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Letteratura scientifica selezionata sul tema "Preference stock"

Autore: Grafiati

Pubblicato: 4 giugno 2021

Ultima modifica: 5 febbraio 2022

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Articoli di riviste sul tema "Preference stock"

1

Kumar, Alok. "Dynamic Style Preferences of Individual Investors and Stock Returns". Journal of Financial and Quantitative Analysis 44, n. 3 (giugno 2009): 607–40. http://dx.doi.org/10.1017/s0022109009990020.

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AbstractThis study shows that individual investors systematically shift their preferences across extreme style portfolios (small vs. large, value vs. growth). These preference shifts are influenced by past style returns and earnings differentials, and advice from investment newsletters, but are unaffected by innovations in macroeconomic variables or shifts in expectations about future cash flows. Furthermore, investors’ dynamic style preferences influence returns along multiple dimensions: i) the contemporaneous relation between style returns and style-level preference shifts is strong, ii) there is weak evidence of style return predictability, and iii) the correlations among stocks within a style increase when investors move into or out of the style with greater intensity. Overall, the results indicate that stock categorization influences investors’ portfolio decisions and stock returns.

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Gupta, Nilesh, e Joshy Jacob. "The Interplay Between Sentiment and MAX: Evidence from an Emerging Market". Journal of Emerging Market Finance 20, n. 2 (21 gennaio 2021): 192–217. http://dx.doi.org/10.1177/0972652720969511.

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Investors with lottery preferences are known to concentrate on stocks with rare but extreme past returns. We investigate the extent to which lottery preference, measured by the MAX variable, varies with the market-wide irrational sentiment. We find that the high-MAX stocks have higher overpricing in a high-sentiment market and earn a lower alpha, compared to the low-sentiment market. Accordingly, the poor returns earned by a long-short portfolio of stocks with extreme MAX values are primarily due to the overvaluation of the high MAX-portfolio during the high sentiment phase. The higher stock volatility in India also magnifies the lottery preference of investors. JEL Classification: G4, G12, G41, G11

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Yang e Nguyen. "Skewness Preference and Asset Pricing: Evidence from the Japanese Stock Market". Journal of Risk and Financial Management 12, n. 3 (12 settembre 2019): 149. http://dx.doi.org/10.3390/jrfm12030149.

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Previous studies have shown that investor preference for positive skewness creates a potential premium on negatively skewed assets. In this paper, we attempt to explore the connection between investors’ skewness preferences and corresponding demand for a risk premium on asset returns. Using data from the Japanese stock market, we empirically study the significance of risk aversion with skewness preference that potentially delivers a premium. Compared to studies on other stock markets, our finding suggests that Japanese investors exhibit preference for positively skewed assets, but do not display dislike for ones that are negatively skewed. This implies that investors from different countries having dissimilar attitudes toward risk may possess different preferences toward positive skewness, which would result in a different magnitude of expected risk premium on negatively skewed assets.

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Shiva, Atul, e Manjit Singh. "Stock hunting or blue chip investments?" Qualitative Research in Financial Markets 12, n. 1 (13 novembre 2019): 1–23. http://dx.doi.org/10.1108/qrfm-11-2018-0120.

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Purpose The purpose of this paper is to study the individual investors’ preferences towards stock selection in social media environments. The study is conducted to understand the implications and conceptual directions for the corporates and financial advisors to understand the choices of individual investors applied in financial markets. Further, this study aims to examine the selection of the most preferred social media platform and behavioral intentions of investors towards selection of investment portfolios in Indian stock markets. Design/methodology/approach A questionnaire was designed based on the technique of conjoint analysis and was responded by 428 respondents belonging to the Northern region of India. The estimation of preference functions in Conjoint Analysis was designed by using orthogonal arrays and was calculated using the ordinary least square regression technique. Findings This study reveals that while making selection of desired investment portfolios, the investors give highest preference to social media platforms in terms of highest utility value and range followed by their preference for behavioral intentions to invest. Among different social media platforms, the investors preferred Twitter the most, followed by Facebook and the primary interest of investors was observed towards Intra-day trading purposes and balanced portfolio investments in financial markets. The major reason behind opting the social media platforms was selection of speculative stocks. Research limitations/implications The actual individual investment behavior cannot be observed through the survey, which limits the external validity of the study. Practical implications The paper presents a very important practical tool that can help financial advisors, opinion leaders and corporates in defining their target audience more sharply for investment-related advice. The findings revealed by the study will put them in a better position to understand how investors differ behaviorally and they will get acquainted with their choices and preferences while making investment decisions in the backdrop of social media environments. The preferences of the investors based on social media usage discovered by the study will not only enable the individual investors understand their own preferences, but those of the other investors as well in terms of planned investment decisions and choices. Originality/value The paper is a first of its kind to empirically identify the individual investors and their preferences and choices by applying conjoint analysis in the new social media environment. The study thus integrates the gap between marketing theories and emerging theories of behavioral finance to understand the investor behavior in a better way.

