Artykuły w czasopismach na temat „Short term returns to investors”
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Aboody, David, Omri Even-Tov, Reuven Lehavy i Brett Trueman. "Overnight Returns and Firm-Specific Investor Sentiment". Journal of Financial and Quantitative Analysis 53, nr 2 (1.03.2018): 485–505. http://dx.doi.org/10.1017/s0022109017000989.
Pełny tekst źródłaS., Kannadas. "Investment behavior of short-term versus long-term individual investors of PAN India – An empirical study". Investment Management and Financial Innovations 18, nr 2 (1.06.2021): 223–33. http://dx.doi.org/10.21511/imfi.18(2).2021.18.
Pełny tekst źródłaOldham, Matthew. "Understanding How Short-Termism and a Dynamic Investor Network Affects Investor Returns: An Agent-Based Perspective". Complexity 2019 (3.07.2019): 1–21. http://dx.doi.org/10.1155/2019/1715624.
Pełny tekst źródłaPerez, Katarzyna. "Polish Absolute Return Funds And Stock Funds. Short And Long Term Performance Comparison". Folia Oeconomica Stetinensia 14, nr 2 (1.12.2014): 179–97. http://dx.doi.org/10.1515/foli-2015-0016.
Pełny tekst źródłaKumar Inani, Sarveshwar, Harsh Pradhan, R. Prasanth Kumar i Ajay Kumar Singal. "Do daily price extremes influence short-term investment decisions? Evidence from the Indian equity market". Investment Management and Financial Innovations 19, nr 4 (7.11.2022): 122–31. http://dx.doi.org/10.21511/imfi.19(4).2022.10.
Pełny tekst źródłaVerma, Rahul, Gökçe Soydemir i Tzu-Man Huang. "Are smart beta funds really smart? Evidence from rational and quasi-rational investor sentiment data". Review of Behavioral Finance 12, nr 2 (12.08.2019): 97–118. http://dx.doi.org/10.1108/rbf-08-2018-0084.
Pełny tekst źródłaBanchit, Azilawati, Sazali Abidin, Sophyafadeth Lim i Fareiny Morni. "Investor Sentiment, Portfolio Returns, and Macroeconomic Variables". Journal of Risk and Financial Management 13, nr 11 (29.10.2020): 259. http://dx.doi.org/10.3390/jrfm13110259.
Pełny tekst źródłaMin, Jae Hoon. "Are Korea individual investors irrational in initial public offering (IPO) market? An explanation from the winner’s curse perspective". Asian Academy of Management Journal of Accounting and Finance 18, nr 1 (29.07.2022): 33–58. http://dx.doi.org/10.21315/aamjaf2022.18.1.2.
Pełny tekst źródłaLiu, Ying-Sing. "EFFECTS OF THE PRE-REPURCHASE SYSTEMATIC RISK ON THE RELATIONSHIP BETWEEN INVESTOR BEHAVIOR, MARKET FACTORS AND THE STOCK PRICE RESPONSES". Journal of Business Economics and Management 19, nr 4 (13.12.2018): 673–705. http://dx.doi.org/10.3846/jbem.2018.6840.
Pełny tekst źródłaSwales, Jr., George, Michael Swales i Edward Chang. "IPO Portfolio: An Alternative Approach to Higher Returns?" Journal of Finance Issues 6, nr 1 (30.06.2008): 207–14. http://dx.doi.org/10.58886/jfi.v6i1.2418.
Pełny tekst źródłaCheng, Si, Allaudeen Hameed, Avanidhar Subrahmanyam i Sheridan Titman. "Short-Term Reversals: The Effects of Past Returns and Institutional Exits". Journal of Financial and Quantitative Analysis 52, nr 1 (luty 2017): 143–73. http://dx.doi.org/10.1017/s0022109016000958.
Pełny tekst źródłaAspadarec, Waldemar. "Quasi-hedge funds market in Poland in view of their performance persistence". Investment Management and Financial Innovations 18, nr 3 (6.08.2021): 82–93. http://dx.doi.org/10.21511/imfi.18(3).2021.08.
