2013년 11월 26일 화요일

증권투자론 시장이례현상(market anomalies)(영문)

증권투자론 시장이례현상(market anomalies)(영문)
[증권투자론] 시장이례현상(market anomalies)(영문).pptx


목차
1. Anomalies
2. RSI
3. Framing effect
4. What we need?


본문
Evidence first introduced in the 60’s, and has continued
to persist through more recent studies in the late 90’s.



Relative Strength Index (RSI)

a technical indicator used in the technical analysis of financial markets.




본문내용
s
An anomaly is any occurrence or
object that is strange, unusual, unique.
It can also mean a discrepancy or
deviation from an established rule, trend, or pattern.

1. Anomalies
Changes
in Dividend Policy
- Total of 561 initiations and 887 omissions
- One year excess return: Initiations +7.5% , Omissions -11%

1. Anomalies
Open Market Share Repurchases
Why look for predictable returns after re
 

댓글 없음:

댓글 쓰기