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Kuzmanovic, Marija, Dragana Makajic-Nikolic e Nebojsa Nikolic. "Preference Based Portfolio for Private Investors: Discrete Choice Analysis Approach". Mathematics 8, n. 1 (24 dicembre 2019): 30. http://dx.doi.org/10.3390/math8010030.

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Behavioral finance literature shows that in addition to Markowitz’s rate of return and risk, private investors consider various other stock features. This paper discusses the problem of determining investors’ preferences for portfolio selection criteria, as well as the problem of optimal portfolio determination from the investors’ point of view. The study primarily focuses on private investors who are interested in one-time investments rather than stock trading. We use a discrete choice analysis and hierarchical Bayes method to measure individual investors’ preferences, and a logit model to determine individual shares of preferences. We treat the share of preferences as the share of certain stocks in an optimal portfolio. The proposed methodology is illustrated by the example of companies whose stocks are traded on the Belgrade Stock Exchange. We measure respondents’ preferences for companies, preferences for return rates, riskiness of stocks, and dividend rates. The results of comparing the performance of the resulting portfolio with the efficient frontier obtained using Markowitz’s portfolio theory indicate its high efficiency, thus validating the proposed approach.

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Zhang, Xiao-Jun. "Book-to-Market Ratio and Skewness of Stock Returns". Accounting Review 88, n. 6 (1 giugno 2013): 2213–40. http://dx.doi.org/10.2308/accr-50524.

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ABSTRACT: This study demonstrates that stocks with low book-to-market ratios, also known as glamour stocks, have significantly more positive skewness in their return distributions compared to the return distributions of value stocks with high book-to-market ratios. The premium (discount) investors apply to these glamour (value) stocks also correlates significantly with the difference in return skewness. These findings suggest that the value/glamour-stock puzzle is partially explained by investor preference for positive skewness in stock returns. Such preference for skewness, which is consistent with investors having inverse S-shaped utility functions, is observed in such consumer behaviors as lottery purchases and gambling. This paper further documents significant predictive power of accounting-based measures, such as the book rate of return, with respect to the skewness of stock returns. Data Availability: Data are available from sources identified in the paper.

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NYAUPANE, NARAYAN, JEFFREY GILLESPIE, KENNETH MCMILLIN, ROBERT HARRISON e ISAAC SITIENEI. "SELECTION OF BREEDING STOCK BY U.S. MEAT GOAT PRODUCERS". Journal of Agricultural and Applied Economics 49, n. 3 (20 aprile 2017): 416–37. http://dx.doi.org/10.1017/aae.2017.6.

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AbstractUsing nationwide survey data, we investigate U.S. meat goat producer preferences and willingness to pay for meat goat breeding stock attributes. Discrete choice experiments were employed, and mixed logit and latent class models were used for analysis. Results showed that producers preferred animals that were highly masculine/feminine, had good structure and soundness, and were of the Boer breed, whereas they preferred fewer animals that were older, of Kiko and Spanish breeds, and priced higher. Significant preference heterogeneity was found among the respondents. Larger-scale producers had greater preference for high masculinity/femininity, good structure and soundness, and Boer bucks.

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O'Brien, John R. "Experimental Stock Markets with Controlled Risk Preferences". Journal of Accounting, Auditing & Finance 7, n. 2 (aprile 1992): 117–34. http://dx.doi.org/10.1177/0148558x9200700201.

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In this paper the empirical validity of the binary lottery preference inducing technique is tested in a real world market institution. In each market the potential gains to exchange arise from induced risk preferences, and the predicted competitive equilibrium is equivalent to the Pareto optimal risk sharing allocation. Price convergence to (and near) the competitive equilibrium price was rapid in each market, and most trades were individually rational with respect to induced certainty equivalents. This evidence implies that preferences can be induced in an oral double auction institution, using this technique.

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Mason, Helen B., e Roger M. Shelor. "Stock Splits: An Institutional Investor Preference". Financial Review 33, n. 4 (novembre 1998): 33–46. http://dx.doi.org/10.1111/j.1540-6288.1998.tb01395.x.

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Liu, Chun-Wen, e Chao Deng. "Stated preferences of Taiwanese investors for financial products". Qualitative Research in Financial Markets 11, n. 4 (4 novembre 2019): 411–28. http://dx.doi.org/10.1108/qrfm-06-2018-0079.

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Purpose The popularity of wealth management in Taiwan has unleashed tense competition among financial advisors. Consumers are now more conscious of their financial services purchasing behavior. This paper aims to provide insights into local-specific investors’ characteristics and consumers’ financial product preferences and to introduce a different concept to identify localization-suitable products. Design/methodology/approach To understand customers’ preferred products, the paper examines consumers’ financial behavior by analyzing preference characteristics using data collected from Taiwanese investors. The study entailed a questionnaire designed for consumers using the stated preferences method and the multinomial and nested logit models to develop preference models for consumers’ financial products. A statistical test using the t-value, likelihood and ρ2 to observe investor preference product reactions was also used. Findings The study finds that investors are sensitive to the rate of return on investments and performance changes in foreign currency, stock and mutual funds. An elasticity analysis and prediction of the market share among interactive products show that stock and mutual funds are strongly related and the rate of return on stock undoubtedly influences the market. Originality/value The stated preference method and inclusion of risk appetite improve our understanding of consumer choice and investors’ financial product preferences and characteristics. The results provide suitable localization product suggestions for financial institutions to help them understand their customers’ behaviors better. This paper’s results are also useful in the context of smart financial services such as financial robot technology.

