Mohanty rishiket (22 resultados)

Condición: New.

Condición: New.

Paperback. Condición: Brand New. 46 pages. 6.00x0.11x9.00 inches. In Stock.

Paperback. Condición: Brand New. 46 pages. 6.00x0.11x9.00 inches. In Stock.

Paperback. Condición: new. Paperback. Herding Behavior and Momentum explores a fundamental question in behavioural finance: are momentum profits partly driven by the tendency of investors to follow one another? Momentum describes the tendency for recent stock winners to continue outperforming recent losers. Herding, meanwhile, occurs when investors make more similar trading decisions than would be expected if they were acting independently. This book brings these two ideas together and examines whether investor herding could help explain how momentum forms, strengthens, and eventually reverses. The proposed research framework investigates three central questions. Are herding levels higher among extreme momentum portfolios? Does previously observed herding contain information about subsequent momentum returns after controlling for other factors? And can a breakdown in winner-specific herding help explain the eventual reversal of momentum? The study proposes an empirical design using U.S. common-stock data from CRSP, supplemented by Compustat, I/B/E/S, and institutional 13F holdings. It combines momentum portfolio construction with established measures of herding, including CSAD and an institutional trading measure based on the Lakonishok, Shleifer and Vishny framework. Written for both research-oriented readers and finance students, the book explains the concepts, equations, portfolio construction rules, and econometric tests in accessible language. Practical scenarios and worked examples are included to show how the proposed framework could be interpreted in real-world investment settings. Importantly, this is a pre-specified research design, not a report of completed empirical findings. The book does not present fabricated coefficients, p-values, or conclusions. Instead, it sets out precisely what evidence would support or weaken each hypothesis. This item is printed on demand. Shipping may be from multiple locations in the US or from the UK, depending on stock availability.…

Paperback. Condición: new. Paperback. Has Bitcoin Become More Equity-Like? examines how Bitcoin's relationship with traditional equities has changed over the past decade and what that change means for investors, portfolio diversification, and financial markets. Bitcoin was initially viewed as an asset with limited connection to conventional financial markets, offering the potential for diversification precisely because its price movements appeared different from those of stocks. But as Bitcoin has become more institutionalised and increasingly integrated into the global financial system, that assumption deserves closer examination. This book studies the evolution of Bitcoin-equity dependence from 2015 to 2025, with particular attention to structural change, periods of market stress, and the implications for portfolio construction. It combines correlation analysis, rolling-window evidence, stress-period comparisons, and practical portfolio scenarios to explore whether Bitcoin has genuinely become more equity-like or whether its relationship with equities remains conditional and time-dependent. Written in accessible language, the book is designed not only for researchers and finance professionals, but also for students, investors, and readers interested in understanding how the role of Bitcoin in modern portfolios is changing. At its core, the book asks a simple but important question: if Bitcoin increasingly moves with the assets investors already own, can it still provide the diversification benefits that originally made it attractive? This item is printed on demand. Shipping may be from multiple locations in the US or from the UK, depending on stock availability.…

PAP. Condición: New. New Book. Shipped from UK. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000.

PAP. Condición: New. New Book. Shipped from UK. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000.

PAP. Condición: New. New Book. Delivered from our UK warehouse in 4 to 14 business days. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000.

PAP. Condición: New. New Book. Delivered from our UK warehouse in 4 to 14 business days. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000.

Taschenbuch. Condición: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware 48 pp. Englisch.

Taschenbuch. Condición: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware 48 pp. Englisch.

Paperback. Condición: new. Paperback. Has Bitcoin Become More Equity-Like? examines how Bitcoin's relationship with traditional equities has changed over the past decade and what that change means for investors, portfolio diversification, and financial markets. Bitcoin was initially viewed as an asset with limited connection to conventional financial markets, offering the potential for diversification precisely because its price movements appeared different from those of stocks. But as Bitcoin has become more institutionalised and increasingly integrated into the global financial system, that assumption deserves closer examination. This book studies the evolution of Bitcoin-equity dependence from 2015 to 2025, with particular attention to structural change, periods of market stress, and the implications for portfolio construction. It combines correlation analysis, rolling-window evidence, stress-period comparisons, and practical portfolio scenarios to explore whether Bitcoin has genuinely become more equity-like or whether its relationship with equities remains conditional and time-dependent. Written in accessible language, the book is designed not only for researchers and finance professionals, but also for students, investors, and readers interested in understanding how the role of Bitcoin in modern portfolios is changing. At its core, the book asks a simple but important question: if Bitcoin increasingly moves with the assets investors already own, can it still provide the diversification benefits that originally made it attractive? This item is printed on demand. Shipping may be from our Sydney, NSW warehouse or from our UK or US warehouse, depending on stock availability.…

