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Overreactions and other behavioral effects in stock prices can best be examined by adjusting for the changes in fundamentals. We perform this by subtracting the relative price changes in the net asset value (NAV) from that of market price (MP) daily for 134 406 data points of closed-end funds...
Persistent link: https://www.econbiz.de/10005495738
It is important to analyze and distinguish the comovement and polarization behaviors for securities in financial markets. In this paper, we examine the comovement and polarization of interest rates and daily returns of BIST - 100 index between 2010 and 2013 in order to understand the...
Persistent link: https://www.econbiz.de/10010778504
It is important to analyze and distinguish the comovement and polarization behaviors for securities in financial markets. In this paper, we examine the comovement and polarization of interest rates and daily returns of BIST - 100 index between 2010 and 2013 in order to understand the...
Persistent link: https://www.econbiz.de/10010779961
It is important to analyze and distinguish the comovement and polarization behaviors for securities in financial markets. In this paper, we examine the comovement and polarization of interest rates and daily returns of BIST - 100 index between 2010 and 2013 in order to understand the...
Persistent link: https://www.econbiz.de/10010781912
We present a new profitable trading and risk management strategy with transaction cost for an adaptive equally weighted portfolio. Moreover, we implement a rule-based expert system for the daily financial decision-making process using the power of spectral analysis. We use several key components...
Persistent link: https://www.econbiz.de/10009208285