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Equity Fund Monthly Report, August 2021, Bryant University, Archway Investment Fund 2021 Bryant University

Equity Fund Monthly Report, August 2021, Bryant University, Archway Investment Fund

Archway Investment Fund

No abstract provided.


Fixed Income Fund Report, August 2021, Bryant University, Archway Investment Fund 2021 Bryant University

Fixed Income Fund Report, August 2021, Bryant University, Archway Investment Fund

Archway Investment Fund

No abstract provided.


Current Expected Credit Losses Methodology, Rhett Crandall 2021 Utah State University

Current Expected Credit Losses Methodology, Rhett Crandall

All Graduate Plan B and other Reports, Spring 1920 to Spring 2023

The purpose of this paper is to implement the Current Expected Credit Losses (CECL) methodology for an Association of the Farm Credit System (FCS). CECL was released in 2016 by the Financial Accounting Standards Board (FASB) and is expected to be implemented by all banks and lending institutions starting Jan. 1, 2023. CECL changes the way lenders account for Allowance for Loan and Lease Losses (ALLL) by allocating a small amount of allowance for loan loss for each loan at origination. The association for which this project was designed provided historical loan data for 21,755 loans which tracked probability of …


Fixed Income Fund Report, July 2021, Bryant University, Archway Investment Fund 2021 Bryant University

Fixed Income Fund Report, July 2021, Bryant University, Archway Investment Fund

Archway Investment Fund

No abstract provided.


Equity Fund Monthly Report, July 2021, Bryant University, Archway Investment Fund 2021 Bryant University

Equity Fund Monthly Report, July 2021, Bryant University, Archway Investment Fund

Archway Investment Fund

No abstract provided.


Are Disagreements Agreeable? Evidence From Information Aggregation, Dashan HUANG, Jiangyuan LI, Liyao WANG 2021 Singapore Management University

Are Disagreements Agreeable? Evidence From Information Aggregation, Dashan Huang, Jiangyuan Li, Liyao Wang

Research Collection Lee Kong Chian School Of Business

Disagreement measures are known to predict cross-sectional stock returns but fail to predict market returns. This paper proposes a partial least squares disagreement index by aggregating information across individual disagreement measures and shows that this index significantly predicts market returns both in- and out-of-sample. Consistent with the theory in Atmaz and Basak (2018), the disagreement index asymmetrically predicts market returns with greater power in high-sentiment periods, is positively associated with investor expectations of market returns, predicts market returns through a cash flow channel, and can explain the positive volume-volatility relationship.


What Is New In Value Investing? A Systematic Literature Review, Florencia Roca 2021 Universidad Francisco Marroquín

What Is New In Value Investing? A Systematic Literature Review, Florencia Roca

Journal of New Finance

This study provides an overview of the academic research in the field of Value Investing (VI), identifying the knowledge structure, influential authors, connections between relevant papers, and salient trends. Following a defined protocol, the Google Scholar database is examined to extract, rank, and connect influential books and academic articles in VI. Through a systematic literature review methodology, this study retrieves a database of 400 academic works published between 1965 and 2020. Using rigorous bibliometric and visualization tools, it identifies four major research clusters: (1) competing explanations of the value premium, (2) anomalies research, (3) momentum and fundamentals, and (4) wrong …


Stock Market Manipulation Detection Using Continuous Wavelet Transform & Machine Learning Classification, Sarah Youssef 2021 The American University in Cairo AUC

Stock Market Manipulation Detection Using Continuous Wavelet Transform & Machine Learning Classification, Sarah Youssef

Theses and Dissertations

Stock market manipulation detection is important for both investors and regulators. Being able to detect stock manipulation and preventing it gives investors the confidence in the market fairness and integrity. It also helps maintaining liquidity of the stocks and market efficiency. Implementing data mining algorithms in manipulation detection is a relatively recent technique but in the past few years there has been an increasing interest in it's applications in this domain. The benefit of monitoring manipulative trade behavior is that it can be implemented on live feed of stock data, which saves a lot of time in detecting stock price …


Archway Investment Fund Fixed Income Investment Policy, Bryant University, Archway Investment Fund 2021 Bryant University

Archway Investment Fund Fixed Income Investment Policy, Bryant University, Archway Investment Fund

Archway Investment Fund

No abstract provided.


Fixed Income Fund Report, June 2021, Bryant University, Archway Investment Fund 2021 Bryant University

Fixed Income Fund Report, June 2021, Bryant University, Archway Investment Fund

Archway Investment Fund

No abstract provided.


Equity Fund Monthly Report, June 2021, Bryant University, Archway Investment Fund 2021 Bryant University

Equity Fund Monthly Report, June 2021, Bryant University, Archway Investment Fund

Archway Investment Fund

No abstract provided.


The Pricing Of Initial Public Offering And Market Efficiency, Chiyachantana N. CHIRAPHOL 2021 Singapore Management University

The Pricing Of Initial Public Offering And Market Efficiency, Chiyachantana N. Chiraphol

Research Collection Lee Kong Chian School Of Business

This study investigates long-run performance of Thai initial public offerings (IPOs). To examine the longrun performance of Thai IPOs, we compute buy-and-hold abnormal returns and cumulative abnormal returns for two years after the IPOs. We find strong evidence of long run underpricing in Thai market. Specifically, the average buy-and-hold abnormal returns and cumulative abnormal returns are 64.5% and 18.4% respectively. However, our multi-variate analysis does not indicate a strong relation between long-run underperformance and firm-specific factors, such as firm size, firm age, investment banker reputation and firm profitability.


