Zobrazeno 1 - 5
of 5
pro vyhledávání: '"Bochuan Dai"'
Publikováno v:
Applied Economics. 54:1584-1597
We consider the performance of stop-loss rules in international equity market allocation. Diversifying internationally gives the potential of larger returns but often involved higher risks, so it i...
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::0c52369afca726b91b65be8d1c64db2b
https://doi.org/10.1080/00036846.2021.1980201
https://doi.org/10.1080/00036846.2021.1980201
Publikováno v:
Global Finance Journal. 56:100748
We show that stop-loss rules increase the returns to investment in stocks with lottery features. These stocks, which are popular with individual investors, typically have sporadic big gains and frequent small losses. However, stop-loss rules can redu
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::955ef006e6278128895ba95437c788c1
https://doi.org/10.1016/j.gfj.2022.100748
https://doi.org/10.1016/j.gfj.2022.100748
Publikováno v:
International Review of Finance. 21:1334-1352
We consider the effectiveness of trailing stop-loss rules which, unlike traditional stop-loss rules, involve the sell trigger price being moved higher to protect profits as prices rise. Our results indicate that while these rules have inferior mean r
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::dd30751ac8107236f5d2ab07171df0d7
https://doi.org/10.1111/irfi.12328
https://doi.org/10.1111/irfi.12328
Publikováno v:
SSRN Electronic Journal.
We consider the performance of stop-loss rules in international equity market allocation. Our results indicate that stop-loss rules, which involve closing positions that decline by a pre-specified percentage, are important determinants in the paramet
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::ea85eab77b70f264bf352b427766366d
https://doi.org/10.2139/ssrn.3657303
https://doi.org/10.2139/ssrn.3657303
Publikováno v:
SSRN Electronic Journal.
We consider the effectiveness of trailing stop-loss rules which, unlike traditional stop-loss rules, involve the sell trigger price being moved higher to protect profits as prices rise. Our results indicate that while these rules have inferior mean r
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::6bdeabb056c47994feb9308183e01150
https://doi.org/10.2139/ssrn.3338243
https://doi.org/10.2139/ssrn.3338243