In this paper, we document that an application of a moving average timing strategy of technical analysis to portfolios sorted by volatility generates investment timing portfolios that substantially outperform the buy-and-hold strategy. For high-volatility portfolios, the abnormal returns, relative to the capital asset pricing model (CAPM) and the Fama-French 3-factor models, are of great econom...

This study examined the factorial validity of the Maslach Burnout Inventory General Survey (MBI-GS; Schaufeli et al., 1996) in eight different occupational groups of employees (N = 2919), who were recruited through the Internet. Results of multi-group confirmatory factor analyses favored the proposed Three-Factor Model over alternative Two-Factor and One-Factor Models. Exhaustion, cynicism, and...

Despite the inroads that are currently being made into research in the area of organisational energy, measuring instruments for this construct remain scant. This research explores the construct of POE with the aim to determine whether significant differences exist in the respondents perceptions of POE based on their biographical characteristics. A cross-sectional survey design was used, with a ...

The objectives of this study are to assess the psychometric properties of an adapted version of the Maslach Burnout Inventory-General Survey (MBI-GS) for academic staff in South African higher education institutions and to investigate differences between the burnout levels of different demographic groups. A survey design was used, with stratified random samples (N = 595) taken of academics in s...

Fama & French explained that company size affects the risk of return on its shares. The larger a company, more established is.Hence, it is not easily swayed by crisis pressures, only financial pressure but also social pressure. Covid-19 outbreak hitting world, especially Indonesia, had an impact performance in capital market. test results showed during period, JCI decreased 30 percent. Howe...

The Fama-Fench 3-factor model (FF3) is one of the most commonly used models for valuing companies. It curious to see whether this can reasonably capture changes in treacherous stock market and accurately predict expected returns a company practice. In article, machine learning adopted analyze data from past five years terms 10-year t-bill return as risk free rate S&P 500 compare analyses Ne...

This study empirically analyzes return data from select energy companies in developed and emerging markets using the Fama-French three- five-factor asset-pricing models crisis settings. It researches whether these are suitable to produce meaningful challenging economic circumstances. We use panel covering 12 of largest globally-operating Russia, China, US, EU, Saudi Arabia, a period between 200...

The advancement of capital market to a more mature stage is shown in the construction securities issurance registration system. ChiNext announced system reform June 2020, which has helped make significant strides and attracted investors' attention. DID Model will be used this study assess effects on volatility over past four years for Shenzhen Component Index Index. At same time, linear regress...

This study investigates what is an appropriate level of investment management fees. We extend existing results and provide a several formula for the case of power utility and normal returns. Using the CRRA utility function with the range of the coe¢cient of the CRRA suggested by Mehra and Prescott (1985), we ...nd that the value of information added by linear factor models of Fama and French (1...