نتایج جستجو برای: arrangement of stocks trading

تعداد نتایج: 21169320  

Journal: :journal of industrial strategic management 0
a alinezhad a kazemi k sarrafha

in this paper, a model has been provided for selecting right portfolio in stock exchange. the ranking of financial industries and companies has been applied for the selection of the right stock in this model. these rankings have been done through promethee decision- making method. technical analysis aims to determine the right time to buy and sell the superior stocks. a survey study is also don...

2003
H. Henry Cao Hui Ou-Yang Haitao Li S. Viswanathan Wei Xiong

We analyze the effects of differences of opinion on the dynamics of trading volume in stocks and options.We find that disagreements about the mean of the currentand next-period public information lead to trading in stocks in the current period but have no effect on options trading. Without options, we find that disagreements about the precision of all past and current public information affect ...

2006
Ron Kaniel Gideon Saar Lei Yu

This paper investigates the individual investor trading in both closed-end funds and individual stocks. By examining the short-horizon dynamic relation between net individual investor trading of closed-end funds and the fund discounts, we find evidence consistent with the notion that both the level and the changes in close-end fund discounts are good proxies for individual investor sentiment. U...

Journal: :تحقیقات اقتصادی 0
شیوا زمانی استادیار دانشگاه صنعتی شریف داوود سوری استادیار دانشگاه صنعتی شریف محسن ثنائی اعلم کارشناس ارشد اقتصاد - دانشگاه صنعت شریف

return and volatility spillovers are important for portfolio selection, asset valuation and market efficiency investigation. using a var-bekk framework model, this paper investigates return and volatility spillover effects between three size-sorted equity indices in tehran stock exchange (tse). although daily return of large stocks leads small stocks (lead-lag effect), there wasn’t any spillove...

2013
Nguyen Duc Hien Nguyen Ngoc Tram

This paper examines some cognitive biases of Vietnamese stock investors by analyzing trading records for 1,201 accounts at a brokerage firm. These investors tend to make poor trading decisions by selling good stocks and buying bad stocks. They demonstrate a significant reference to holding the losing stocks and selling the wining stocks which is known as the disposition effect. It provokes many...

2015
Viktor Manahov Robert Hudson Philip Linsley

We employ a special adaptive form of the Strongly Typed Genetic Programming (STGP)-based learning algorithm to develop trading rules based on a survival of the fittest principle. Employing returns data for the Russell 1000, Russell 2000 and Russell 3000 indices the STGP method produces greater returns compared to random walk benchmark forecasts, and the forecasting models are statistically sign...

2011
Henk Berkman Paul D. Koch Diane Del Guercio Ben Jacobsen

We show that abnormal trading activity increases in the days before earnings announcements, especially for stocks with high dispersion of opinions. Consistent with the theory of Miller (1977) and other disagreement models, for stocks that are also short sale constrained, this increased speculative trading is dominated by net buyer-initiated trading activity. This evidence helps to explain why s...

2012
Xiao-Qian Sun Hua-Wei Shen Xue-Qi Cheng Zhao-Yang Wang

Manipulation is an important issue for both developed and emerging stock markets. Many efforts have been made to detect manipulation in stock markets. However, it is still an open problem to identify the fraudulent traders, especially when they collude with each other. In this paper, we focus on the problem of identifying the anomalous traders using the transaction data of eight manipulated sto...

2014
Alex YiHou Huang Ching-Liang Chang A. Y. Huang C.-L. Chang

Prior research has shown that informed trading activity decreases the stock return volatility because trading causes stock prices to converge to fundamentals. On the contrary to existing studies, this paper documents the empirical asymmetric relation between informed trading activity and volatility. Stocks with relatively less private information are associated with lower participation of infor...

Journal: :journal of modern processes in manufacturing and production 2015
amir amini golriz rahnama alireza alinezhad

the stock selection problem is one of the major issues in the investment industry, which is mainlysolved by analyzing financial ratios. however, considering the complexity and imprecise patterns ofthe stock market, obvious and easy-to-understand investment rules, based on fundamental analysis,are difficult to obtain. fundamental and technical analyses are two common methods for predictingthe fu...

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