1 - 5 of 5 articles
Abstract Value and momentum investing are two approaches to investing which have been increasingly utilised either overtly or covertly by fund managers. Consistent with their increasing popularity, a number of academic studies have found such strategies capable of outperforming traditional...
Abstract Financial analysts should be primarily concerned about the operating performance of a firm when considering whether to invest in a company. In light of the recent Enron bankruptcy, the largest in US history, financial managers are reviewing and evaluating valuation techniques and...
Abstract Daily change in the Dow Jones Industrial Average (DJIA) is a biased and imprecise measure of actual change in the US stock market, whether measured as capital appreciation or total return, despite high correlations with other market indexes. Because it omits cash dividends, the Dow...
Abstract This study aims to model volatility as an approximation to an optimum measurement of stock market risk because of the importance of this concept for, among other things, the proper management of portfolios. Following the proposal of Lamoureux and Lastrapes (1990), the authors consider...
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