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Shahzadah Nayyar Jehan and Mudalige Uthpala Indeelinie Alahakoon
In 2000, Sri Lanka designed an ambitious plan for the introduction of information and communication technology (ICT) in most government functions and in the public service delivery (PSD) system in the country. This process started in the early 2000s and ...
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Hannah Lea Hühn and Hendrik Scholz
We analyze a novel alpha momentum strategy that invests in stocks based on three-factor alphas which we estimate using daily returns. The empirical analysis for the U.S. and for Europe shows that (i) past alpha has power in predicting the cross-section o...
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Ling Pick Soon,Ruzita Abdul-Rahim
Pág. 88 - 96
This study examines the efficiency of Malaysian stock market based on the effectiveness of unconventional technical trading strategies which combine buy recommendation of securities experts with sell signals from 10 different technical strategies (SMA, M...
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Bruno Ribeiro Castro,Andrea Maria Accioly Fonseca Minardi
Pág. 143 - 161
We intend to investigate whether active portfolio managers have higher security selection ability than passive managers in Brazil. We built net monthly historical returns and estimated gross historical returns series from January 1996 till October 2006 o...
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