Applied Financial Economics
This study examines the frequency of extreme trading days and investment behaviour in Sweden. We show that the frequency, as well as the magnitude of extreme trading days has increased over time. We also show that the frequency of extreme trading days in a year is positively correlated to the freque...
Gespeichert in:
| Hauptverfasser: | , |
|---|---|
| Format: | Artikel |
| Sprache: | eng ; swe |
| Online-Zugang: | Volltext bestellen |
| Tags: |
Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
|
| container_end_page | |
|---|---|
| container_issue | |
| container_start_page | |
| container_title | |
| container_volume | |
| creator | de Ridder Adri , Högskolan på Gotland, Avdelningen för Företagsekonomi Burnie David A. , Haworth College of Business, Western Michigan University |
| description | This study examines the frequency of extreme trading days and investment behaviour in Sweden. We show that the frequency, as well as the magnitude of extreme trading days has increased over time. We also show that the frequency of extreme trading days in a year is positively correlated to the frequency the preceding year. Furthermore, we show that aggregate cash flows into equity and bond funds are unrelated to risk measured by standard deviation of return. Our findings show that investors, individuals as well as corporations, use simple passive investment strategies and hence, do not believe in market timing or wish to risk capital on capturing far tail or black swan type returns.
Published
This study examines the frequency of extreme trading days and investment behaviour in Sweden. We show that the frequency, as well as the magnitude of extreme trading days has increased over time. We also show that the frequency of extreme trading days in a year is positively correlated to the frequency the preceding year. Furthermore, we show that aggregate cash flows into equity and bond funds are unrelated to risk measured by standard deviation of return. Our findings show that investors, individuals as well as corporations, use simple passive investment strategies and hence, do not believe in market timing or wish to risk capital on capturing far tail or black swan type returns.
Published |
| format | Article |
| fullrecord | <record><control><sourceid>europeana_1GC</sourceid><recordid>TN_cdi_europeana_collections_9200111_BibliographicResource_1000085986319</recordid><sourceformat>XML</sourceformat><sourcesystem>PC</sourcesystem><sourcerecordid>9200111_BibliographicResource_1000085986319</sourcerecordid><originalsourceid>FETCH-europeana_collections_9200111_BibliographicResource_10000859863193</originalsourceid><addsrcrecordid>eNrjZJB2LCjIyUxNUXDLzEvMS85MzFFwTc7Py8_NTC7mYWBNS8wpTuWF0twMHm6uIc4euqmlRfkFqYl5ifHJ-Tk5qcklmfl5xfGWRgYGhoaG8U6ZSTmZ-elFiQUZmclBqcX5pUXJqfGGBkBgYWppYWZsaGlMRaMAclM_YA</addsrcrecordid><sourcetype>Aggregation Database</sourcetype><iscdi>true</iscdi><recordtype>article</recordtype></control><display><type>article</type><title>Applied Financial Economics</title><source>Europeana Collections</source><creator>de Ridder Adri , Högskolan på Gotland, Avdelningen för Företagsekonomi ; Burnie David A. , Haworth College of Business, Western Michigan University</creator><creatorcontrib>de Ridder Adri , Högskolan på Gotland, Avdelningen för Företagsekonomi ; Burnie David A. , Haworth College of Business, Western Michigan University</creatorcontrib><description>This study examines the frequency of extreme trading days and investment behaviour in Sweden. We show that the frequency, as well as the magnitude of extreme trading days has increased over time. We also show that the frequency of extreme trading days in a year is positively correlated to the frequency the preceding year. Furthermore, we show that aggregate cash flows into equity and bond funds are unrelated to risk measured by standard deviation of return. Our findings show that investors, individuals as well as corporations, use simple passive investment strategies and hence, do not believe in market timing or wish to risk capital on capturing far tail or black swan type returns.
Published
This study examines the frequency of extreme trading days and investment behaviour in Sweden. We show that the frequency, as well as the magnitude of extreme trading days has increased over time. We also show that the frequency of extreme trading days in a year is positively correlated to the frequency the preceding year. Furthermore, we show that aggregate cash flows into equity and bond funds are unrelated to risk measured by standard deviation of return. Our findings show that investors, individuals as well as corporations, use simple passive investment strategies and hence, do not believe in market timing or wish to risk capital on capturing far tail or black swan type returns.
Published</description><language>eng ; swe</language><publisher>Routledge</publisher><creationdate>2010-04</creationdate><oa>free_for_read</oa><woscitedreferencessubscribed>false</woscitedreferencessubscribed></display><links><openurl>$$Topenurl_article</openurl><openurlfulltext>$$Topenurlfull_article</openurlfulltext><thumbnail>$$Tsyndetics_thumb_exl</thumbnail><linktohtml>$$Uhttps://data.europeana.eu/item/9200111/BibliographicResource_1000085986319$$EHTML$$P50$$Geuropeana$$Hfree_for_read</linktohtml><link.rule.ids>776,38494,75918</link.rule.ids><linktorsrc>$$Uhttps://data.europeana.eu/item/9200111/BibliographicResource_1000085986319$$EView_record_in_Europeana$$FView_record_in_$$GEuropeana$$Hfree_for_read</linktorsrc></links><search><creatorcontrib>de Ridder Adri , Högskolan på Gotland, Avdelningen för Företagsekonomi</creatorcontrib><creatorcontrib>Burnie David A. , Haworth College of Business, Western Michigan University</creatorcontrib><title>Applied Financial Economics</title><description>This study examines the frequency of extreme trading days and investment behaviour in Sweden. We show that the frequency, as well as the magnitude of extreme trading days has increased over time. We also show that the frequency of extreme trading days in a year is positively correlated to the frequency the preceding year. Furthermore, we show that aggregate cash flows into equity and bond funds are unrelated to risk measured by standard deviation of return. Our findings show that investors, individuals as well as corporations, use simple passive investment strategies and hence, do not believe in market timing or wish to risk capital on capturing far tail or black swan type returns.