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Più fonti

Tesi sul tema "Preference stock"

1

Covas, Francisco. "Managerial incentives, corporate investment, and economic preference /". Diss., Connect to a 24 p. preview or request complete full text in PDF format. Access restricted to UC campuses, 2004. http://wwwlib.umi.com/cr/ucsd/fullcit?p3130203.

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Wu, Ting. "Essays on the Term Structure of Interest Rates and Long Run Variance of Stock Returns". The Ohio State University, 2010. http://rave.ohiolink.edu/etdc/view?acc_num=osu1276860580.

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Tan, Juan Edward Banking &amp Finance Australian School of Business UNSW. "The announcement effect of private placements of hybrid securities in Australia". Awarded by:University of New South Wales. Banking and Finance, 2004. http://handle.unsw.edu.au/1959.4/20549.

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This thesis investigates the share price response to the announcement of private placements of hybrid securities in Australia. Firstly, the size and direction of the share price response is examined. Secondly, the determinants of the share price response are examined. Where possible, comparisons are made to evidence from international markets. The sample of data tested consists of 43 announcements of convertible debt issues, 39 announcements of preference share issues and 19 announcements of option issues made between 1983 and 2000 by Australian firms. The analysis of the share price impact in response to the announcements is conducted using Maynes and Rumsey (1993) event study methodology that adjusts for thin trading. The determinants of the share price response are examined using model specifications that are derived from the theoretical literature. The analysis of the announcement effect of private placements of hybrid securities finds significant negative abnormal returns for convertible debt issues, insignificant negative abnormal returns for preference share issues and significant positive abnormal returns for option issues. In comparison to international studies, the convertible debt results are similar to public and rights issues, the insignificant preference share results are similar to other findings and the option results are similar to private placements of equity and rights issues of options. The results of the investigation of the determinants of the announcement effect of private placements of hybrid securities finds that convertible debt issues are best explained by information asymmetry - firm and issue characteristics, the information asymmetry - external monitors hypothesis, the information asymmetry - dynamic hypothesis and the agency cost hypothesis. The impact of preference share issues is best explained by information asymmetry - firm and issue characteristics, the information asymmetry - external monitors hypothesis, the agency cost hypothesis and the price pressure hypothesis. The announcement effect of option issues is best explained by information asymmetry - firm and issue characteristics, the information asymmetry -dynamic hypothesis and the optimal capital structure hypothesis.

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Kundhlande, Godfrey. "Economic behaviour of developing country farm-households, measures of rates of time preference, the use of cattle as buffer stock, and the endogenous evolution of land rights". Thesis, National Library of Canada = Bibliothèque nationale du Canada, 2000. http://www.collectionscanada.ca/obj/s4/f2/dsk1/tape3/PQDD_0013/NQ59616.pdf.

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Barnard, Vanessa, e Linnéa Hörberg. "Ekonomer kontra ingenjörer på aktiemarknaden : en studie med fokus på riskpreferenser". Thesis, Uppsala universitet, Företagsekonomiska institutionen, 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-417512.

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År 2007 – 2008 var Finanskrisen i full kraft vilket forcerade många individer till att träda ut från aktiemarknaden. Ett hårdare finansiellt klimat och en mer komplex produktmarknad har resulterat i att alla individer inte kunnat parera marknadens hastiga förändringar och därmed invänta en framtida marknadsåterhämtning. Detta utfall kan således ha varit förknippat med stora förluster av finansiella tillgångar. Tidigare forskning indikerar att det existerar ett behov av finansiell förmåga vid dessa typer av krissituationer. Är investerares finansiella förmåga en lösning här? Och isåfall, vilka kunskaper är mest centrala för att uppnå en hög finansiell förmåga? I studiens teoretiska referensram redovisas tidigare forskning och en övergripande inblick ges i investerares portföljsammansättningar samt diversifiering av dessa. Först redogörs det för individers finansiella förmåga som innehar en central roll vid investeringar på aktiemarknaden då en hög finansiell förmåga tenderar att medföra möjligheter som kan frambringa goda ekonomiska förutsättningar. Vidare presenteras grundläggande portföljteori följt av diverse riskpreferenser som existerar i denna kontext. Därefter beskrivs de effekter som ofta uppkommer med i samband med finanskriser. Syftet med studien är att undersöka hur ingenjörer och ekonomer bygger upp och omfördelar sina aktieportföljer. Ett grundläggande kriterium avseende urvalet är att de har erhållit en examen från Uppsala Universitet, inom antingen ekonomi eller ingenjörsskap, mellan år 2000 till 2018. Det centrala här är att identifiera vilka riskpreferenser som existerar för de båda urvalsgrupperna samt att analysera aktiemarknadsdeltagandet – detta för att identifiera möjliga skillnader utbildningarna emellan. I kölvattnet av Finanskrisen har flertalet investerare uppvisat tendenser till ett mer riskaversivt beteendemönster där resultaten visar på ett reducerat risktagande efter Finanskrisens avslut (2009 – 2018) i förhållande till perioden innan Finanskrisens uppkomst (2000 – 2006). När effekten av Finanskrisen var som starkast (2007 – 2008) uppvisade investerarna ett tydligt avståndstagande från aktiemarknaden, där de som trots allt valde att stanna kvar på marknaden eftersökte mindre riskfyllda investeringsalternativ. Resultaten pekar på att urvalets ekonomer handlar utifrån en mer riskaversiv utgångspunkt gentemot ingenjörer som istället tenderar att uppvisa en mer riskneutrala inställning till marknadens investeringsalternativ.
During 2007 – 2008 when the global financial crisis was in full effect, a majority of the investors on the stock market were forced to exit due to a harsher financial environment and increasing complexity of financial products. The results of this outcome were associated with losses of financial assets for the investors. Previous research has identified and supported the need for financial literacy during financial crises. Could financial literacy be a key factor in resolving these issues? And if so, what kind of knowledge can lead to greater financial literacy? The purpose of this study is to examine how engineers and economists build and rebalance their portfolios. The aim has been to identify the risk preferences that exists for each target group, and to analyze stock market participation – before, during, and after the global financial crisis. This in turn, is crucial for the ability to compare the investors university education and to investigate possible differences in terms of knowledge. The results show that the investors in this study display risk averse behaviours and hold assets associated with risks that are lower than the market risk. Furthermore, economists tend to be more risk averse than engineers which in comparison are more risk neutral in their market behaviours.

