Zobrazeno 1 - 10
of 57
pro vyhledávání: '"Terry A. Marsh"'
Publikováno v:
Hydrology Research, Vol 49, Iss 2, Pp 552-567 (2018)
Observational trend analysis is fundamental for tracking emerging changes in river flows and placing extreme events in their longer-term historical context, particularly as climate change is expected to intensify the hydrological cycle. However, huma
Externí odkaz:
https://doaj.org/article/b02c8ce6277f4c3ab807428d09d00709
Autor:
Kam Fong Chan, Terry A. Marsh
Publikováno v:
Journal of Financial Economics. 144:1022-1042
Market betas have a strong and positive relation with average stock returns on a handful of days every year. Such unique days, defined as leading earnings announcement days (LEADs), are times when an aggregate of influential SP and is robust to diffe
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::0b83fad7449f7139c89996a7a7e9cf7f
https://doi.org/10.1016/j.jfineco.2021.06.022
https://doi.org/10.1016/j.jfineco.2021.06.022
Publikováno v:
Accounting & Finance. 62:3285-3318
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::dbd18c63fe46bfd467a39603d73163e0
https://doi.org/10.1111/acfi.12887
https://doi.org/10.1111/acfi.12887
Autor:
Terry A. Marsh, Kam Fong Chan
Publikováno v:
Journal of Financial Economics. 141:276-296
This study attests to the important role of US midterm elections in asset pricing, even more important than presidential elections. In months following the midterms, equity premiums, mutual fund flows, and real investment growth rates are significant
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::7cbda62feb3e0a0940b36ef314a09d08
https://doi.org/10.1016/j.jfineco.2021.03.007
https://doi.org/10.1016/j.jfineco.2021.03.007
Autor:
Rand Kwong Yew Low, Terry A. Marsh
Publikováno v:
The Journal of Investing. 29:18-30
A reduction in cost of traditional financial intermediation was one of the main motivations cited by Satoshi Nakamoto in his/her/their 2008 proposal for: “… an electronic payment system based on cryptographic proof instead of trust.” We begin h
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::a33464aa7a540dd84c88f1b016626ff3
https://doi.org/10.3905/joi.2019.1.102
https://doi.org/10.3905/joi.2019.1.102
Autor:
Rand Kwong Yew Low, Terry A. Marsh
Publikováno v:
Studies in Economics and Finance. 36:2-7
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::7deea34c4ae899815ee2642bf12a8503
https://doi.org/10.1108/sef-03-2019-355
https://doi.org/10.1108/sef-03-2019-355
Autor:
Delise Williams, Gregory MacKinnon, Yvonne Jones, Terry Ann Marsh Roberts, Ann Hamilton Dopwell
Publikováno v:
The International Journal of Technology, Knowledge, and Society. 15:1-22
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::562b174c76cbe474ead36425707f4859
https://doi.org/10.18848/1832-3669/cgp/v15i04/1-22
https://doi.org/10.18848/1832-3669/cgp/v15i04/1-22
Autor:
Kam Fong Chan, Terry A. Marsh
Publikováno v:
SSRN Electronic Journal.
Market betas have a strong and positive relation with average stock returns on a handful of days every year. Such unique days, defined here as leading earnings announcement days or LEADs, are times when an aggregate of influential SP and is robust to
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::7cdc8158a2655fb222ce123758489fef
https://doi.org/10.2139/ssrn.3535598
https://doi.org/10.2139/ssrn.3535598
Publikováno v:
International Review of Economics & Finance. 55:285-294
This paper adopts continuous wavelet analysis to investigate the time variation features of stock-bond return relations across different frequencies from 1988 to 2014. We also examine whether the time-varying relations can be linked to two dimensions
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::6fa9d36072cce4ca00f99f1c107c10c6
https://doi.org/10.1016/j.iref.2017.07.013
https://doi.org/10.1016/j.iref.2017.07.013
Autor:
Paul Pfleiderer, Terry A. Marsh
Publikováno v:
The Journal of Portfolio Management. 42:51-66
The authors consider the case for augmenting risk models to be used in portfolio construction to reflect information embedded in the portfolio manager’s alphas. They consider both smart beta models and cases in which alpha signals are partly factor
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::49b372445547e35ddaff9004f8ff1f88
https://doi.org/10.3905/jpm.2016.42.5.051
https://doi.org/10.3905/jpm.2016.42.5.051