We examine value and growth portfolios in seven East Asian countries just before the
onslaught of the 1997 Asian Financial Crisis. The value premiums in these countries, except …

In Financial Risk Taking, trader and psychologist Mike Elvin explores the complex
relationship between human behaviour patterns and the markets, offering the reader a …

This study explores the cross-sectional relationship between market beta, sales-to-price,
trading volume and stock returns, on Taiwan Stock Exchange from July 1976 to June 1996 …

How well can market fundamentals such as earnings-to-price (EP) ratios, book-to-market
(BM) ratios, and dividend yields (DY), along with political risk measures and economic …

This paper investigates the investment preference of foreign institutional investors across
different industries in Taiwanese stock market. By employing the idea of Fama and French …

The literature on anomalies in developed stock markets produces no consensus on
specification. This study uses extreme bound analysis (EBA) to evaluate the robustness of …

Resumen LEFORT, Fernando y WALKE, Eduardo. CAMBIOS ESTRUCTURALES E
INTEGRACION. DISCUSION Y ANALISIS DEL MERCADO ACCIONARIO CHILENO. Cuad …

In jüngerer Zeit werden in zunehmendem Maße Ansätze der Arbitrage Pricing Theory im
praktischen Portfoliomanagement eingesetzt. Eine wichtige Klasse stellen die …

This paper seeks to identify which factors are important for estimating portfolio's expected
return and standard deviation in the Taiwan stock market. We have summarized from the …

Do you notice whether an idea is on the way in or on the way out? There are deep analogies
between the world of fashion in art, music, and clothing, and the world of investing. It is better …