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The financial literature has revealed that option strategies originate asymmetric return distributions, providing new investment opportunities, particularly in the control and reduction of risk. On the other hand, given the inadequacy of the measures based upon mean and variance, we highlight...
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This paper addresses the issue of symmetry in financial returns. The distributions of the major stock daily returns traded in the Portuguese Market and the PSI-20 Index are examined for a period that ranges from two to seven years. Through an exhaustive analysis where parametric and...
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This study explores the main characteristics of the business bankruptcy phenomenon. Some financial ratios are analysed in the context of bankruptcy prediction in Portuguese textile industry, using statistical instruments of multivariate analysis, particularly the discriminant analysis and the...
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The present work seeks to analyze the herding behavior phenomenon as a destabilizing factor of the capital market, while studying the relation between the herding behavior phenomenon and market profitability and volatility. The results allow us to verify the existence of a significant intensity...
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