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3
votes
1answer
35 views

Fama French model-small market beta (weird)

I am analyzing if good governance portfolios outperform bad governance portfolios. After dividing firms with good governance into one pf and bad ones into another for European companies I tried to run ...
3
votes
0answers
346 views

Definition of risk factors for market risk scenario testing

I am doing a research for stress testing in market risk. The usual process I found out for scenario testing is: Define risk factors upon the portfolio Define the desired scenarios Vary the risk ...
3
votes
0answers
82 views

Individual/casual investors and the bias towards blue-chip stocks?

There's quite a bit of research (example, [1]) teasing out the fact that home/casual/individual investors prefer stocks with large positive skewness. It surprised me, as I was reading a bunch of these ...
2
votes
0answers
69 views

The concept of an incomplete market

While skeeming the relevant literature and web-sites I noticed that mostly the concept of the incomplete market is reduced to the following statement "A market is incomplete if there are more ...
1
vote
0answers
31 views

Total demand under logit model

The setting is simple, i.e. formula for demand of service/product is linear $$ d = \alpha - \beta p $$ where $ \alpha $ is maximum demand, $ \beta $ is some coefficient, and $ p $ is price. There ...
1
vote
0answers
165 views

Market Exposure and Hedging

Normally the Market exposure associated with your stock/portfolio is your delta for that stock/ portfolio. Basic idea of hedging involved here is buying/selling respective futures depending upon ...
0
votes
0answers
2 views

Total market cap in country, and average p/e per country and continent(europe)

I want to invest my monthly saving on index fund. However, I am not sure to pick which country index fund that I want to invest. I am afraid i am investing in an index fund that is so overvalued goes ...
0
votes
0answers
24 views

calculating share price from dividend discount model

I am trying to calculate dividend as per dividend discount model for titan company limited (india). Calculations: Cost of Equity: Now, As I have done calculation as shown above (formula on top ...
0
votes
0answers
37 views

Web Based Market Profile Code

I am looking for someone who knows of or has access to web based charting code using Market Profile. Does this exist out there? I would prefer the source code so I can make changes to it. Any ...
0
votes
0answers
32 views

Obtaining historical data of individual level predictions from prediction markets

I have been searching the internet but was unable to find data of the following form: prediction of events for which we already know the outcome (i.e. markets that have already closed) data for each ...