian Building Societies
Worthington, Andrew C. - 2000
In this study the nature and extent of efficiency and productivity growth in deposit-taking institutions is investigated using nonparametric frontier techniques. Employing Malmquist indices, productivity growth is decomposed into technical efficiency change and technological change for a sample...
Persistent link: https://www.econbiz.de/10009437475
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Technical and economic assessment of utility interactive PV systems for domestic applications in south-east Queensland
Khouzam, Kamel Y. - 1999
Electric utilities in Australia have been developing policies to stimulate interest and permit the purchase of electricity generated by renewable energy sources such as photovoltaic systems (PV). Studies show that under current conditions, it is technically feasible to introduce small-scale,...
Persistent link: https://www.econbiz.de/10009437742
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Financing the Celtic Tigress: Venturing Financing and Informal Investment in Ireland
O'Gorman, Colm; Terjesen, Siri A. - 2006
This study explores gender differences in entrepreneurship and informal investment in Ireland, a country with one of the lowest rates of female entrepreneurship in the developed world. Females in Ireland are less likely than males to be engaged in either the demand for (as entrepreneurs), or the...
Persistent link: https://www.econbiz.de/10009437817
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Essays on financial markets and the macroeconomy
Mönch, Emanuel - 2006
Diese Arbeit besteht aus vier Essays, die empirische und methodische Beiträge zu den Gebieten der Finanzmarktökonomik und der Makroökonomik liefern. Der erste Essay beschäftigt sich mit der Spezifikation der Investoren verfügbaren Informationsmenge in Tests bedingter Kapitalmarktmodelle. Im...
Persistent link: https://www.econbiz.de/10009467089
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A Framework for Exploring the Macroeconomic Determinants of Systematic Risk
Bollerslev, T.; Andersen, T.G.; Diebold, F.X. - 2005
The increasing availability of high-frequency asset return data has had a fundamental impacton empirical financial economics, focusing attention on asset return volatility and correlationdynamics, with key applications in portfolio and risk management. So-called "realized" volatilitiesand...
Persistent link: https://www.econbiz.de/10009475488