Buy Low and Sell High: The 52‐Week Price Range and Predictability of Returns

Author(s):  
Tzu‐Pu Chang
Alloy Digest ◽  
1990 ◽  
Vol 39 (4) ◽  

Abstract ARMCO NITRONIC 50 STAINLESS STEEL provides a combination of corrosion resistance and strength not found in any other commercial material available in its price range. It has good mechanical properties at both elevated and sub-zero temperatures. It does not become magnetic when cold worked. This datasheet provides information on composition, physical properties, elasticity, and tensile properties as well as creep. It also includes information on high temperature performance and corrosion resistance as well as forming, heat treating, machining, and joining. Filing Code: SS-304. Producer or source: Baltimore Specialty Steels Corporation. Originally published as Nitronic 50, January 1975, revised April 1990.


2017 ◽  
Vol 30 (2) ◽  
pp. 103-142
Author(s):  
Ilchan Ahn ◽  
◽  
Sung Chae La ◽  
Jong-Ho Park ◽  
Kyong Shik Eom

2021 ◽  
Vol 13 (11) ◽  
pp. 6358
Author(s):  
Ali Chalak ◽  
Hussein F. Hassan ◽  
Pamela Aoun ◽  
Mohamad G. Abiad

Food waste from the food service and hospitality industry is increasing, especially in Mezze serving restaurants, where a variety of dishes are usually served. To date, information on the factors affecting food waste generation in restaurants is scarce. This study aimed to identify the drivers and determinants of food waste generation while dining out at restaurants serving Mezze-type cuisine. According to the results from a convenience sample of 496 restaurant clientele, gender, age, and marital status did not affect food waste generation. Diners in both low and high price range restaurants waste above the grand mean compared to middle-range ones. Waste generation decreased significantly as the number of diners per table increased. However, ordering water-pipe, alcohol, or more dishes contributed significantly to food waste generation. As food waste is not the outcome of a single behavior, our study puts food waste generation drivers and determinants while dining out in perspective.


2016 ◽  
Author(s):  
Thomas Trier Bjerring ◽  
Kourosh Marjani Rasmussen ◽  
Alex Weissensteiner

Author(s):  
A. J. Atkins

This paper outlines the essential requirements for light car transmissions and shows how they differ from those suitable for larger cars. Apart from the obvious size and weight limitations these transmissions must be sufficiently flexible to cope with the usually lower power/weight factors. They must have less power losses and be produced at a cost in proportion to the price of the cars. Comment is made on the intrinsic problems of designing transmissions that are sturdy enough to accept heavy duty and yet are lightweight, efficient, and trouble free while remaining within the price range of the motorist who expects economy with adequate performance.


Risks ◽  
2018 ◽  
Vol 6 (4) ◽  
pp. 105 ◽  
Author(s):  
Chia-Lin Chang ◽  
Jukka Ilomäki ◽  
Hannu Laurila ◽  
Michael McAleer

This paper examines how the size of the rolling window, and the frequency used in moving average (MA) trading strategies, affects financial performance when risk is measured. We use the MA rule for market timing, that is, for when to buy stocks and when to shift to the risk-free rate. The important issue regarding the predictability of returns is assessed. It is found that performance improves, on average, when the rolling window is expanded and the data frequency is low. However, when the size of the rolling window reaches three years, the frequency loses its significance and all frequencies considered produce similar financial performance. Therefore, the results support stock returns predictability in the long run. The procedure takes account of the issues of variable persistence as we use only returns in the analysis. Therefore, we use the performance of MA rules as an instrument for testing returns predictability in financial stock markets.


2018 ◽  
pp. 97-102
Author(s):  
Ruben Gevorgyan ◽  
Narek Margaryan

In the following paper, we will define conditions, which need to be satisfied in order for the maximum entropy problem applied in European call options to have a solution in a general n-dimensional case. We will also find a minimum right boundary for the price range in order to have at least one risk neutral measure satisfying the option pricing formula. The results significantly reduce the computational time of optimization algorithms used in maximum entropy problem.


2015 ◽  
Vol 3 (5) ◽  
pp. 137-141
Author(s):  
Pei-Hsun Wu ◽  
Mei-Ching Huang ◽  
Yi-Shu Wang

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