Do Investors Value Dividend-Smoothing Stocks Differently?
Yelena LarkinMark T. LearyRoni MichaelyPublished in: Manag. Sci. (2017)
Keyphrases
- stock market
- stock price
- financial markets
- investment strategies
- stock exchange
- short term
- financial data
- dow jones
- sharpe ratio
- stock data
- smoothing algorithm
- financial time series
- investment decisions
- stock market data
- image filtering
- market prices
- bilateral filtering
- portfolio optimization
- preprocessing step
- neural network
- stock returns
- long term
- portfolio management
- historical data
- trading systems
- exchange rate
- trading strategies
- scale space
- data mining techniques
- partial differential equations
- image segmentation
- market data
- diffusion equation
- nonparametric regression
- database