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Rosendal, Jens. "Millennials köpbeteende och risktagande på aktiemarknaden : En mer våghalsig generation med annat tänk?" Thesis, Luleå tekniska universitet, Institutionen för ekonomi, teknik och samhälle, 2021. http://urn.kb.se/resolve?urn=urn:nbn:se:ltu:diva-85171.

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Millennials har ett starkt avvikande köpbeteende på börsen jämfört med äldre generationer. De har högre riskbenägenhet och är benägna att ta betydligt större risker vid köp av aktier och fonder. Oväntade kursrörelser och en mer oberäknelig börs blir konsekvenser av Millennials oberäkneliga och nyckfulla beteende. Syftet med denna studie var att undersöka Millennials köpbeteende när det kommer till aktier och fonder med fokus på deras risktagande. Studien hade en kvalitativ och deduktiv ansats och ett deskriptivt forskningssyfte. Data samlades in genom fallstudier och semistrukturerade intervjuer på ett selektivt urval av Millennials där frågor baserat på portföljsammansättning, informationsinhämtning, urvalskriterier och riskbenägenhet besvarades. Studiens resultat visade att Millennials sparar på lång sikt, gärna i framtidsbranscher inom teknologi eller medicin. Millennials är vinstsökande och högre risk med potentiellt bättre avkastning föredras över att investera med lägre risk och potentiellt lägre avkastning. Teknologiska framsteg i from av internet och nätmäklare är verktyg Millennials använde sig av vid köp av aktier och fonder. Studien bidrar med kvalitativa data och en djupare förståelse om Millennials och hur samspelet mellan informationsinhämtning, urvalskriterier och risk påverkar Millennials portföljsammansättning. Millennials använder sig av peer reviews och word-of-mouth i stor utsträckning vid köp av aktier men har samtidigt en hög grad av källkritik.

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Taylor, Philip Davis. "Investor preferences in the securities options market". Diss., Virginia Polytechnic Institute and State University, 1989. http://hdl.handle.net/10919/54794.

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Systematic mispricing by the state-of-the-art option pricing models is a paradox in financial economics as both the magnitude and direction of the mispricing is debated. The models have been found to overprice out-of-the-money and deep-in-the-money call options while underpricing in-the-money and deep-out-of-the-money calls. In addition, research has shown these biases have different signs in different time periods. We propose that when investors maximize expected utility for Friedman-Savage-Markowitz utility functions, the option mispricing observed in the market will result. The theories and empirical tests in the literature of higher-order utility functions and risk-neutral valuation (RNV) in the options market are presented. Though investor attitudes towards risk are irrelevant in the non-arbitrage world of modern option pricing, to the extent the options market does not meet the non-arbitrage conditions, investor risk preferences will affect the pricing of options. Risk-loving traders will bid up market prices relative to risk-neutral model prices; risk-averse traders will bid down prices. And investor risk preferences can, and do, change over time as market conditions change. New tests are run to analyze the relationship between mispricing biases and investor preferences before and after the historic stock market crash of October 19, 1987. We find mispricing biases which imply a decreased risk aversion on the part of investors in the IBM call option markets for the period prior to the market crash and mispricing biases which imply an increased risk-averse (and decreased risk-loving) behavior in those markets following the crash. Similar analyses are also performed in the Microsoft call options markets with less conclusive results.
Ph. D.

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Badra, Yassine. "Equilibres de Nash en Prix avec Stocks d’Invendus, Monopole et Bien-être". Thesis, Paris 2, 2018. http://www.theses.fr/2018PA020066.

