number of trading days
Does anticipated information impose a cost on risk-averse investors?
... the number of trading days from the quarterly earnings announcement date, t, that an investor, which purchased shares on day t − n, must hold the stock to meet the requisite ITD holding period of 250 ...
60
Option pricing of earnings announcement risks
... a trading day within a symmetric 70 day window around the EAD (but excluding dates within 5 days of the EAD), which matches each EAD with a random day with similar overall market ...large number of ...
83
Does insider trading regulation deter private information trading? International evidence
... information trading (the value before minus the value after the first enforcement of insider trading ...insider trading laws ...the number of trading periods, Δ LNN (specifications ...
25
Personal Trading by Employees of Financial Intermediaries
... For each day in the sample period, we obtain every stock’s adjusted decile rank values for several firm characteristics using a two-step procedure. First we construct each variable. For example, we construct the Dimson ...
64
Three Essays On Bond Trading
... Event days are any trading day when an announcement (news, indictment, or trial verdict) is first reported regarding state and government official’s misconduct, and non-event days are all other ...
192
Effectiveness of a Computer Based Syntax Program in Improving the Morphosyntax of Students Who are Deaf/Hard of Hearing
... abnormal trading volume depends on the level of transaction ...of trading on the announcement of ...abnormal trading volume and the levels of institutional ownership at three different values of ...
87
Vanguard MSCI Index International Shares (Hedged) ETF ASX code: VGAD
... Exchange traded funds combine key advantages of index managed funds and listed shares in one investment. They are index funds as we know them, so they generally come with the benefits of low costs, broad diversification, ...
28
Liquidity Determinants in an Order-Driven Market : Using High Frequency Data from the Saudi Market
... the number of shares per ...firm. Number of trades is the cumulative number of trades per day for each stock matched with the date of the ...the trading day is divided into three time ...
6
With our cover you are more likely to get a payout. Serious Illness Cover. pruprotect.co.uk
... a trading name of Prudential Health Limited, Prudential Health Insurance Limited and Prudential Health Services ...a trading name of Prudential Health Services Limited and Prudential is a trading ...
6
Optimizing models of a stock portfolio issued by Financial Investment Companies
... Crystal Ball is a Microsoft Office Excel application, meant to analyze the risk (or the chance to succeed) of the models, in uncertainty conditions. This application works and retains the results of some simulations, ...
13
Real Estate Investment Trusts and Calendar Anomalies
... According to the Efficient Markets Hypothesis investors should not be able to earn above-average returns since all information is reflected in stock prices. Previous studies in finance have provided evidence that return ...
10
Does high involvement management improve worker wellbeing?
... Using data for the late 1990s Green (2006) shows that task discretion has been declining in most European countries. Green and Tsitsianis (2005) show that in Britain there has also been a decline in job satisfaction ...
38
TRUSTFUND PENSIONS NEWSLETTER. October, Volume 10, Issue 17
... high trading volumes. There are times when trading sessions between Tokyo, London and New York overlap, and volume spikes are visible during these times since traders from both the time zones are active ...
20
Cystic Fibrosis: Comparison of Two Mucolytic Drugs for Inhalation Treatment (Acetylcysteine and Arginine Hydrochloride)
... We put the number of these “cough-days” in relation to the number of days during which arginine hydrochlo- ride inhalations were performed and the same number of days before and after th[r] ...
7
Guidance on the Selection of Appropriate Indicators for Quantification of Antimicrobial Usage in Humans and Animals
... Recommended unit Number of live kilogram-days treated, live weight or number of individuals receiving a full treatment course, number of individual-days treated, number of individua[r] ...
41
Dynamic Pairs Trading Strategy For The Companies Listed In The Istanbul Stock Exchange
... pairs trading for many years. Hedge funds and proprietary trading desks of investment banks used this statistical arbitrage strategy with an apparent degree of ...a number of ...
27
Genetic Variability and Traits Association Analysis of Tomato (Lycopersicon esculentum L ) Genotypes for Yield and Quality Attributes
... genetic advance as percentage of mean. Meena and Bahadur [45] found high heritability (100) with low genetic advance (16.85) and low genetic advance as percentage of mean (27.40%) for days to 50% flowering. ...
12
STOPFLU: is it possible to reduce the number of days off in office work by improved hand hygiene?
... of days off from work due to acute infectious ...of days off from work in a common office ...standard number of weekly specimens collected from employees visiting the ...
9
Analysis on the Pricing of White Sugar Options Under Knight Uncertainty Environment
... The rate of volatility is the mean value of the implied volatility of the 105 trading days, That is 14.69%, In order to discuss the relationship between the parameter size of Knight uncertainty and the ...
5
Duration of Pupal Diapause in the Tobacco Hornworm is Determined by Number of Short Days Received by the Larva
... Hornworms transferred from long- to short-day conditions at later stages of larval development enter diapause at a lower rate, but the resulting diapause is of greater duration.. The num[r] ...
8