Pełny tekst źródłaChui, Andy C. W., Avanidhar Subrahmanyam i Sheridan Titman. "Momentum, Reversals, and Investor Clientele". Review of Finance 26, nr 2 (16.02.2022): 217–55. http://dx.doi.org/10.1093/rof/rfac010.
Pełny tekst źródłaYan, Xuemin (Sterling), i Zhe Zhang. "Institutional Investors and Equity Returns: Are Short-term Institutions Better Informed?" Review of Financial Studies 22, nr 2 (3.01.2007): 893–924. http://dx.doi.org/10.1093/revfin/hhl046.
Pełny tekst źródłaHolzhauer, Hunter, Xing Lu, Robert McLeod i Jamshid Mehran. "How Long is Too Long? Volatility-Based Holding Strategies for Leveraged Bull and Bear ETFs". Journal of Finance Issues 12, nr 1 (31.12.2013): 35–52. http://dx.doi.org/10.58886/jfi.v12i1.2294.
Pełny tekst źródłaMankuroane, Evodia, Wilme van Heerden, Sune Ferreira-Schenk i Zandri Dickason-Koekemoer. "Psychological and Behavioural Drivers of Short-Term Investment Intentions". International Journal of Economics and Financial Issues 12, nr 4 (19.07.2022): 19–27. http://dx.doi.org/10.32479/ijefi.13064.
Pełny tekst źródłaCao, Kien, Thuy Nguyen, Hong Nguyen i Hien Bui. "Incomplete Share Repurchase Programs in Vietnam: Completion Rates and Short-Term Returns". International Journal of Financial Studies 8, nr 3 (16.09.2020): 57. http://dx.doi.org/10.3390/ijfs8030057.
Pełny tekst źródłaZheng, Chengli, i Kuangxi Su. "Multiscale Hedging with Crude Oil Futures Based on EMD Method". Mathematical Problems in Engineering 2020 (2.11.2020): 1–9. http://dx.doi.org/10.1155/2020/8869839.
Pełny tekst źródłaPanigrahi, Ashok Kumar, Kushal Vachhani i Suman Kalyan Chaudhury. "Trend identification with the relative strength index (RSI) technical indicator –A conceptual study". Journal of Management Research and Analysis 8, nr 4 (15.12.2021): 159–69. http://dx.doi.org/10.18231/j.jmra.2021.033.
Pełny tekst źródłaRozycki, John, i Inchul Suh. "Share repurchases: analyzing short-term and long-term wealth effects". Managerial Finance 45, nr 3 (11.03.2019): 430–44. http://dx.doi.org/10.1108/mf-06-2018-0258.
Pełny tekst źródłaKim, Jungmu, i Yuen Jung Park. "Individual Investors, Average Skewness, and Market Returns". Sustainability 12, nr 20 (12.10.2020): 8357. http://dx.doi.org/10.3390/su12208357.
Pełny tekst źródłaKhan, Muhammad Asif, Muhammad Akbar, Besma Hkiri i Noman Khan. "Does Investor Attention Matter? Fresh evidences from Wavelet Approach". Journal of Applied Economics and Business Studies 6, nr 3 (30.09.2022): 67–78. http://dx.doi.org/10.34260/jaebs.634.
Pełny tekst źródłaKyriakou, Ioannis, Parastoo Mousavi, Jens Perch Nielsen i Michael Scholz. "Short-Term Exuberance and Long-Term Stability: A Simultaneous Optimization of Stock Return Predictions for Short and Long Horizons". Mathematics 9, nr 6 (15.03.2021): 620. http://dx.doi.org/10.3390/math9060620.
Pełny tekst źródłaChague, Fernando, Bruno Giovannetti i Anthony Silva. "Attention-grabbing stocks and the behavior of individual investors in Brazil". Brazilian Review of Finance 18, nr 1 (17.05.2020): 1. http://dx.doi.org/10.12660/rbfin.v18n1.2020.81490.
Pełny tekst źródłaRádóczy, Klaudia, i Ákos Tóth-Pajor. "Investors’ Reactions to Extreme Events in the Hungarian Stock Market". Financial and Economic Review 20, nr 3 (2021): 5–30. http://dx.doi.org/10.33893/fer.20.3.530.