Paperback. Condición: new. Paperback. Herding Behavior and Momentum explores a fundamental question in behavioural finance: are momentum profits partly driven by the tendency of investors to follow one another? Momentum describes the tendency for recent stock winners to continue outperforming recent losers. Herding, meanwhile, occurs when investors make more similar trading decisions than would be expected if they were acting independently. This book brings these two ideas together and examines whether investor herding could help explain how momentum forms, strengthens, and eventually reverses. The proposed research framework investigates three central questions. Are herding levels higher among extreme momentum portfolios? Does previously observed herding contain information about subsequent momentum returns after controlling for other factors? And can a breakdown in winner-specific herding help explain the eventual reversal of momentum? The study proposes an empirical design using U.S. common-stock data from CRSP, supplemented by Compustat, I/B/E/S, and institutional 13F holdings. It combines momentum portfolio construction with established measures of herding, including CSAD and an institutional trading measure based on the Lakonishok, Shleifer and Vishny framework. Written for both research-oriented readers and finance students, the book explains the concepts, equations, portfolio construction rules, and econometric tests in accessible language. Practical scenarios and worked examples are included to show how the proposed framework could be interpreted in real-world investment settings. Importantly, this is a pre-specified research design, not a report of completed empirical findings. The book does not present fabricated coefficients, p-values, or conclusions. Instead, it sets out precisely what evidence would support or weaken each hypothesis. This item is printed on demand. Shipping may be from our Sydney, NSW warehouse or from our UK or US warehouse, depending on stock availability.…

Paperback. Condición: new. Paperback. Has Bitcoin Become More Equity-Like? examines how Bitcoin's relationship with traditional equities has changed over the past decade and what that change means for investors, portfolio diversification, and financial markets. Bitcoin was initially viewed as an asset with limited connection to conventional financial markets, offering the potential for diversification precisely because its price movements appeared different from those of stocks. But as Bitcoin has become more institutionalised and increasingly integrated into the global financial system, that assumption deserves closer examination. This book studies the evolution of Bitcoin-equity dependence from 2015 to 2025, with particular attention to structural change, periods of market stress, and the implications for portfolio construction. It combines correlation analysis, rolling-window evidence, stress-period comparisons, and practical portfolio scenarios to explore whether Bitcoin has genuinely become more equity-like or whether its relationship with equities remains conditional and time-dependent. Written in accessible language, the book is designed not only for researchers and finance professionals, but also for students, investors, and readers interested in understanding how the role of Bitcoin in modern portfolios is changing. At its core, the book asks a simple but important question: if Bitcoin increasingly moves with the assets investors already own, can it still provide the diversification benefits that originally made it attractive? This item is printed on demand. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability.…

Paperback. Condición: new. Paperback. Herding Behavior and Momentum explores a fundamental question in behavioural finance: are momentum profits partly driven by the tendency of investors to follow one another? Momentum describes the tendency for recent stock winners to continue outperforming recent losers. Herding, meanwhile, occurs when investors make more similar trading decisions than would be expected if they were acting independently. This book brings these two ideas together and examines whether investor herding could help explain how momentum forms, strengthens, and eventually reverses. The proposed research framework investigates three central questions. Are herding levels higher among extreme momentum portfolios? Does previously observed herding contain information about subsequent momentum returns after controlling for other factors? And can a breakdown in winner-specific herding help explain the eventual reversal of momentum? The study proposes an empirical design using U.S. common-stock data from CRSP, supplemented by Compustat, I/B/E/S, and institutional 13F holdings. It combines momentum portfolio construction with established measures of herding, including CSAD and an institutional trading measure based on the Lakonishok, Shleifer and Vishny framework. Written for both research-oriented readers and finance students, the book explains the concepts, equations, portfolio construction rules, and econometric tests in accessible language. Practical scenarios and worked examples are included to show how the proposed framework could be interpreted in real-world investment settings. Importantly, this is a pre-specified research design, not a report of completed empirical findings. The book does not present fabricated coefficients, p-values, or conclusions. Instead, it sets out precisely what evidence would support or weaken each hypothesis. This item is printed on demand. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability.…

Taschenbuch. Condición: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - Herding Behavior and Momentum explores a fundamental question in behavioural finance: are momentum profits partly driven by the tendency of investors to follow one another Momentum describes the tendency for recent stock winners to continue outperforming recent losers. Herding, meanwhile, occurs when investors make more similar trading decisions than would be expected if they were acting independently. This book brings these two ideas together and examines whether investor herding could help explain how momentum forms, strengthens, and eventually reverses. The proposed research framework investigates three central questions. Are herding levels higher among extreme momentum portfolios Does previously observed herding contain information about subsequent momentum returns after controlling for other factors And can a breakdown in winner-specific herding help explain the eventual reversal of momentum The study proposes an empirical design using U.S. common-stock data from CRSP, supplemented by Compustat, I/B/E/S, and institutional 13F holdings. It combines momentum portfolio construction with established measures of herding, including CSAD and an institutional trading measure based on the Lakonishok, Shleifer and Vishny framework. Written for both research-oriented readers and finance students, the book explains the concepts, equations, portfolio construction rules, and econometric tests in accessible language. Practical scenarios and worked examples are included to show how the proposed framework could be interpreted in real-world investment settings. Importantly, this is a pre-specified research design, not a report of completed empirical findings. The book does not present fabricated coefficients, p-values, or conclusions. Instead, it sets out precisely what evidence would support or weaken each hypothesis.…