Published
This study examines the frequency of extreme trading days and investment behaviour in Sweden. We show that the frequency, as well as the magnitude of extreme trading days has increased over time. We also show that the frequency of extreme trading days in a year is positively correlated to the frequency the preceding year. Furthermore, we show that aggregate cash flows into equity and bond funds are unrelated to risk measured by standard deviation of return. Our findings show that investors, individuals as well as corporations, use simple passive investment strategies and hence, do not believe in market timing or wish to risk capital on capturing far tail or black swan type returns.
Published</description><fulltext>true</fulltext><rsrctype>article</rsrctype><creationdate>2010</creationdate><recordtype>article</recordtype><sourceid>1GC</sourceid><recordid>eNrjZJB2LCjIyUxNUXDLzEvMS85MzFFwTc7Py8_NTC7mYWBNS8wpTuWF0twMHm6uIc4euqmlRfkFqYl5ifHJ-Tk5qcklmfl5xfGWRgYGhoaG8U6ZSTmZ-elFiQUZmclBqcX5pUXJqfGGBkBgYWppYWZsaGlMRaMAclM_YA</recordid><startdate>20100427</startdate><enddate>20100427</enddate><creator>de Ridder Adri , Högskolan på Gotland, Avdelningen för Företagsekonomi</creator><creator>Burnie David A. , Haworth College of Business, Western Michigan University</creator><general>Routledge</general><scope>1GC</scope></search><sort><creationdate>20100427</creationdate><title>Applied Financial Economics</title><author>de Ridder Adri , Högskolan på Gotland, Avdelningen för Företagsekonomi ; Burnie David A. , Haworth College of Business, Western Michigan University</author></sort><facets><frbrtype>5</frbrtype><frbrgroupid>cdi_FETCH-europeana_collections_9200111_BibliographicResource_10000859863193</frbrgroupid><rsrctype>articles</rsrctype><prefilter>articles</prefilter><language>eng ; swe</language><creationdate>2010</creationdate><toplevel>online_resources</toplevel><creatorcontrib>de Ridder Adri , Högskolan på Gotland, Avdelningen för Företagsekonomi</creatorcontrib><creatorcontrib>Burnie David A. , Haworth College of Business, Western Michigan University</creatorcontrib><collection>Europeana Collections</collection></facets><delivery><delcategory>Remote Search Resource</delcategory><fulltext>fulltext_linktorsrc</fulltext></delivery><addata><au>de Ridder Adri , Högskolan på Gotland, Avdelningen för Företagsekonomi</au><au>Burnie David A. , Haworth College of Business, Western Michigan University</au><format>journal</format><genre>article</genre><ristype>JOUR</ristype><atitle>Applied Financial Economics</atitle><date>2010-04-27</date><risdate>2010</risdate><abstract>This study examines the frequency of extreme trading days and investment behaviour in Sweden. We show that the frequency, as well as the magnitude of extreme trading days has increased over time. We also show that the frequency of extreme trading days in a year is positively correlated to the frequency the preceding year. Furthermore, we show that aggregate cash flows into equity and bond funds are unrelated to risk measured by standard deviation of return. Our findings show that investors, individuals as well as corporations, use simple passive investment strategies and hence, do not believe in market timing or wish to risk capital on capturing far tail or black swan type returns.
Published
This study examines the frequency of extreme trading days and investment behaviour in Sweden. We show that the frequency, as well as the magnitude of extreme trading days has increased over time. We also show that the frequency of extreme trading days in a year is positively correlated to the frequency the preceding year. Furthermore, we show that aggregate cash flows into equity and bond funds are unrelated to risk measured by standard deviation of return. Our findings show that investors, individuals as well as corporations, use simple passive investment strategies and hence, do not believe in market timing or wish to risk capital on capturing far tail or black swan type returns.
Published</abstract><pub>Routledge</pub><oa>free_for_read</oa></addata></record> |
| fulltext | fulltext_linktorsrc |
| identifier | |
| ispartof | |
| issn | |
| language | eng ; swe |
| recordid | cdi_europeana_collections_9200111_BibliographicResource_1000085986319 |
| source | Europeana Collections |
| title | Applied Financial Economics |
| url | https://sfx.bib-bvb.de/sfx_tum?ctx_ver=Z39.88-2004&ctx_enc=info:ofi/enc:UTF-8&ctx_tim=2025-02-11T19%3A56%3A53IST&url_ver=Z39.88-2004&url_ctx_fmt=infofi/fmt:kev:mtx:ctx&rfr_id=info:sid/primo.exlibrisgroup.com:primo3-Article-europeana_1GC&rft_val_fmt=info:ofi/fmt:kev:mtx:journal&rft.genre=article&rft.atitle=Applied%20Financial%20Economics&rft.au=de%20Ridder%20Adri%20,%20H%C3%B6gskolan%20p%C3%A5%20Gotland,%20Avdelningen%20f%C3%B6r%20F%C3%B6retagsekonomi&rft.date=2010-04-27&rft_id=info:doi/&rft_dat=%3Ceuropeana_1GC%3E9200111_BibliographicResource_1000085986319%3C/europeana_1GC%3E%3Curl%3E%3C/url%3E&disable_directlink=true&sfx.directlink=off&sfx.report_link=0&rft_id=info:oai/&rft_id=info:pmid/&rfr_iscdi=true |