Revisiting covered calls and protective puts: A tale of two strategies

B Foltice - Available at SSRN 3786342, 2022 - papers.ssrn.com
This paper examines the historical risk-adjusted returns of two hedging strategies designed
to minimize downside market risk: Protective-puts and covered-calls. Using US market data …

The holiday effects in stock returns: A challenge for the textile and clothing industry of India

S Bolar, P Pinto, IT Hawaldar, CM Spulbar… - Industria …, 2020 - papers.ssrn.com
This research paper examines the holiday effects presence on the Bombay Stock Exchange
(BSE), which is a major Indian stock exchange. The textile and clothing industry in India is …

Using Simple Technical Analysis Indicators for Asset Allocation Decisions

B Foltice, SD Dolvin - Available at SSRN 3732822, 2020 - papers.ssrn.com
This study analyzes the potential effectiveness of using simple technical analysis indicators
to determine the overall riskiness of portfolio asset allocation. Using the 200-day simple …

Calendar Anomalies: Nordic Evidence

T Keski-Kastari - 2023 - osuva.uwasa.fi
This research is constructed in order to further analyze calendar anomalies in the Nordic
stock markets. Calendar anomalies are price movements that appear during particular times …

[HTML][HTML] Gamesmanship and Seasonality in US Stock Returns

LF Ackert, G Athanassakos - Journal of Risk and Financial Management, 2021 - mdpi.com
We re-examined the seasonal pattern in the excess returns of highly visible American firms.
In contrast to the seasonality for risky, less visible firms, we found that highly visible stocks …

[PDF][PDF] Stock Returns During Religious Holidays: The Role of Culture and Belief

CP Utami, A Pratama - Asian Economic and Financial Review, 2021 - academia.edu
De Anca & Aragón (2018) state that diversity shapes identity. Identity is defined as the
characteristics that distinguish one individual from another. Demographic diversity forms the …

Employee Satisfaction and Stock Performance

M Snyder - 2020 - digitalcommons.butler.edu
This study aims to explore the previously documented relationship between employee
satisfaction and superior stock returns. Previous research suggests that firms with higher …

[CITATION][C] Effect Of Seasonal Market Anomalies On Stock Market Return Among Companies Listed At The Nairobi Securities Exchange Kenya

EA Onuko - 2020 - Kca University