Analysis of the validity of the Return-Chasing hypothesis

Language: English

Published by Our Knowledge Publishing Dez 2022, 2022

6205425173 / 9786205425176

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Seller: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, GermanyBuchWeltWeit Ludwig Meier e.K.

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Softcover

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This item is printed on demand - it takes 3-4 days longer - Neuware -The central basis of this research work is to test the validity of Anthony Tu's Return-chasing hypothesis within the Latin American, European and Asian economies, where it will be analyzed whether investors' behavior is given under the risk/return parameter.In the analysis of the problem, a descriptive study was carried out where a sample of data was taken from three Latin American stock indexes -Brazil, Chile and Colombia- and then compared with three European stock markets -Germany, Spain and United Kingdom- and Asian stock indexes -China, Singapore and India-. The sample period starts in January 2006 and ends in December 2019; and the conditional variance in the model is assumed to follow a Garch-M model, where Damodaran's Country Risk is included as an explanatory risk variable for the mean and variance equation.the study showed that capital inflows act differently for each economy analyzed, regardless of whether they are emerging, as are the Latin American and Asian economies, or developed, as is the case of Europe. 128 pp. Englisch.…

Seller Inventory # 9786205425176

Title
Analysis of the validity of the Return-Chasing hypothesis
Author
Ricardo Albornoz Suárez
Publisher
Our Knowledge Publishing Dez 2022
Publication year
2022
Condition
Neu
Binding
Taschenbuch
Language
English
ISBN 10
6205425173
ISBN 13
9786205425176
Item weight
209 grams
Dimensions
220x150x8 mm

BuchWeltWeit Ludwig Meier e.K.

Bergisch Gladbach, Germany

5-star seller

AbeBooks seller since January 11, 2012

Shipping rates from Germany to U.S.A.

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BuchWeltWeit Ludwig Meier e.K.

Germany