Orono, ME 04469
United States
University of Maine
SSRN RANKINGS
in Total Papers Downloads
P/E ratio, P/E multiple, portfolio PE, portfolio P/E, harmonic mean versus arithmetic mean versus geometric mean
product life cycle, corporate growth and performance, corporate risk and return
web retrieval, harvesting algorithm program, download stock market data from the web, total return charts, total return dividend charts, capital market information
optimal REIT portfolio asset allocation, REIT diversification, REIT-stock correlation, REIT portfolio weights
excess capacity in Banking, consolidation, ATMs banking outlets ,number of banks and branches, commercial banking growth
earnings, dilution, stock options, EPS, FASB, 1997, IBES
CAPM; beta; estimation; intervalling; intervaling; frequency; window-length; timeframes;beta drift; stationarity; tracking error; portfolio beta hedging; multi-asset investing; systematic risk
asset allocation, portfolio optimization, markowitz optimization, alternate investments, currency, commodity, REITs, real estate, bonds, MAC investing
ETFs, bid-ask, trading volume, liquidity
seasonality returns, calendar, January, 'sell in May and go away', Halloween, santa rally effects October returns, ETFs
Stock Market, Elections, Presidential, Midterm, Mid-Term Elections, Gubernatorial, Congressional Elections, Seasonality, Market Returns, Sell in May, Go Away
market sentiment market crash stock market crash and suicides homicide murder public health great depression recession mortgage subprime crisis public policy window
ETF beta estimates estimation intervalling effect intervaling window length capm beta estimation senstitivity
Value Line, VLIS, timeliness, safety rankings, portfolios, risk
ETFs liquidity trading volume bid-ask spread
etfs, betas, dispersion, web betas, finance websites, beta problems, capm beta tests
internet charts, dividend charts, total return with dividends, return finder, correct charts, finance websites problems
Investor sentiment, Bullish returns behavioral, Value growth behavioral, behavioural finance, Lagged autocorrelation, Size capitalization