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Après une introduction générale et une revue de littérature (chapitre 1), l’apport de cette thèse est de déterminer le rôle de la demande dans l’émergence d’un stock de marchandises invendues. Les préférences des consommateurs sont modifiées puisqu’elles prennent en compte non seulement les quantités consommées mais également celles étalées. Le cadre d’analyse de cette thèse est celui d’un jeu stratégique à deux joueurs en univers certain, avec prix flexibles et information parfaite. Deux types de consommateurs sont considérés : certains apprécient l’étalage et d’autres non. Un monopole modifié choisit à la fois le prix et l’étalage. Les propriétés de l’équilibre de Nash en stratégies pures sont étudiées. Le chapitre 2 présente un modèle de détermination du mark-up optimal pour n’importe quelle valeur de l’élasticité prix de la demande (contrairement à l’indice de Lerner qui peut être utilisé uniquement pour les biens élastiques). Le chapitre 3, étend le second, en déterminant le coefficient multiplicateur optimal en présence de stocks d’invendus. Il permet de définir la solde optimale. Le quatrième et dernier chapitre détermine les conditions sur les fonctions d’utilité qui permettent de générer un stock d’invendus à l’équilibre de Nash en stratégies pures. Les modèles développés sont élargis au cas où un planificateur social intervient dont l’objectif est de maximiser le bien-être de l’économie
After a general introduction and a survey of literature, the contribution of this thesis is to determine the role of the demand in the emergence of unsold stock of goods based on consumer’s preferences argument. Throughout the thesis, we consider a strategic game with two players under perfect information, certainty and price flexibility. Consumers are of two types: with appreciation to the display and without. A modified monopoly chooses both the price and the display. Chapter 2 presents an original model to determine the optimal markup for both elastic and inelastic goods (unlike the Lerner index that is used only for elastic goods). Chapter 3 is an extension of the previous one. It is about the determination of an optimal markup with the presence of unsold stock of goods. The fourth and final Chapter analyzes under which conditions an unsold stock of goods is supported by a pure strategy Nash equilibrium. All the models developed present a welfare analysis

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Diels, Jana Luisa. "Five studies on the antecedents of preferences and consumer choice". Doctoral thesis, Humboldt-Universität zu Berlin, Wirtschaftswissenschaftliche Fakultät, 2014. http://dx.doi.org/10.18452/16874.

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Die Dissertation thematisiert die kontextbezogene Präferenzbildung von Konsumenten. Aufsatz 1 untersucht das Substitutionsverhalten von Konsumenten in Out-of-Stock Situationen unter Berücksichtigung des Einflusses von Promotions. Die Ergebnisse zweier Online-Studien zeigen, dass sowohl Phantome als auch Promotions die Dominanzstruktur eines Choicesets verändern und somit zu systematischen Verschiebungen der relativen Präferenzen führen. Aufsatz 2 diskutiert, ob Kontexteffekte in einem hypothetischen Entscheidungsumfeld mit rein imaginären Kaufentscheidungen im Vergleich zu verbindlichen Entscheidungen mit realen Zahlungen systematisch überschätzt werden. Die empirischen Resultate belegen, dass der Ähnlichkeitseffekt in hypothetischen Studien signifikant höher ist als in Erhebungen unter Verwendung von realen Marken und verbindlichen Kaufentscheidungen inklusive tatsächlicher Zahlungsverpflichtungen für die gewählten Produkte. Aufsatz 3 untersucht, ob der „reversed similarity effect“, als die Tendenz von Konsumenten bei der Nichtverfügbarkeit von bevorzugten Produkten solche Substitute zu wählen, die der nichtverfügbaren Wahloption ähnlich sind, auch in realen Entscheidungsgegebenheiten Gültigkeit besitzt und bestätigt dies anhand von zwei empirischen Studien. Aufsatz 4 analysiert den interaktiven Effekt von Phantomen und Händlerempfehlungen auf die Präferenzbildung bei Onlinekäufen. Es zeigt sich, dass der separate Einfluss beider Faktoren nicht zwangsläufig positiv interagiert. Vielmehr bedingen sich Richtung und Stärke der gemeinsamen Wirkung durch die jeweilige Produktkategorie sowie die empfundene Wichtigkeit der enthaltenen Produktattribute. Aufsatz 5 beschäftigt sich mit Präferenzdeterminanten für biologische Produkte. Mithilfe eines Strukturgleichungsmodells kann belegt werden, dass Gesundheits- sowie Umweltmotive keinen direkten Einfluss auf die Bio-Präferenzen eines Haushalts haben, sondern durch die jeweilige Einstellung zu Bioartikeln moderiert werden.
The doctoral dissertation analyzes context-dependent preference formation of customers with regard to the influence of product- and situation-specific as well as experimental factors. Essay 1 studies preference formation of customers in out-of-stock situations by coevally considering the specific influence of promotions. The results of two online studies reveal that both phantoms and promotions induce changes in the dominance structure of a choice set, thereby systematically affecting customers’ substitution decisions. Essay 2 discusses if context effects are significantly overestimated in binding choice settings that include real payments for test products. The attained results confirm that the similarity effect is significantly higher in purely hypothetical decision environments in contrast to realistic choice setting inclusive of payment obligations for the selected products. Essay 3 attends to the question if the reversed similarity effect – as a customers’ tendency to preferably select very similar substitutes when a desired item is temporarily unavailable – also holds true in market-like choice scenarios. The results of a comprehensive online study confirm the existence of the effect in all tested product categories. Essay 4 studies the interactive effect of phantoms, i.e. unavailable choice options, and recommendations on directing customers’ choice in online purchase decisions. It can be demonstrated that the factors’ separate influence does not necessarily add up when appearing within the same choice scenario. Instead boundary conditions of the factors’ interaction are identified. Essay 5 seeks to identify determinants of customers’ preference for organic products. The results of PLS structural equation modelling show that health- as well as environmental motives do not have a direct effect on relative preferences for organic items but that their influence is fully mediated by one’s attitude towards organically produced articles.

