scholarly journals Does the Bond-Stock Earning Yield Differential Model Predict Equity Market Corrections Better than High P/E Models?

2013 ◽  
Author(s):  
Sebastien Lleo ◽  
William T. Ziemba
Keyword(s):  
Equity Market ◽  
Differential Model ◽  
Better Than

International Real Estate Review

2017 ◽  
Vol 20 (1) ◽  
pp. 1-21
Author(s):  
Greg MacKinnon ◽  
◽  
Jon Spinney ◽  
Keyword(s):  
Real Estate ◽  
Equity Market ◽  
Portfolio Performance ◽  
Real Estate Investment ◽  
Construction Techniques ◽  
Time Period ◽  
High Volatility ◽  
Weighted Portfolio ◽  
Portfolio Design ◽  
Better Than

We examine the market for U.S. equity real estate investment trusts (REITs) for evidence of the volatility effect, in which low volatility stocks tend to outperform high volatility ones, as has been found in the general equity market by prior research. While there is some evidence of a volatility effect in the first ten years of the sample, this disappears in a more recent time period. Furthermore, we test the efficacy of low risk portfolio construction techniques and find that none perform any better than a market cap weighted portfolio ¡V although they are also no worse ¡V over any of the time periods examined. Thus, there is no evidence that using a risk-based portfolio design that emphasizes low volatility would improve portfolio performance for a REIT allocation.

scholarly journals The Turn-Of-The-Month Effect In The S&P 500 (2001-2011)

2013 ◽  
Vol 11 (6) ◽  
pp. 269 ◽  
Author(s):  
Lan Liu
Keyword(s):  
Equity Market ◽  
Diversification Strategy ◽  
Investment Performance ◽  
Perfect Foresight ◽  
Time Diversification ◽  
Better Than

This paper investigates if theturn-of-the-month effect exists in the broad US equity market from January 2001to December 2011 and if applying the knowledge of the turn-of-the-montheffect to move the dates of investment without engaging active tradingstrategies can improve the investment performance during the same period oftime. We find that the turn-of-the-month effect still exists, but its occurrencehas moved to earlier dates. We also find that investment made on days beforethe turn-of-the-month performs better than those made during theturn-of-the-month. Simple time diversification strategy of spreading investmentthroughout the month, which doesnt require a perfect foresight, is also foundto generate a better performance.

A Comparative Study on Financial Performance of Shariah Compliant Stocks and Conventional Stocks in India

GIS Business ◽  
2018 ◽  
Vol 13 (1) ◽  
pp. 10-15
Author(s):  
Saidalavi K ◽  
MD Rashid Farooqi
Keyword(s):  
Comparative Study ◽  
Financial Performance ◽  
Stock Exchange ◽  
Equity Market ◽  
Better Than

Islamic Equity Market consist the companies which follow the Shariah norms in their business activities to be Shariah compliant. The objectives of this study are to examine the performance of select Shariah-compliant shares listed in BSE (Bombay Stock Exchange), India and to compare the performance of Shariah-compliant stocks with select conventional stocks. The study reveals that the performance of Shariah-compliant stocks is better than conventional stocks during the select period of study and the return of Shariah-compliant securities is less volatile than the conventional securities.

scholarly journals Finding the Bad Apples in the Barrel

2019 ◽  
Vol 19 (180) ◽  
Author(s):  
Will Kerry
Keyword(s):  
Banking Sector ◽  
Banking System ◽  
Equity Market ◽  
Bank Capital ◽  
Regulatory Capital ◽  
Capital Ratios ◽  
Market Valuations ◽  
Better Than

This paper measures the performance of different metrics in assessing banking system vulnerabilities. It finds that metrics based on equity market valuations of bank capital are better than regulatory capital ratios, and other metrics, in spotting banks that failed (bad apples). This paper proposes that these market-based ratios could be used as a surveillance tool to assess vulnerabilities in the banking sector. While the measures may provide a somewhat fuzzy signal, it is better to have a strategy for identifying bad apples, even if sometimes the apples turn out to be fine, than not being able to spot any bad apples before the barrel has been spoiled.

Time and Latitude in South Africa

1972 ◽  
Vol 1 ◽  
pp. 27-38
Author(s):  
J. Hers
Keyword(s):  
South Africa ◽  
Cape Town ◽  
Astronomical Observations ◽  
Royal Observatory ◽  
The Republic ◽  
Astronomical Determination ◽  
Limited Accuracy ◽  
Better Than

In South Africa the modern outlook towards time may be said to have started in 1948. Both the two major observatories, The Royal Observatory in Cape Town and the Union Observatory (now known as the Republic Observatory) in Johannesburg had, of course, been involved in the astronomical determination of time almost from their inception, and the Johannesburg Observatory has been responsible for the official time of South Africa since 1908. However the pendulum clocks then in use could not be relied on to provide an accuracy better than about 1/10 second, which was of the same order as that of the astronomical observations. It is doubtful if much use was made of even this limited accuracy outside the two observatories, and although there may – occasionally have been a demand for more accurate time, it was certainly not voiced.

Localization of immunolabels by electron microscopy and image averaging

1983 ◽  
Vol 41 ◽  
pp. 282-283
Author(s):  
J. Frank ◽  
P.-Y. Sizaret ◽  
A. Verschoor ◽  
J. Lamy
Keyword(s):  
Electron Microscopy ◽  
Single Particle ◽  
Attachment Site ◽  
Uranyl Acetate ◽  
Limulus Polyphemus ◽  
Resolution Limit ◽  
Electron Microscopic ◽  
Image Averaging ◽  
Top View ◽  
Better Than

The accuracy with which the attachment site of immunolabels bound to macromolecules may be localized in electron microscopic images can be considerably improved by using single particle averaging. The example studied in this work showed that the accuracy may be better than the resolution limit imposed by negative staining (∽2nm).The structure used for this demonstration was a halfmolecule of Limulus polyphemus (LP) hemocyanin, consisting of 24 subunits grouped into four hexamers. The top view of this structure was previously studied by image averaging and correspondence analysis. It was found to vary according to the flip or flop position of the molecule, and to the stain imbalance between diagonally opposed hexamers (“rocking effect”). These findings have recently been incorporated into a model of the full 8 × 6 molecule.LP hemocyanin contains eight different polypeptides, and antibodies specific for one, LP II, were used. Uranyl acetate was used as stain. A total of 58 molecule images (29 unlabelled, 29 labelled with antl-LPII Fab) showing the top view were digitized in the microdensitometer with a sampling distance of 50μ corresponding to 6.25nm.

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