Pełny tekst źródłaGowri B., Shantha, i Vedantam Seetha Ram. "Influence of news on rational decision making by financial market investors". Investment Management and Financial Innovations 16, nr 3 (30.08.2019): 142–56. http://dx.doi.org/10.21511/imfi.16(3).2019.14.
Pełny tekst źródłaMcNeil, Kenneth, i Keith Johnson. "The Elephant in the Room: Helping Delaware Courts Develop Law to End Systemic Short-Term Bias in Corporate Decision-Making". Michigan Business & Entrepreneurial Law Review, nr 8.1 (2018): 1. http://dx.doi.org/10.36639/mbelr.8.1.elephant.
Pełny tekst źródłaJabeen, Shaista, i Sayyid Salman Rizavi. "Short Term and Long Term Herding Prospects: Evidence from Pakistan Stock Exchange". Abasyn Journal of Social Sciences, Volume 14 issue 1 (30.06.2021): 119–44. http://dx.doi.org/10.34091/ajss.14.1.08.
Pełny tekst źródłaCohen, Gil, i Mahmoud Qadan. "The Information Conveyed in a SPAC′s Offering". Entropy 23, nr 9 (15.09.2021): 1215. http://dx.doi.org/10.3390/e23091215.
Pełny tekst źródłaYelamanchili, Rama Krishna. "Short-term Economic Indicators, Stock Market Indexes and Indian Oil and Gas Stocks Returns". Indian Journal of Finance and Banking 4, nr 1 (8.01.2020): 1–13. http://dx.doi.org/10.46281/ijfb.v4i1.454.
Pełny tekst źródłaKambeu, Edson, i Justine Mbudaya. "Volatility dynamics of the Botswana Stock Exchange (BSE). Good or Bad for Investors?" International Journal of Finance 7, nr 3 (1.08.2022): 25–33. http://dx.doi.org/10.47941/ijf.965.
Pełny tekst źródłaSilmi, Silmi, Kevry Ramdany i Yudi Mufti Prawira. "“Is The Banking Industry The Right Choice To Invest?” (Analisis Laporan Keuangan PT. Bank Central Asia, PT. Bank Rakyat Indonesia, PT. Bank Nasional Indonesia, PT. May Bank dan PT. Bank Permata Periode 2013-2017)". Jurnal Ilmiah Universitas Batanghari Jambi 20, nr 2 (1.07.2020): 652. http://dx.doi.org/10.33087/jiubj.v20i2.987.
Pełny tekst źródłaLiu, Chang, Haoming Shi, Liang Wu i Min Guo. "THE SHORT-TERM AND LONG-TERM TRADE-OFF BETWEEN RISK AND RETURN: CHAOS VS RATIONALITY". Journal of Business Economics and Management 21, nr 1 (7.11.2019): 23–43. http://dx.doi.org/10.3846/jbem.2019.11349.
Pełny tekst źródłaHamdi, Haykel, Duc Khuong Nguyen i Hassan Obeid. "The Short- And Long-Term Performance Of Privatization Initial Public Offerings In Europe". Journal of Applied Business Research (JABR) 29, nr 4 (28.06.2013): 1189. http://dx.doi.org/10.19030/jabr.v29i4.7925.
Pełny tekst źródłaDo, Yeonwoo, i Sunghwan Kim. "Do Higher-Rated or Enhancing ESG of Firms Enhance Their Long–Term Sustainability? Evidence from Market Returns in Korea". Sustainability 12, nr 7 (27.03.2020): 2664. http://dx.doi.org/10.3390/su12072664.
Pełny tekst źródłaCheng, Lee-Young, Ming-Chang Wang i Kung-Chi Chen. "Institutional Investment Horizons and the Stock Performance of Private Equity Placements: Evidence from the Taiwanese Listed Firms". Review of Pacific Basin Financial Markets and Policies 17, nr 02 (czerwiec 2014): 1450009. http://dx.doi.org/10.1142/s021909151450009x.
