[BOOK][B] Stochastic dominance: Investment decision making under uncertainty

H Levy - 2015 - books.google.com
This fully updated third edition is devoted to the analysis of various Stochastic Dominance
(SD) decision rules. It discusses the pros and cons of each of the alternate SD rules, the …

Disentangling equity return regularities: New insights and investment opportunities

BI Jacobs, KN Levy - Financial Analysts Journal, 1988 - Taylor & Francis
Stock market phenomena such as the January and low pricelearnings ratio effects entice
investors with prospects of extraordinary returns. Most previous stock market anomaly …

A study on the determinants of financial performance of US agricultural cooperatives

K Singh, M Misra, M Kumar, V Tiwari - Journal of Business …, 2019 - papers.ssrn.com
A significant number of studies have been made in the area of agricultural economics;
however, there is a paucity of work that investigates factors or determinants which influence …

[HTML][HTML] Market multiples and stock returns among emerging and developed financial markets

T Akhtar - Borsa Istanbul Review, 2021 - Elsevier
This paper compares the impact of market multiples on stock returns between emerging
(ASEAN) and developed (European) financial markets. A t-test, fixed effects, and GMM are …

Size and industry effects in the performance of agricultural cooperatives

Z Lerman, C Parliament - Agricultural Economics, 1991 - Wiley Online Library
The objective of this study is to determine if there are important size and industry effects on
financial performance of agricultural cooperatives. The performance of 43 dairy, food, grain …

[BOOK][B] Personal finance and investments: a behavioural finance perspective

K Redhead - 2008 - taylorfrancis.com
In this book, the author draws from finance, psychology, economics, and other disciplines in
business and the social sciences, recognising that personal finance and investments are …

Market efficiency of Asian stock markets during the financial crisis and non-financial crisis periods

HW Chang, YC Chiang, MC Ke, MH Wang… - International Review of …, 2023 - Elsevier
We examine the semi-strong form market efficiency level for the 12 major Asian markets with
the stochastic dominance (SD) method during the financial crisis and non-financial crisis …

Day-of-the-week effect in the Taiwan foreign exchange market

MC Ke, YC Chiang, TL Liao - Journal of Banking & Finance, 2007 - Elsevier
This study uses stochastic dominance with and without risk-free assets to examine whether
trading days can affect patterns of the day-of-the-week effect in the Taiwan foreign exchange …

Financial crisis and market efficiency: evidence from European stock markets

TL Liao, LC Tsai, MC Ke, YC Chiang… - The European Journal of …, 2019 - Taylor & Francis
This study examines market efficiency levels for the 16 European major stock markets in
response to the 2018 financial crisis. Stochastic dominance is used to investigate the …

Mutual fund attributes and performance

J Yin-Ching, H Mao-Wei - Financial Services Review, 2003 - search.proquest.com
Understanding the relationships between mutual fund attributes and performance can help
investors make informed mutual fund investment decisions. The stochastic dominance …