Doug Waggle

University of West Florida

11000 University Parkway

Pensacola, FL 32514-5750

United States

  • University of West Florida

SCHOLARLY PAPERS

6

DOWNLOADS

103

SSRN CITATIONS

0

CROSSREF CITATIONS

2

Scholarly Papers (6)

Actions:
Email selected abstracts
1.

The Stock-REIT Relationship and Optimal Asset Allocations

Journal of Real Estate Portfolio Management, Vol. 12, No. 3, 2006
Number of pages: 14 Posted: 22 Jun 2015
Doug Waggle and Pankaj Agrrawal
University of West Florida and University of Maine
Downloads 103 (411,031)

Abstract:

Loading...

optimal REIT portfolio asset allocation, REIT diversification, REIT-stock correlation, REIT portfolio weights

2.

Is the 'Sell in May and Go Away' Adage the Result of an Election-Year Effect?

Managerial Finance, v 44, 2018; DOI (10.1108/MF-12-2017-0505)
Posted: 26 Aug 2018
Doug Waggle and Pankaj Agrrawal
University of West Florida and University of Maine

Abstract:

Loading...

Stock Market, Elections, Presidential, Midterm, Mid-Term Elections, Gubernatorial, Congressional Elections, Seasonality, Market Returns, Sell in May, Go Away

3.

Suicides as a Response to Adverse Market Sentiment (1980-2016)

Agrrawal P, Waggle D, Sandweiss DH (2017) Suicides as a response to adverse market sentiment (1980-2016). PLoS ONE12(11): e0186913.
Posted: 06 Nov 2017
Pankaj Agrrawal, Doug Waggle and Daniel Sandweiss
University of Maine, University of West Florida and University of Maine

Abstract:

Loading...

market sentiment market crash stock market crash and suicides homicide murder public health great depression recession mortgage subprime crisis public policy window

4.

Interaction between Value Line's Timeliness and Safety Ranks

“Interaction Between Value Line’s Timeliness and Safety Ranks,” Doug Waggle, Pankaj Agrrawal, and Don Johnson, Journal of Investing, Vol. 10 (1), Spring 2001.
Posted: 03 Aug 2015
Doug Waggle, Pankaj Agrrawal and Don T. Johnson
University of West Florida, University of Maine and Western Illinois University - Department of Marketing and Finance

Abstract:

Loading...

Value Line, VLIS, timeliness, safety rankings, portfolios, risk

5.

The Dispersion of ETF Betas on Financial Websites

“The Dispersion of ETF Betas on Financial Websites”, Pankaj Agrrawal and Doug Waggle, Journal of Investing, Vol. 19(1): pp. 13-24, Spring 2010.
Posted: 03 Aug 2015 Last Revised: 12 Nov 2017
Pankaj Agrrawal and Doug Waggle
University of Maine and University of West Florida

Abstract:

Loading...

etfs, betas, dispersion, web betas, finance websites, beta problems, capm beta tests

6.

Investor Sentiment and Short-Term Returns for Size-Adjusted Value and Growth Portfolios

The Journal of Behavioral Finance, 16: 81-93, 2015; DOI:10.1080/15427560.2015.1000329
Posted: 19 Apr 2015 Last Revised: 11 Nov 2017
Doug Waggle and Pankaj Agrrawal
University of West Florida and University of Maine

Abstract:

Loading...

Investor sentiment, Bullish returns behavioral, Value growth behavioral, behavioural finance, Lagged autocorrelation, Size capitalization