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Keywords: Portfolio investment
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Journal Articles
Journal:
Review of Accounting and Finance
Review of Accounting and Finance (2012) 11 (4): 400–447.
Published: 26 October 2012
... is the skewness‐ and kurtosis‐adjusted deviation of the excess returns of a portfolio i. Finland Stock markets Portfolio investment Value investing Momentum Portfolio performance Market cycle Financial crisis Considerable evidence against the efficient market hypothesis have presented...
Journal Articles
Journal:
Review of Accounting and Finance
Review of Accounting and Finance (2009) 8 (2): 176–186.
Published: 15 May 2009
... conditions of over‐pricing. Originality/value The paper demonstrates the important role of derivative securities in market prices. © Emerald Group Publishing Limited 2009 Derivative markets Securities markets Portfolio investment Insurance Stock markets Stock prices Treynor (1998...
Journal Articles
Journal:
Review of Accounting and Finance
Review of Accounting and Finance (2009) 8 (1): 5–37.
Published: 20 February 2009
...Orhan Akisik; Ray Pfeiffer Purpose This paper aims to examine the relation between the proportion of direct investment to US total – direct and portfolio – investment abroad and their country‐specific determinants in developed and developing countries between 1997 and 2005, emphasizing the role...
