Prodan Irina (32 results)
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Taschenbuch. Condition: Neu. Druck auf Anfrage Neuware - Printed after ordering - Master's Thesis from the year 2012 in the subject Economics - Economic Cycle and Growth, grade: 1, VU University Amsterdam , language: English, abstract: This study examines the lead-lag patterns on the European markets between returns on portfolio…s sorted by size. Additionally, we test for two novel factors to explain lead-lag effects - size distribution and market efficiency. A chief separation between countries is established based on stock market development, and lead-lag structures are analyzed in the context of this partition. Country-by-country regressions are employed to prove the leading role of large company returns over small company returns. A measure of the lead-lag effect is developed in the form of the speed of adjustment of small firm returns to large firm returns. A pooled regression is performed in order to shed light over additional determinant factors of lead-lag patterns and a distinct size of lead-lag effects in emerging and advanced economies. Our results show that size is the underlying determinant of large portfolios leading small ones, while there is only partial support to validate that market inefficiencies can cause lead-lag effects. Also, we find that size heterogeneity widens lead-lag effects in developed markets.
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Taschenbuch. Condition: Neu. The effect of weather on stock returns: A comparison between emerging and developed markets | Irina Prodan | Taschenbuch | 56 S. | Englisch | 2015 | Anchor Academic Publishing | EAN 9783954890569 | Verantwortliche Person für die EU: Bedey & Thoms Media GmbH, Björn Bedey, Hermannstal 119k, 22119 Hambu…rg, info[at]diplom[dot]de | Anbieter: preigu.
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Taschenbuch. Condition: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -Master's Thesis from the year 2012 in the subject Economics - Economic Cycle and Growth, grade: 1, VU University Amsterdam , language: English, abstract: This study examines the lead-lag patterns on the European markets between retu…rns on portfolios sorted by size. Additionally, we test for two novel factors to explain lead-lag effects - size distribution and market efficiency. A chief separation between countries is established based on stock market development, and lead-lag structures are analyzed in the context of this partition. Country-by-country regressions are employed to prove the leading role of large company returns over small company returns. A measure of the lead-lag effect is developed in the form of the speed of adjustment of small firm returns to large firm returns. A pooled regression is performed in order to shed light over additional determinant factors of lead-lag patterns and a distinct size of lead-lag effects in emerging and advanced economies. Our results show that size is the underlying determinant of large portfolios leading small ones, while there is only partial support to validate that market inefficiencies can cause lead-lag effects. Also, we find that size heterogeneity widens lead-lag effects in developed markets. 44 pp. Englisch.
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Taschenbuch. Condition: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -Master's Thesis from the year 2012 in the subject Economics - Other, grade: 1, VU University Amsterdam , language: English, abstract: One renowned and frequently researched anomaly over the last two decades is the weather effect the… impact of weather on stock market returns. The extensive literature on the weather effect fails to converge towards a unique, systematic and robust relationship between the weather and the stock market. Therefore, the aim of this paper is to explain the contradictory results in the literature by testing whether stock prices are affected by the weather in a significantly different manner depending on the level of market development and explaining how this difference behaves over time. In order to test for this, city-by-city, pooled and binary regressions are employed using data of 10 developed and 10 emerging countries over the period 1996-2011 by using two different means of seasonal adjustment. The results show that weather has a very small impact on the worldwide stock market returns and that the significance of the weather effect is decreasing over time with a cyclical pattern in terms of its recurrence. We identify the year 2001 as the cut-off point when the significance of weather on stock markets diminishes. No support has been found for a real difference in the weather effect between emerging and developed countries. However, evidence has been found of the relative inefficiency of the emerging markets and for the declining influence of weather in time. 56 pp. Englisch.
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Taschenbuch. Condition: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -One renowned and frequently researched anomaly over the last two decades is the weather effect, more precisely, the impact of weather on stock market returns. The extensive literature on the weather effect fails to converge towards…a unique, systematic and robust relationship between the weather, and the stock market. Therefore, the aim of this paper is to explain the contradictory results in the literature by testing whether stock prices are affected by the weather in a significantly different manner depending on the level of market development, and explaining how this difference behaves over time. In order to test for this, city-by-city, pooled and binary regressions are employed using data of 10 developed, and 10 emerging countries over the period 1996-2011 by using two different means of seasonal adjustment. 56 pp. Englisch.
