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IPO Market Cycles: Bubbles or Sequential Learning?.pdf
- Both IPO volume and average initial returns are highly autocorrelated. Further, more companies tend to go public following periods of high initial returns. How- ever, we find that the level of average initial returns at the time of filing contains no information about that company s eventual underpricing. Both the cycles in initial returns and the lead-lag relation between initial returns and IPO volume are predominantly driven by information learned during the registration period. More positive information results in higher initial returns and more companies filing IPOs soon thereafter.
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Are Chinese Stock Market Cycles Duration Independent.doc
- ChineseStock Market Cycles Duration Independent? Haiqiang Chen Department Economics,Cornell Universi
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Market Cycles & Fibonacci, Gann, Elliott, Benner Cycles & Financial Astrology.pdf
- Market Cycles & Fibonacci, Gann, Elliott, Benner Cycles & Financial AstrologyMarket Cycles & Fibonacci, Gann, Elliott, Benner Cycles & Financial AstrologyMarket Cycles & Fibonacci, Gann, Elliott, Benner Cycles & Financial Astrology
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Labor market cycles, unemployment insurance eligibility, and moral hazard.pdf
- EconomicDynamics 15 (2012) 41–56Contents lists available SciVerseScienceDirectReview EconomicDynamic
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Short-Run Pain, Long-Run Gain Financial Liberalization and Stock Market Cycles.pdf
- Finance(2008) 12: 253–292doi: 10.1093/rof/rfn002Advance Access publication: 19 February 2008Short-Ru
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Net Buying Pressure and Implied Volatility in SP500 Index Futures Options: The Effect of Market Cycles and Intraday Trading.pdf
- We analyze the cyclical behavior and intraday pattern of net buying pressure in S&P 500 futures options market. The test results suggest that net buying pressure of puts is counter-cyclical and the pressure is more intense during market downturn. The trading profits for put options during the bear markets thus far exceed those in the bull markets. Net buying pressure also exhibits intraday pattern and trading profits in the early trading sessions are higher than those for the rest of a day. In addition, we show that an hourly-basis hedging yields smaller profits than a daily- basis hedging. This suggests that the trading profits based on daily-basis hedging may contain risk premium associated with discretely rebalanced risk-free option portfolios.
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NBER WORKING PAPER SERIES STOCK MARKET CYCLES, FINANCIAL....pdf
- NBER WORKING PAPER SERIES STOCK MARKET CYCLES, FINANCIAL…
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Cowan, Bradley F - Four Dimensional Stock Market Structures And Cycles - Charts.pdf
- Cowan, Bradley F - Four Dimensional Stock Market Structures And Cycles - Charts
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Bradley F Cowan - Four Dimensional Stock Market Structures And Cycles - Charts.pdf
- Bradley F Cowan - Four Dimensional Stock Market Structures And Cycles - ChartsBradley F Cowan - Four Dimensional Stock Market Structures And Cycles - ChartsBradley F Cowan - Four Dimensional Stock Market Structures And Cycles - Charts
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向豆丁求助：有没有market cycles?
