scholarly journals Momentum Universe Shrinkage Effect in Price Momentum

2012 ◽  
Author(s):  
Jaehyung Choi ◽  
Sungsoo Choi ◽  
Wonseok Kang
Keyword(s):  
Price Momentum ◽  
Shrinkage Effect

Price Momentum and Idiosyncratic Volatility

CFA Digest ◽  
2008 ◽  
Vol 38 (4) ◽  
pp. 51-52
Author(s):  
John R. Minahan
Keyword(s):  
Idiosyncratic Volatility ◽  
Price Momentum

Are Indian Investors Return Chasers? An Anatomy of their Trading Behavior

GIS Business ◽  
2016 ◽  
Vol 11 (3) ◽  
pp. 32-44
Author(s):  
Martin Bernard ◽  
Malabika Deo
Keyword(s):  
Equity Returns ◽  
Trading Behavior ◽  
Momentum Effect ◽  
Momentum Strategy ◽  
Price Momentum ◽  
Momentum Profits ◽  
Indian Context ◽  
Time Period ◽  
Monthly Return ◽  
Indian Stock Market

Momentum has remained an unanswered anomaly in finance literature. Researchers have pointed out two arguments, whether the source of prior return anomalies are rational or behavioral. In this paper, we examined return chasing tendency investors and the profitability of probable price momentum strategy in Indian equity market using the monthly return data of equities represented in BSE-500 index encompassing the time period from July 2004 to Jun 2014. Study is an attempt to analyze momentum effect before, during and after the financial crisis of 2007–2009 to check whether investors continue to follow the same strategy during crisis or their behavior undergoes any change. Also study examined the adequacy of rational CAPM models to explain momentum profits. The result evidenced a strong presence of economically and statistically significant momentum profit in Indian stock market equity returns. Therefore return chasing tendency of Indian investors is found to be persistent in the intermediate horizon in Indian context. Closer observation of the results reveals that, Indian investors are winners chasers rather than investor in past losers. Study also confirmed that investors sentiments are volatile according to general market environment and inadequacy of rationalist equilibrium model to explain momentum profits.

The Dynamics of Belief Formation and Price Momentum

2017 ◽  
Author(s):  
Alex Dontoh ◽  
Joshua Ronen ◽  
Bharat Sarath
Keyword(s):  
Belief Formation ◽  
Price Momentum

scholarly journals Synthesis and Optical Properties of B-Mg co-Doped ZnO Nanoparticles

Coatings ◽  
2021 ◽  
Vol 11 (8) ◽  
pp. 882
Author(s):  
Yuechan Li ◽  
Yongli Li ◽  
An Xie
Keyword(s):  
Optical Properties ◽  
Zno Nanoparticles ◽  
Great Influence ◽  
Structure Study ◽  
Band Gap Energy ◽  
One Pot ◽  
Gap Energy ◽  
Doping Impurity ◽  
Shrinkage Effect ◽  
Co Doped

Doping impurity into ZnO is an effective and powerful technique to tailor structures and enhance its optical properties. In this work, Zn1−xMgxO and Zn1−x−yMgxByO nanoparticles (x = 0, 0.1, 0.2, 0.3, 0.4; y = 0, 0.02, 0.04) were synthesized via one-pot method. It shows that the Mg and B dopants has great influence on crystallinity and surface morphology of ZnO nanoparticles, without changing the wurtzite structure of ZnO. The band structure study indicates that the competition of Conductive Band (CB) shift, Burstein–Moss (B-M) shift and Shrinkage effect will cause the band gap energy change in ZnO.

Evaluation of the Shrinkage Effect on the Modeling Kinetics of Osmotic Dehydration of Sweet Potato (Ipomoea batatas (L.))

2016 ◽  
Vol 41 (3) ◽  
pp. e12881 ◽  
Author(s):  
João Renato de Jesus Junqueira ◽  
Jefferson L. G. Corréa ◽  
Kamilla Soares de Mendonça
Keyword(s):  
Sweet Potato ◽  
Ipomoea Batatas ◽  
Osmotic Dehydration ◽  
Shrinkage Effect ◽  
Kinetics Of
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