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Antonio Zoratto Sanvicente
Pág. 1 - 12
The paper reports the availability of equity market and government bond indices for the 1950-1967 in Brazil, before the introduction of the Bovespa index. Nominal monthly returns are computed, and the historical market risk premium is determined. A 1.86%...
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Ramesh Adhikari, Kyle J. Putnam and Humnath Panta
This paper examines the performance of a naïve equally weighted buy-and-hold portfolio and optimization-based commodity futures portfolios for various lookback and holding periods using data from January 1986 to December 2018. The application of Monte Ca...
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Rohnn Sanderson and Nancy L. Lumpkin-Sowers
The buy and hold stock market strategy, which gained tremendous popularity in the 1970s, may no longer be such a profitable method for accumulating wealth for the average investor in the new millennium. This paper investigates the relationship between co...
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Chee-Ling Chin,Mohamad Jais,Sophee Sulong Balia,Ayoib Che Ahmad,Azlan Zainol Abidin
Pág. 153 - 165
Technical analysis is deemed to be a futile practice among academicians who propose efficient market hypothesis, typically the weak form market efficiency which strongly protests the application of past prices and trading volume data for prediction of fu...
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Szymon Sterenczak
The effect of stock liquidity on stock returns is well documented in the developed capital markets, while similar studies on emerging markets are still scarce and their results ambiguous. This paper aims to analyze the state-dependent variance of liquidi...
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- Suherman,Danni Winadi,Gatot Nazir Ahmad
Pág. 125 - 140
This study tries to (1)to examine the difference of corporate social performance (CSP) between the old IPO firms and the new IPO firms, and (2)to investigate the influence of corporate social performance (CSP) on stock return. Corporate social performanc...
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Narendra Bhana
AbstractClosed-end investment funds listed on the Johannesburg Stock Exchange invariably trade at discounts from their net asset value. The purpose of this article is to test a series of trading rules to determine whether an investor can capitalize on th...
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N. Bhana
AbstractThis investigation uses an ex ante 'buy the market' investment strategy to compare the risk-return characteristics of a South African portfolio with an internationally diversified portfolio representing 18 countries during the 1969 - 1983 period....
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