[HTML][HTML] Review on efficiency and anomalies in stock markets
The efficient-market hypothesis (EMH) is one of the most important economic and financial
hypotheses that have been tested over the past century. Due to many abnormal phenomena …
hypotheses that have been tested over the past century. Due to many abnormal phenomena …
The perfect marriage and much more: Combining dimension reduction, distance measures and covariance
R Kashyap - Physica A: Statistical Mechanics and its Applications, 2019 - Elsevier
We develop a novel methodology based on the marriage between the Bhattacharyya
distance, a measure of similarity across distributions of random variables, and the Johnson …
distance, a measure of similarity across distributions of random variables, and the Johnson …
Microstructure under the Microscope: Tools to Survive and Thrive in The Age of (Too Much) Information
R Kashyap - arXiv preprint arXiv:1703.08812, 2017 - arxiv.org
Market Microstructure is the investigation of the process and protocols that govern the
exchange of assets with the objective of reducing frictions that can impede the transfer. In …
exchange of assets with the objective of reducing frictions that can impede the transfer. In …
Behavioral Finance--Asset Prices Predictability, Equity Premium Puzzle, Volatility Puzzle: The Rational Finance Approach
In this paper we address three main objections of behavioral finance to the theory of rational
finance, considered as anomalies the theory of rational finance cannot explain: Predictability …
finance, considered as anomalies the theory of rational finance cannot explain: Predictability …
[HTML][HTML] Country risk premium: The case of Chile
ZJ Campos-Jaque, J Tapia-Gertosio… - Revista Finanzas y …, 2021 - scielo.org.co
Currently there is no agreed method to estimate the Risk Premium accurately, therefore,
different authors arrive at significantly different results when calculating the risk premium for …
different authors arrive at significantly different results when calculating the risk premium for …
[PDF][PDF] Combining dimension reduction, distance measures and covariance
R Kashyap - Social Science Research Network (SSRN). Working …, 2016 - researchgate.net
We develop a novel methodology based on the marriage between the Bhattacharyya
distance, a measure of similarity across distributions of random variables, and the Johnson …
distance, a measure of similarity across distributions of random variables, and the Johnson …
Does the Equity Premium Puzzle Exists in Iran?
B Sahabi - papers.ssrn.com
Investors decide on the type and amount of their investment by considering the two
components of risk and return. In general, investing in risky and risk-free assets should be …
components of risk and return. In general, investing in risky and risk-free assets should be …
Prima de riesgo país: el caso de Chile
En la actualidad no existe un método consensuado para estimar la prima de riesgo de
manera precisa, por consiguiente, distintos autores llegan a resultados significativamente …
manera precisa, por consiguiente, distintos autores llegan a resultados significativamente …