๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

In defense of fundamental analysis: securities arbitrage and the efficient market theory

โœ Scribed by Greg Kaza


Book ID
107601085
Publisher
Springer-Verlag
Year
2000
Tongue
English
Weight
164 KB
Volume
3
Category
Article
ISSN
1098-3708

No coin nor oath required. For personal study only.


๐Ÿ“œ SIMILAR VOLUMES


An empirical analysis of arbitrage oppor
โœ Shantaram P. Hegde; Ben Branch ๐Ÿ“‚ Article ๐Ÿ“… 1985 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 967 KB

Shantaram P. Hegde Ben Branch imultaneous spot and futures trading in T-bills permits investors to construct S a combination of spot and futures positions that is a close substitute for a corresponding pure spot bill position. If the net returns on the spot-futures combination exceed the comparable

Importance of technical and fundamental
โœ Thomas Oberlechner ๐Ÿ“‚ Article ๐Ÿ“… 2001 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 142 KB

## Abstract This article presents findings of a questionnaire and an interview survey on the perceived importance of chartist/technical and fundamental analysis among foreign exchange traders and financial journalists in Frankfurt, London, Vienna, and Zurich. Results confirm that most traders use b

The measurement of marketing efficiency
โœ Michael Vardanyan; Victor J. Tremblay ๐Ÿ“‚ Article ๐Ÿ“… 2006 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 159 KB

## Abstract We develop a model of marketing efficiency based on a directional distance function that allows for marketing spillovers. A parametric model is used to test for spillovers from rival marketing and from a firm's marketing activity of its other related products. We then show how this info