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Taschenbuch. Condition: Neu. This item is printed on demand - Print on Demand Titel. Neuware -Master's Thesis from the year 2012 in the subject Economics - Economic Cycle and Growth, grade: 1, VU University Amsterdam , language: English, abstract: This study examines the lead-lag patterns on the European markets between returns…on portfolios sorted by size. Additionally, we test for two novel factors to explain lead-lag effects ¿ size distribution and market efficiency. A chief separation between countries is established based on stock market development, and lead-lag structures are analyzed in the context of this partition. Country-by-country regressions are employed to prove the leading role of large company returns over small company returns. A measure of the lead-lag effect is developed in the form of the speed of adjustment of small firm returns to large firm returns. A pooled regression is performed in order to shed light over additional determinant factors of lead-lag patterns and a distinct size of lead-lag effects in emerging and advanced economies. Our results show that size is the underlying determinant of large portfolios leading small ones, while there is only partial support to validate that market inefficiencies can cause lead-lag effects. Also, we find that size heterogeneity widens lead-lag effects in developed markets.Books on Demand GmbH, Überseering 33, 22297 Hamburg 44 pp. Englisch.
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Condition: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. One renowned and frequently researched anomaly over the last two decades is the weather effect, more precisely, the impact of weather on stock market returns. The extensive literature on the weather effect fails to co…nverge towards a unique, systematic and .
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Taschenbuch. Condition: Neu. The leading role of large capitalization portfolio returns over small capitalization portfolio returns | A comparison between emerging and developed markets | Irina Prodan | Taschenbuch | 44 S. | Englisch | 2012 | GRIN Verlag | EAN 9783656277132 | Verantwortliche Person für die EU: GRIN Publishing Gm…bH, Waltherstr. 23, 80337 München, info[at]grin[dot]com | Anbieter: preigu Print on Demand.
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Language: English
Published by Anchor Academic Publishing, Anchor Academic Publishing Mai 2013, 2013
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Taschenbuch. Condition: Neu. This item is printed on demand - Print on Demand Titel. Neuware -One renowned and frequently researched anomaly over the last two decades is the weather effect, more precisely, the impact of weather on stock market returns. The extensive literature on the weather effect fails to converge towards a un…ique, systematic and robust relationship between the weather, and the stock market. Therefore, the aim of this paper is to explain the contradictory results in the literature by testing whether stock prices are affected by the weather in a significantly different manner depending on the level of market development, and explaining how this difference behaves over time. In order to test for this, city-by-city, pooled and binary regressions are employed using data of 10 developed, and 10 emerging countries over the period 1996-2011 by using two different means of seasonal adjustment.Books on Demand GmbH, Überseering 33, 22297 Hamburg 56 pp. Englisch.
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Taschenbuch. Condition: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - Master's Thesis from the year 2012 in the subject Economics - Other, grade: 1, VU University Amsterdam , language: English, abstract: One renowned and frequently researched anomaly over the last two decades is the weather effect the impa…ct of weather on stock market returns. The extensive literature on the weather effect fails to converge towards a unique, systematic and robust relationship between the weather and the stock market. Therefore, the aim of this paper is to explain the contradictory results in the literature by testing whether stock prices are affected by the weather in a significantly different manner depending on the level of market development and explaining how this difference behaves over time. In order to test for this, city-by-city, pooled and binary regressions are employed using data of 10 developed and 10 emerging countries over the period 1996-2011 by using two different means of seasonal adjustment. The results show that weather has a very small impact on the worldwide stock market returns and that the significance of the weather effect is decreasing over time with a cyclical pattern in terms of its recurrence. We identify the year 2001 as the cut-off point when the significance of weather on stock markets diminishes. No support has been found for a real difference in the weather effect between emerging and developed countries. However, evidence has been found of the relative inefficiency of the emerging markets and for the declining influence of weather in time.
