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How does the market react to news regarding large uncertain projects?
We analyze stock market reactions to information about changes in opening dates of
movies, and present two main findings. ...
Monitoring dates of maximal risk
Convex RiskMeasures Monitoring Stopping times Time-consistency Upper Snell envelope
2010/10/29
Monitoring means to observe a system for any changes which may occur over time, using a monitor or measuring device of some sort. In this paper we formulate a problem of monitoring dates of maximal ri...
Using a Moving Average to Determine Cotton Futures Market Entry Dates
Using a Moving Average Determine Cotton Futures Market Entry Dates
2008/12/9
A persisting question in using the cotton (Gossypium hirsutum L.) futures market to increase the net price received is that of determining the time to place hedges. The objective of this research was ...