Japanese Monetary Policy And Its Impact On Stock Market Implied Volatility During Pleasant And Unpleasant Weather, Marinela Adriana FINTA 2021 Singapore Management University

Japanese Monetary Policy And Its Impact On Stock Market Implied Volatility During Pleasant And Unpleasant Weather, Marinela Adriana Finta

Research Collection Lee Kong Chian School Of Business

We investigate the effect of Japan's Monetary Policy Meeting releases on the intraday dynamics of the Nikkei Stock Average Volatility Index and its futures during pleasant and unpleasant weather. We show that at the time of a monetary policy release when the temperature is pleasant, there is a significant decline in Japanese equities' implied volatility and futures, which lasts for about 10 min and 5 min, respectively. This decline is longer and exhibits a greater variation when releases occur during cold days. Finally, we emphasize the achievable economic profits and losses, given the reaction of Nikkei VI futures to the …


Speed Acquisition, Shiyang HUANG, Bart Zhou YUESHEN 2021 Singapore Management University

Speed Acquisition, Shiyang Huang, Bart Zhou Yueshen

Research Collection Lee Kong Chian School Of Business

Speed is a salient feature of modern financial markets. This paper studies investors' speed acquisition together with their information acquisition. Speed heterogeneity arises in equilibrium, fragmenting the information aggregation process with a nonmonotone impact on price informativeness. Various competition effects drive speed and information to be either substitutes or complements. The model cautions the possible dysfunction of price discovery: An improving information technology might complement speed acquisition, which shifts the concentration of price discovery over time, possibly hurting price informativeness. Novel predictions are discussed regarding investor composition and their investment performance.


Hedge Funds And Their Prime Broker Analysts, Sung Gon CHUNG, Manoj KULCHANIA, Melvyn TEO 2021 Wayne State University

Hedge Funds And Their Prime Broker Analysts, Sung Gon Chung, Manoj Kulchania, Melvyn Teo

Research Collection Lee Kong Chian School Of Business

Are sell-side analysts reluctant to go against the investment views of their hedge funds when these hedge funds are their prime brokerage clients? We show that prime broker analysts tend to upgrade stocks recently bought by their clients. For stocks with upgraded recommendations, post-announcement cumulative abnormal returns are significantly lower for those purchased by the prime brokerage clients. Our results are stronger with high-dollar-turnover clients who generate more trading commissions. We also find that a hedge fund with a large bet on a stock has a stronger incentive to pressure the fund’s prime brokers to issue a favorable recommendation on …


Analyst Teams, Bingxu FANG, Ole-Kristian HOPE 2021 Singapore Management University

Analyst Teams, Bingxu Fang, Ole-Kristian Hope

Research Collection School Of Accountancy

This paper examines the impact of teamwork on sell-side analysts’ performance. Using a hand-collected sample of over 50,000 analyst research reports, we find that analyst teams issue more than 70% of annual earnings forecasts. In contrast, most prior research implicitly assumes that forecasts are issued by individual analysts. We document that analyst teams generate more accurate earnings forecasts than individual analysts and that the stock market reacts more strongly to forecast revisions issued by teams. Analyst teams also cover more firms, issue earnings forecasts more frequently, and issue less stale forecasts. Analysts working in teams are more likely to be …


Labor Market Mobility And Expectation Management: Evidence From Enforceability Of Noncompete Provisions, Michael TANG, Rencheng WANG, Yi ZHOU 2021 Florida International University

Labor Market Mobility And Expectation Management: Evidence From Enforceability Of Noncompete Provisions, Michael Tang, Rencheng Wang, Yi Zhou

Research Collection School Of Accountancy

This study examines how managers' use of expectation management is affected by their labor market mobility, which we measure by the enforceability of noncompete provisions in their employment contracts. Exploiting quasinatural experiments, our difference-in-differences analyses provide new causal insights to the growing literature on how managers' career concerns affect their disclosure choices. Consistent with a less mobile labor market imposing more pressure on managers to achieve earnings expectations, we predict and find that managers in US states that tightened enforcement of noncompete provisions are more likely to manage analyst expectations downward. We also find that downward expectation management is used …


Bitcoin As A Viable Alternative To Legacy Reserve Assets: Reasons, Risks, And Adoption, Jeffry Blake Dunson II 2021 Liberty University

Bitcoin As A Viable Alternative To Legacy Reserve Assets: Reasons, Risks, And Adoption, Jeffry Blake Dunson Ii

Senior Honors Theses

Reserve assets include commodities, currencies, or other capital held by institutions as a hedge against the fluctuations of external factors. While the United States’ rise to power helped establish the US dollar as the most predominant reserve asset of the past fifty years, current events & the fast pace of technological advancement has exposed some limitations in the system. Blockchain technology has allowed for assets with cryptographically verifiable integrity that fundamentally depart from the US dollar standard and has potential to overhaul reserve assets as we know it. The course of this research details the downsides of legacy reserve assets, …


Capital Allocation Imbalance And The Effects On Monetary Policy, Peter G. George 2021 Sacred Heart University

Capital Allocation Imbalance And The Effects On Monetary Policy, Peter G. George

Doctoral Dissertations (DBA)

This paper examines the association between liquidity injections and capital allocations in the United States. In the analysis, liquidity injections are proxied by monetary base and the capital allocations are reflected by excess reserves, vault cash, total bank credit, and M2-M1. Monthly data are utilized for all variables for the sample period March 1984 – June 2020. Four Bai-Perron multiple breakpoint regressions and Markov switching estimations are employed to examine changeable patterns and interactions. The results indicate that liquidity injections are imbalanced and are allocated to total bank credit prior to quantitative easing, excess reserves prior to QE through post-QE, …


Fixed Income Fund Report, May 2021, Bryant University, Archway Investment Fund 2021 Bryant University

Fixed Income Fund Report, May 2021, Bryant University, Archway Investment Fund

Archway Investment Fund

No abstract provided.


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