Pełny tekst źródłaPatel, Jayen. "NASDAQ Sector Returns and Market Conditions". Journal of Finance Issues 6, nr 2 (31.12.2008): 85–94. http://dx.doi.org/10.58886/jfi.v6i2.2407.
Pełny tekst źródłaNikolova, Marija Anastasovska. "Crypto Assets: A New Way of Diversifying Your Investments". European Journal of Business and Management Research 8, nr 1 (15.02.2023): 265–73. http://dx.doi.org/10.24018/ejbmr.2023.8.1.1833.
Pełny tekst źródłaVeenman, David, i Patrick Verwijmeren. "Do Investors Fully Unravel Persistent Pessimism in Analysts' Earnings Forecasts?" Accounting Review 93, nr 3 (1.07.2017): 349–77. http://dx.doi.org/10.2308/accr-51864.
Pełny tekst źródłaEni, Yuli, i Rudy Aryanto. "Analysis of Factors that Affect the Movement of Gold’s Price as Investment Alternatives in Indonesia". Advanced Science Letters 21, nr 4 (1.04.2015): 878–81. http://dx.doi.org/10.1166/asl.2015.5912.
Pełny tekst źródłaMa, Guangqi, Miya Liang i Wenlin Sun. "Effect Analysis of Carbon Information on Enterprise Value Based on Big Data". Mathematical Problems in Engineering 2022 (11.07.2022): 1–11. http://dx.doi.org/10.1155/2022/4406064.
Pełny tekst źródłaAntweiler, Werner. "LONG-TERM PREDICTION MARKETS". Journal of Prediction Markets 6, nr 3 (22.01.2013): 43–61. http://dx.doi.org/10.5750/jpm.v6i3.592.
Pełny tekst źródłaEryigit, Mehmet. "Short-term performance of stocks after fraudulent financial reporting announcement". Journal of Financial Crime 26, nr 2 (1.04.2019): 464–76. http://dx.doi.org/10.1108/jfc-11-2016-0076.
Pełny tekst źródłaNakagawa, Kei, i Ryuta Sakemoto. "MACRO FACTORS IN THE RETURNS ON CRYPTOCURRENCIES". Applied Finance Letters 11 (6.02.2023): 146–58. http://dx.doi.org/10.24135/afl.v11i.540.
Pełny tekst źródłaVictor, Elsa Sapphira, i Muhammad Najib Razali. "MACROECONOMIC IMPACT ON THE EXCESS RETURNS OF ASIAN REITS". International Journal of Built Environment and Sustainability 6, nr 1-2 (1.04.2019): 137–45. http://dx.doi.org/10.11113/ijbes.v6.n1-2.392.
Pełny tekst źródłaChaudary, Samra. "Does salience matter in investment decision?" Kybernetes 48, nr 8 (2.09.2019): 1894–912. http://dx.doi.org/10.1108/k-09-2018-0490.
Pełny tekst źródłaJamaledin Mohseni Zonouzi, S., Gholamreza Mansourfar i Fateme Bagherzadeh Azar. "Benefits of international portfolio diversification". International Journal of Islamic and Middle Eastern Finance and Management 7, nr 4 (11.11.2014): 457–72. http://dx.doi.org/10.1108/imefm-02-2014-0017.
Pełny tekst źródłaSingh, Amanjot, i Manjit Singh. "Intertemporal risk-return relationship in BRIC equity markets after the US financial crisis". International Journal of Law and Management 59, nr 4 (10.07.2017): 547–70. http://dx.doi.org/10.1108/ijlma-12-2015-0065.
Pełny tekst źródłaBhana, N. "New listings share price behaviour on the Johannesburg Stock Exchange". South African Journal of Business Management 20, nr 4 (31.12.1989): 195–203. http://dx.doi.org/10.4102/sajbm.v20i4.963.
Pełny tekst źródłaTrichilli, Yousra, Mouna Boujelbène Abbes i Afif Masmoudi. "Predicting the effect of Googling investor sentiment on Islamic stock market returns". International Journal of Islamic and Middle Eastern Finance and Management 13, nr 2 (24.02.2020): 165–93. http://dx.doi.org/10.1108/imefm-07-2018-0218.
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