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Wiebach, Nicole. "Four essays on the context-dependence of consumer preferences in situations of reduced choice". Doctoral thesis, Humboldt-Universität zu Berlin, Wirtschaftswissenschaftliche Fakultät, 2012. http://dx.doi.org/10.18452/16594.

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Die vorliegende Dissertation untersucht die Kontextabhängigkeit von Konsumentenpräferenzen in Folge eines Marktaustritts in 4 Aufsätzen. Aufsatz 1 diskutiert Auswirkungen einer Auslistung auf Kundenreaktionen. Zwei empirische Studien belegen die Existenz eines negativen Ähnlichkeits-, Attraktions- und Kompromisseffektes und zeigen wesentliche Determinanten einer markentreuen Reaktion auf. Aufsatz 2 bestätigt die Hypothesen über negative Kontexteffekte für Markeneliminierungen in verschiedenen experimentellen Situationen und Produktkategorien. Das sich ergebende Substitutionsverhalten resultiert durchweg in höheren Verlusten für Hersteller als für Händler. Aufsatz 3 diskutiert das Substitutionsverhalten in Out-of-Stock Situationen. Promotion wird hierbei als wesentlicher Einflussfaktor herangezogen. Verschiedene Online-Experimente demonstrieren einen negativen Ähnlichkeitseffekt für die temporäre Nichtverfügbarkeit von Produkten, welcher sich jedoch für preisreduzierte Güter des täglichen Bedarfs verringert. Werden ähnliche Substitute preislich reduziert angeboten, wird der negative Ähnlichkeitseffekt verstärkt. Der Effekt wird hingegen von einem Attraktionseffekt überlagert, wenn unähnliche Alternativen im Sonderangebot sind. Aufsatz 4 untersucht wesentliche Einflussfaktoren eines negativen Attraktionseffektes. In Anlehnung an das von Mishra et al. (1993) entwickelte Kausalmodell zur Neuprodukteinführung, wird ein adaptiertes ganzheitliches Strukturgleichungsmodell für den Marktaustritt getestet. Als wesentliche Treiber des betrachteten Phänomens resultieren die Konstrukte Anteil des Decoys, Präferenzstärke und Informationsrelevanz.
This thesis investigates the context-dependence of preferences in consequence of market exits in 4 essays. Essay 1 discusses the effect of brand delisting on customer responses. On the basis of two empirical studies, the existence of a negative similarity, a negative attraction and a negative compromise effect is revealed and key determinants of a brand loyal reaction are analyzed. Essay 2 supports the hypotheses on negative context effects for brand removals across different experimental settings and product categories. The resultant switching patterns collectively lead to bigger damages for manufacturers than for retailers. Essay 3 investigates preference shifts in out-of-stock situations by including promotion as essential driver. A series of online experiments demonstrate that for temporal unavailability of products, substitution behavior correspond to a negative similarity effect which is, however, reduced for stock-outs of low involvement fast moving consumer goods on promotion. While the negative similarity effect is enforced for promotions of similar substitutes, it is ruled out by the simultaneous occurrence of an attraction effect when dissimilar substitutes are offered at a reduced price. Essay 4 studies important antecedent variables of the negative attraction effect. In reference to the causal model on product introduction developed by Mishra et al. (1993), an adapted holistic framework for product exit is tested by using structural equation modeling. The results emphasize decoy share, preference strength and information relevance as major drivers of the considered phenomenon.

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Libri sul tema "Preference stock"

1

Mester, Loretta Jean. Testing for expense preference behavior: Mutual versus stock savings and loans. [Philadelphia]: Federal Reserve Bank of Philadelphia, 1989.

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Kandel, Shmuel. Asset returns and intertemporal preferences. Cambridge, MA: National Bureau of Economic Research, 1991.

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Ponti, Luca. La preferenza nel diritto societario e successorio. Milano: Giuffrè, 2003.

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Rivera, Renzo Razeto. Las acciones preferentes en sociedades anónimas. Santiago: LexisNexis, 2003.

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5

ill, Long Ethan, a cura di. Stick dog. New York: Harper Collins, 2013.

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Chan, Yeung Lewis. Catching up with the Joneses: Heterogeneous preferences and the dynamics of asset prices. Cambridge, MA: National Bureau of Economic Research, 2001.

