- Tytuł:
- RESULTS OF MISTAKEN TIME PERIOD IN ANALYSIS IN THE CASE OF FRAMING EFFECT FOR SOME CAPITAL MARKETS’ MODELS
- Autorzy:
-
Majewska, Agnieszka
Majewski, Sebastian - Powiązania:
- https://bibliotekanauki.pl/articles/452764.pdf
- Data publikacji:
- 2009
- Wydawca:
- Szkoła Główna Gospodarstwa Wiejskiego w Warszawie. Katedra Ekonometrii i Statystyki
- Tematy:
-
behavioural finance
Black-Scholes Option Pricing Model
Tragic News Indicator
Sharpe’s model
framing effect - Opis:
- Economic activity around the world should be supported by analysis determined by the different level of difficulty of applied quantitative methods. The article presents the importance selecting a proper time window for analysis for correct diagnosing of situations based on information taken from TNI, BSOPM, Markowitz’s, and Sharpe’s models. TNI shows the role of expansiveness of media relations regarding the SE. The correct specification of the time window causes the proper valuation of price and risk. Behavioural finance flaming effect is a field of discussion in his research.
- Źródło:
-
Metody Ilościowe w Badaniach Ekonomicznych; 2009, 10, 1; 163-175
2082-792X - Pojawia się w:
- Metody Ilościowe w Badaniach Ekonomicznych
- Dostawca treści:
- Biblioteka Nauki
Artykuł