Table of contents
Idiosyncratic volatility and security returns: evidence from Germany and United Kingdom
Michael E. Drew, Mirela Malin, Tony Naughton, Madhu VeeraraghavanMalkiel and Xu state that idiosyncratic volatility is highly correlated with size and that it plays a powerful role in explaining expected returns. The purpose of this paper is to…
819
Do what insiders do: Abnormal performances after the release of insiders' relevant transactions
Emanuele Bajo, Barbara PetracciThis paper aims to investigate the main motivations for Italian insiders to trade relevant stakes of their companies, specifically assuming that most transactions are driven by…
1718
Technical analysis and the stochastic properties of the Jordanian stock market index return
Muhannad A. Atmeh, Ian M. DobbsTo investigate the performance of moving average trading rules in an emerging market context, namely that of the Jordanian stock market.
1088
Bayesian Markov mixture of normals approach to modeling financial returns
George ChangThe purpose of this paper is to investigate whether Markov mixture of normals (MMN) model is a viable approach to modeling financial returns.
463
ISSN:
1086-7376Online date, start – end:
1977Copyright Holder:
Emerald Publishing LimitedOpen Access:
hybridEditor:
- Prof Niklas Wagner