Taschenbuch. Condición: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - Has Bitcoin Become More Equity-Like examines how Bitcoin's relationship with traditional equities has changed over the past decade and what that change means for investors, portfolio diversification, and financial markets. Bitcoin was initially viewed as an asset with limited connection to conventional financial markets, offering the potential for diversification precisely because its price movements appeared different from those of stocks. But as Bitcoin has become more institutionalised and increasingly integrated into the global financial system, that assumption deserves closer examination. This book studies the evolution of Bitcoin-equity dependence from 2015 to 2025, with particular attention to structural change, periods of market stress, and the implications for portfolio construction. It combines correlation analysis, rolling-window evidence, stress-period comparisons, and practical portfolio scenarios to explore whether Bitcoin has genuinely become more equity-like or whether its relationship with equities remains conditional and time-dependent. Written in accessible language, the book is designed not only for researchers and finance professionals, but also for students, investors, and readers interested in understanding how the role of Bitcoin in modern portfolios is changing. At its core, the book asks a simple but important question: if Bitcoin increasingly moves with the assets investors already own, can it still provide the diversification benefits that originally made it attractive.…

Taschenbuch. Condición: Neu. This item is printed on demand - Print on Demand Titel. Neuware -Has Bitcoin Become More Equity-Like examines how Bitcoin's relationship with traditional equities has changed over the past decade and what that change means for investors, portfolio diversification, and financial markets. Bitcoin was initially viewed as an asset with limited connection to conventional financial markets, offering the potential for diversification precisely because its price movements appeared different from those of stocks. But as Bitcoin has become more institutionalised and increasingly integrated into the global financial system, that assumption deserves closer examination. This book studies the evolution of Bitcoin-equity dependence from 2015 to 2025, with particular attention to structural change, periods of market stress, and the implications for portfolio construction. It combines correlation analysis, rolling-window evidence, stress-period comparisons, and practical portfolio scenarios to explore whether Bitcoin has genuinely become more equity-like or whether its relationship with equities remains conditional and time-dependent. Written in accessible language, the book is designed not only for researchers and finance professionals, but also for students, investors, and readers interested in understanding how the role of Bitcoin in modern portfolios is changing. At its core, the book asks a simple but important question: if Bitcoin increasingly moves with the assets investors already own, can it still provide the diversification benefits that originally made it attractive 48 pp. Englisch.…

Taschenbuch. Condición: Neu. This item is printed on demand - Print on Demand Titel. Neuware -Herding Behavior and Momentum explores a fundamental question in behavioural finance: are momentum profits partly driven by the tendency of investors to follow one another Momentum describes the tendency for recent stock winners to continue outperforming recent losers. Herding, meanwhile, occurs when investors make more similar trading decisions than would be expected if they were acting independently. This book brings these two ideas together and examines whether investor herding could help explain how momentum forms, strengthens, and eventually reverses. The proposed research framework investigates three central questions. Are herding levels higher among extreme momentum portfolios Does previously observed herding contain information about subsequent momentum returns after controlling for other factors And can a breakdown in winner-specific herding help explain the eventual reversal of momentum The study proposes an empirical design using U.S. common-stock data from CRSP, supplemented by Compustat, I/B/E/S, and institutional 13F holdings. It combines momentum portfolio construction with established measures of herding, including CSAD and an institutional trading measure based on the Lakonishok, Shleifer and Vishny framework. Written for both research-oriented readers and finance students, the book explains the concepts, equations, portfolio construction rules, and econometric tests in accessible language. Practical scenarios and worked examples are included to show how the proposed framework could be interpreted in real-world investment settings. Importantly, this is a pre-specified research design, not a report of completed empirical findings. The book does not present fabricated coefficients, p-values, or conclusions. Instead, it sets out precisely what evidence would support or weaken each hypothesis. 48 pp. Englisch.…

Taschenbuch. Condición: Neu. Has Bitcoin Become More Equity-Like? | Structural Change, Stress Dependence, and the Changing Diversification Case | Rishiket Mohanty | Taschenbuch | Englisch | 2026 | Eliva Press | EAN 9789999352857 | Verantwortliche Person für die EU: Libri GmbH, Europaallee 1, 36244 Bad Hersfeld, gpsr[at]libri[dot]de | Anbieter: preigu Print on Demand.…

Taschenbuch. Condición: Neu. Herding Behavior and Momentum | Are Momentum Profits a Byproduct of Investor Herding? | Rishiket Mohanty | Taschenbuch | Englisch | 2026 | Eliva Press | EAN 9789999352864 | Verantwortliche Person für die EU: Libri GmbH, Europaallee 1, 36244 Bad Hersfeld, gpsr[at]libri[dot]de | Anbieter: preigu Print on Demand. …