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Epaulard, Anne. Agents' preferences, the equity premium, and the consumption-saving trade-off: An application to French data. [Washington, D.C.]: International Monetary Fund, IMF Institute, 2001.

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Blinder, Alan S. Inventory theory and consumer behavior. New York: Harvester Wheatsheaf, 1990.

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Blinder, Alan S. Inventory theory and consumer behavior. Ann Arbor: University of Michigan Press, 1990.

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Jackson, Ralph Ward. Correspondence Between Ralph Ward Jackson ... and ... Benjamin Coleman, of London, Addressed to the Preference Share, Stock, & Bond Holders of the West Hartlepool Dock & Railway Company. HardPress, 2020.

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Capitoli di libri sul tema "Preference stock"

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Mizen, Paul. "The Precautionary Buffer Stock Model of the Demand for Money and Speculative Liquidity Preference". In Buffer Stock Models and the Demand for Money, 96–115. London: Macmillan Education UK, 1994. http://dx.doi.org/10.1007/978-1-349-23660-2_6.

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Iihara, Yoshio, Hideaki Kato e Toshifumi Tokunaga. "Investors’ Herding on the Tokyo Stock Exchange". In Behavioral Economics of Preferences, Choices, and Happiness, 639–66. Tokyo: Springer Japan, 2016. http://dx.doi.org/10.1007/978-4-431-55402-8_24.

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Hirose, Takehide, Hideaki Kiyoshi Kato e Marc Bremer. "Can Margin Traders Predict Future Stock Returns in Japan?" In Behavioral Economics of Preferences, Choices, and Happiness, 687–713. Tokyo: Springer Japan, 2016. http://dx.doi.org/10.1007/978-4-431-55402-8_26.

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Nwogugu, Michael I. C. "Decision-Making, Sub-additive Recursive “Matching” Noise and Biases in Risk-Weighted Stock/Bond Commodity Index Calculation Methods in Incomplete Markets with Partially Observable Multi-attribute Preferences". In Indices, Index Funds And ETFs, 177–232. London: Palgrave Macmillan UK, 2018. http://dx.doi.org/10.1057/978-1-137-44701-2_5.

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Nwogugu, Michael I. C. "Number Theory, “Structural Biases” and Homomorphisms in Traditional Stock/Bond/Commodity Index Calculation Methods in Incomplete Markets with Partially Observable Un-aggregated Preferences, MN-Transferable-Utilities and Regret–Minimization Regimes". In Indices, Index Funds And ETFs, 41–109. London: Palgrave Macmillan UK, 2018. http://dx.doi.org/10.1057/978-1-137-44701-2_2.

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Choudhry, Moorad. "Preference Shares and Preferred Stock". In Corporate Bonds and Structured Financial Products, 251–61. Elsevier, 2004. http://dx.doi.org/10.1016/b978-075066261-1.50050-5.

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Choudhry, Moorad. "Preference Shares and Preferred Stock". In The Bond & Money Markets, 418–26. Elsevier, 2001. http://dx.doi.org/10.1016/b978-075064677-2.50028-0.

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Ghodsee, Kristen, e Mitchell A. Orenstein. "Toward a New Social Contract?" In Taking Stock of Shock, 135–52. Oxford University Press, 2021. http://dx.doi.org/10.1093/oso/9780197549230.003.0013.

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Chapter 12 shows that despite improvements in life satisfaction and living standards, postsocialist citizens do not believe that most people have done well in the transition and exhibit deep distrust of institutions and other people. In short, postsocialist societies have not created and legitimized a new social contract. While many individuals are doing well, few believe that society is doing well as a whole. This perception of corruption, distrust, and societal failures has fueled the rise of illiberalism, a preference for stronger states, and dissatisfaction with neoliberal capitalism. Low levels of trust in state and social institutions, high levels of perceived inequality, and significant popular support for a strong state all have eroded support for transitional reforms.

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Ghodsee, Kristen, e Mitchell A. Orenstein. "Public Opinion of Winners and Losers". In Taking Stock of Shock, 114–21. Oxford University Press, 2021. http://dx.doi.org/10.1093/oso/9780197549230.003.0011.

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Chapter 10 analyzes public opinion data to identify individuals who were more and less likely to support transitional reforms. In the mid-1990s, significant numbers of disaffected Russians indicated a preference for the old Soviet regime when compared to the current regime or a Western democracy, which suggests evidence for a phenomenon termed “red nostalgia.” Public opinion data also suggest that market capitalism is more popular in Central and Eastern Europe, but that many of those who expressed support for reform did it out of self-interest. The beneficiaries of transition—mostly the wealthy, young, educated, urban, and men—were more likely to support markets and democracy than their demographic counterparts. The chapter shows that across the postsocialist world, differences in support for reform are indicative of widespread belief that transition was being led from above, and that political and economic reforms were being imposed on the socialist masses by liberal elites.

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Dancygier, Rafaela M. "The Social Geography of Migration and Preferences". In Dilemmas of Inclusion. Princeton University Press, 2017. http://dx.doi.org/10.23943/princeton/9780691172590.003.0003.

