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Rajaa Aitali, Maria Snoussi, Alexander S. Kolker, Bouchra Oujidi and Nadia Mhammdi
Healthy wetlands are among the most effective sinks for carbon on the planet, and thus contribute to mitigate climate change. However, in North Africa, coastal wetlands are under high pressure especially from urban sprawl and tourism development, due to ...
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Federico Gagliolo,Gabriele Cardullo
Pág. 7 - 15
This article focuses on the study of value and growth stocks in the Italian market during the period 2001-2018, trying to understand if there is a difference in terms of return between the two share classes and which could be the explanation. The analysi...
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Shailesh Rana,William H. Bommer,G. Michael Phillips
Pág. 88 - 106
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Kim Hiang LIOW and Sherry YEO
This paper examines short- and long-term behavior of the price-to net asset value ratio in six Asian public real estate markets. We find mean-reverting behavior of the ratio and spillover effects, where each of the examined public real estate markets cor...
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Kim Hiang LIOW and Sherry YEO
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Leandro da Rocha Santos,Roberto Marcos da Silva Montezano
Pág. 48 - 59
The price-to-book ratio (stock prices divided by book value per share) is a commonly used a valuation metric to screen for under- or overvalued stocks. Empirical evidence suggests that low price-to-book stocks (i.e., value stocks) outperform high price-t...
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Liping Zou,Ruishan Chen
Pág. 133 - 143
This study documents that contrarian investment strategies offer superior returns because these strategies exploit investors? expectation errors. There are two sources of expectation errors, naïve extrapolation of past performance and biased analysts? ea...
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Abdul Hakim(1), (1)
Pág. 13 - 26
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Jürgen Ernstberger,Christian Heinze,Oliver Vogler
AbstractIn the last decade, empirical research has found strong evidence that value stocks provide higher returns than growth stocks (value premium). Firms with a high ratio of book value of equity to market value of equity are regarded as value stocks; ...
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Gerardo ?Gerry? Alfonso Perez
Value investment and growth investment have attracted a large amount of research in recent decades, but most of this research focuses on the U.S. and Europe. This article covers the Thai stock market which has very different characteristics compared to w...
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Gerardo ?Gerry? Alfonso Perez
There are indications that value investing strategies have been able to outperform the overall market in several countries across the globe. In this article, the specific case of South Korea is analyzed. It would appear that from a rigorous statistical p...
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S. Hammar
AbstractNumerous studies have identified both value and size effects existing in international markets. Fewer studies have been conducted that document the same effects in the South African market. In this study, portfolios were constructed based on four...
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Daniel Broby,Raphael Faessler,Milenko Josavac,Christophe Dehut
Pág. 1270 - 1286
We investigate the diversification benefits of adding Switzerland to a Eurozone equity portfolio, both before and after the removal of Swiss franc peg to the euro. We use a mean-variance portfolio framework to compare the benchmark indices in the Eurozon...
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A. G. Frank
AbstractThe bimodal character of stocks is demonstrated when they are classified according to their style. Stocks are often assigned, on the basis of some valuation parameter, uniquely as either value or growth even though, over time, changes in a stock?...
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Cristian Johnson
Pág. pp. 217 - 247
This article describes the Value at Risk concept, popularized during the last tenor fifteen years, presenting applications on stocks, bonds, interest and exchangerate forward contracts, and swaps. We applied asymmetric GARCH methodologiesover Chilean sto...
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Jhon Pandapotan Situmorang,Sugianto Sugianto,Darusman .
Pág. 126 - 139
This study aims to determine the distribution of the vegetation indexes to estimate the carbon stocks of forest stands in the Production Forest of Lembah Seulawah sub-district. Aceh Province, Indonesia. A non-destructive method using allometric equations...
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Hersugondo Hersugondo, Endang Tri Widyarti, Di Asih I Maruddani and Trimono Trimono
In the economic globalization era, mainly since 2010, ASEAN countries? financial and investment sectors have emerged to accelerate economic growth. The driving factor for the financial sector?s contribution is the public?s growing interest in financial a...
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Kudakwashe J. Chipunza,Kerry McCullough
AbstractMaximising firm value remains a key tenet of corporate managers. Firms with lower illiquidity and volatility attract lower risk premiums, and these are associated with a lower cost of capital and higher firm value. Internationalisation is one ave...
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Cristina Viegas and José Azevedo-Pereira
This study develops a quasi-closed-form solution for the valuation of an American put option and the critical price of the underlying asset. This is an important area of research both because of a large number of transactions for American put options on ...
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Nadisah Zakaria,Fariza Hashim
Pág. 453 - 459
Graham?s stock selection criteria enable investors to be more cautious in selecting their portfolios in order to generate abnormal return. Graham?s model was widely examined in various developed market where the stock markets and companies are more matur...
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