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Patricia L. Chelley-Steeley & James M. Steeley 《Journal of Business Finance & Accounting》1997,24(6):759-779
This paper demonstrates how the autocorrelation structure of UK portfolio returns is linked to dynamic interrelationships among the component securities of that portfolio. Moreover, portfolio return autocorrelation is shown to be an increasing function of the number of securities in the portfolio. Since the security interrelationships seemed to be more a product of their history of non-synchronous trading than of systematic industry-related phenomena, it should not be possible to exploit the high levels of return persistence using trading rules. We show that rules designed to exploit this portfolio autocorrelation structure do not produce economic profits. 相似文献
793.
Douglas Lundin 《International Tax and Public Finance》2001,8(5-6):815-835
Using Swedish household data from 1992, I analyze whether households disproportionately burdened by an increased carbon dioxide tax can be compensated by changes in other commodity taxes. This is done by searching for Dalton–improving tax reforms (DI-reforms), a method for welfare analysis which requires only ranking of households rather than cardinal comparisons. This application of the method has two features not found in earlier applications. First, the direct value of reduced carbon dioxide emissions is incorporated in the analysis. Second, the method is extended to allow identification of three-dimensional tax reforms, to be able to rank households along three dimensions. It is found that i) incorporating the value of reduced emissions does not unambiguously expand the set of DI-reforms, and ii) DI-reforms exist only when households are ranked in line with expenditures and size. When households' access to public transportation is also considered no DI-reforms are found. 相似文献
794.
Petri Kyröläinen 《Journal of Economics and Finance》2008,32(1):75-89
When an investor buys and sells the same stock on the same day, he is said to have made a day trade. Using the trading records of Finnish traders, this paper examines whether day trading is related to volatility of stock prices. I find a strong positive time-series relation between the number of day trades by individual investors and intraday volatility among heavily day traded stocks. This effect is robust after controlling for a previously documented volume–volatility relation. The result suggests that the joint hypothesis of price pressure and volatility induced day trading dominates the liquidity effects of day trading. 相似文献
795.
796.
There have been three empirical studies examining the share price reaction following trades by directors of UK companies (King and Poell, 1988; Pope, Morris and Peel, 1990; and Gregory, Matatko, Tonks and Pukiss, 1994). All three of these UK studies used different definitions of 'buy' and 'sell' signals resulting from the transactions of directors and employ different controls to detect the presence of any 'size effects'. We investigate whether the signal definition explains the different conclusions drawn by these earlier studies, and examine whether or not any observed abnormal returns are explicable by the small companies effect. We also investigate trading strategies based on holding a long portfolio of shares purchased or a short portfolio of shares sold by directors held until the end of the study period or until a 'reserving event' (e.g. a sale following a purchase by director[s] is observed). 相似文献
797.
JAE B. KIM PERVIN SHROFF DUSHYANTKUMAR VYAS REGINA WITTENBERG‐MOERMAN 《Journal of Accounting Research》2018,56(3):953-988
We investigate how the availability of traded credit default swaps (CDSs) affects the referenced firms’ voluntary disclosure choices. CDSs enable lenders to hedge their credit risk exposure, weakening their incentives to monitor borrowers. We predict that reduced lender monitoring in turn leads shareholders to intensify their monitoring and demand increased voluntary disclosure from managers. Consistent with this expectation, we find that managers are more likely to issue earnings forecasts and forecast more frequently when traded CDSs reference their firms. We further find a stronger impact of CDS availability on firm disclosure when (1) lenders have higher ability and propensity to hedge credit risk using CDSs, and (2) lender monitoring incentives and monitoring strength are weaker. Consistent with an increase in shareholder demand for public information disclosure induced by a reduction in lender monitoring, we find a stronger effect of CDSs on voluntary disclosure for firms with higher institutional ownership and stronger corporate governance. Overall, our findings suggest that firms with traded CDS contracts enhance their voluntary disclosure to offset the effect of reduced monitoring by CDS‐protected lenders. 相似文献
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799.
Amer M. Bakhach Edward P.K. Tsang V.L. Raju Chinthalapati 《International Journal of Intelligent Systems in Accounting, Finance & Management》2018,25(3):105-123
Directional Change (DC) is a technique to summarize price movements in a financial market. According to the DC concept, data is sampled only when the magnitude of price change is significant according to the investor. In this paper, we develop a contrarian trading strategy named TSFDC. TSFDC is based on a forecasting model which aims to predict the change of the direction of market's trend under the DC context. We examine the profitability, risk and risk‐adjusted return of TSFDC in the FX market using eight currency pairs. The results suggest that TSFDC outperforms the buy and hold approach and another DC‐based trading strategy. 相似文献
800.