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This chapter describes the preference landscape that parties confront when they contemplate inclusion strategies. In essence, parties face a minority electorate whose preferences and attributes present them with an uneasy ideological fit, but whose votes can swing elections. The chapter then argues that disagreements over social values and norms between non-Muslims and Muslims are greatest where parties face the strongest inclusion pressures, namely in vote-rich neighborhoods in urban areas. Additionally, these areas are most likely to raise conflicts over economic resources, thereby intensifying inclusion dilemmas. The chapter reviews the processes that have led to this preference distribution, explaining how selection mechanisms of the migration process, available housing stock, and enclave formation have served to replicate in Europe's cities the social networks and norms that structure communal life in the sending towns and villages.

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Atti di convegni sul tema "Preference stock"

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Li, Shangzhe, Xingkun Wang e Xin Jiang. "Mining for the Preference of Funds based on Subgraph Embedding of Fund-Stock Networks". In 2020 International Conference on Communications, Computing, Cybersecurity, and Informatics (CCCI). IEEE, 2020. http://dx.doi.org/10.1109/ccci49893.2020.9256660.

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Göktolga, Ziya Gökalp, Engin Karakış e Hakan Türkay. "Comparison of the Economic Performance of Turkish Republics in Central Asia with TOPSIS Method". In International Conference on Eurasian Economies. Eurasian Economists Association, 2015. http://dx.doi.org/10.36880/c06.01270.

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The aim of this study is to compare the economic performance of Turkish Republics in Central Asia with Multi Criteria Decision Making (MCDM) methods. Turkish Republics have been experiencing a transition from a centrally planned economy towards a market economy since their independence. In this study important macroeconomic indicators are used to determine economic performance. Economic performance evaluation of the country is an important issue for economic management, investors, creditors and stock investors. Technique for Order Preference by Similarity to Ideal Solution (TOPSIS) method outranks the countries according to the proximity of the positive ideal solution and distance of the negative ideal solution. Economic Performance of Turkish Republics in Central Asia (Azerbaijan, Turkmenistan, Kazakhstan, Kyrgyzstan, and Uzbekistan) are compared with TOPSIS method. İnvestigated with TOPSIS method countries best and worst economic performance years are detected during mentioned period and results are analyzed.

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"Preferences of Institutional Investors at Karachi Stock Exchange". In International Conference on Business, Marketing and Information System Management. International Centre of Economics, Humanities and Management, 2015. http://dx.doi.org/10.15242/icehm.ed1115006.

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Chang, Jun, e Wenting Tu. "A Stock-Movement Aware Approach for Discovering Investors' Personalized Preferences in Stock Markets". In 2018 IEEE 30th International Conference on Tools with Artificial Intelligence (ICTAI). IEEE, 2018. http://dx.doi.org/10.1109/ictai.2018.00051.

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Roth, Aaron, Jonathan Ullman e Zhiwei Steven Wu. "Watch and learn: optimizing from revealed preferences feedback". In STOC '16: Symposium on Theory of Computing. New York, NY, USA: ACM, 2016. http://dx.doi.org/10.1145/2897518.2897579.

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Huang, Bingyi. "Empirical Study on Stock Preferences of China's Stock Mutual Funds Based on the Count Panel Data Model". In 2009 International Conference on Management and Service Science (MASS). IEEE, 2009. http://dx.doi.org/10.1109/icmss.2009.5305261.

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Kim, G. T., S. H. Jung e S. H. Cho. "Determine the preference ordering of the stocks listed in KOSPI with TOPSIS". In 2009 IEEE International Conference on Industrial Engineering and Engineering Management (IEEM). IEEE, 2009. http://dx.doi.org/10.1109/ieem.2009.5373047.

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Choi, J. S. "Habitat Preferences of the Snow Crab, Chionoecetes opilio: Where Stock Assessment and Ecology Intersect". In Biology and Management of Exploited Crab Populations under Climate Change. Alaska Sea Grant, University of Alaska Fairbanks, 2011. http://dx.doi.org/10.4027/bmecpcc.2010.02.

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Yan, Changrong, e Dixin Zhang. "The Impact of Dividend Policy Preferences on Stock Returns in China A-shape Market". In 2011 Fourth International Joint Conference on Computational Sciences and Optimization (CSO). IEEE, 2011. http://dx.doi.org/10.1109/cso.2011.271.

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Hendwiyani, Nivi, e Maria Ulpah. "Analysis of Capital Market Literacy, Risk Preferences, and Financial Behavior on The Probability of Investment Decisions in The Stock Market". In 1st International Conference on Sustainable Management and Innovation, ICoSMI 2020, 14-16 September 2020, Bogor, West Java, Indonesia. EAI, 2021. http://dx.doi.org/10.4108/eai.14-9-2020.2304467.

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Rapporti di organizzazioni sul tema "Preference stock"

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Cao, Jie, Sheridan Titman, Xintong Zhan e Weiming Zhang. ESG Preference, Institutional Trading, and Stock Return Patterns. Cambridge, MA: National Bureau of Economic Research, novembre 2020. http://dx.doi.org/10.3386/w28156.

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