User profiles for Mitchell Ratner

Mitchell Ratner

Associate Professor of Finance, Rider University
Verified email at rider.edu
Cited by 2125

Turn-of-month and pre-holiday effects on stock returns: Some international evidence

CB Cadsby, M Ratner - Journal of Banking & Finance, 1992 - Elsevier
This study examines turn-of-month and pre-holiday effects on international markets. Turn-of-month
effects are significant in Canada, the UK, Australia, Switzerland, and West Germany. …

Tests of technical trading strategies in the emerging equity markets of Latin America and Asia

M Ratner, RPC Leal - Journal of Banking & Finance, 1999 - Elsevier
This study examines the potential profit of ten Variable Length Moving Average (VMA)
technical trading rules in ten emerging equity markets in Latin America and Asia from January …

Hedging stock sector risk with credit default swaps

M Ratner, CCJ Chiu - International Review of Financial Analysis, 2013 - Elsevier
This study examines the potential risk reducing benefits of credit default swaps (CDS) against
risk in US stock market sectors from 2004 to 2011. Tests of GARCH dynamic conditional …

Co-movements of sector index returns in the world's major stock markets in bull and bear markets: Portfolio diversification implications

I Meric, M Ratner, G Meric - International Review of Financial Analysis, 2008 - Elsevier
In this paper, principal components analysis and Granger causality tests are used to study
the portfolio diversification implications of the co-movements of sector indexes in the US, UK, …

Co-movements of US and Latin American equity markets before and after the 1987 crash

G Meric, RPC Leal, M Ratner, I Meric - International Review of Financial …, 2001 - Elsevier
We examine the stability of correlations and the benefits of international portfolio diversification
through investment in Argentina, Brazil, Chile and Mexico, the four largest Latin American …

The portfolio implications of gold investment

M Ratner, S Klein - The Journal of Investing, 2008 - joi.pm-research.com
This article investigates the use of gold as an investment asset. The data consist of US and
foreign equity returns from 1975 to 2005. The results indicate that investment in gold is …

The duration of maidenhood across cultures

…, VK Burbank, MS Ratner - School-age pregnancy and …, 2017 - taylorfrancis.com
Every society has cultural rules and customary strategies whose intent is to ensure reproductive
continuity from generation to generation. Viable methods of infant care, child rearing, …

Many routes to homeownership: A four‐site ethnographic study of minority and immigrant experiences

MS Ratner - Housing Policy Debate, 1996 - Taylor & Francis
… The study began in February 1995 with the signing of a research contract between HUD and
ICF Kaiser International and the designation of Mitchell Ratner (the author of this article) as …

Sector integration and the benefits of global diversification

M Ratner, RPC Leal - Multinational Finance Journal, 2005 - papers.ssrn.com
One of the main reasons that investment advisors recommend international investments is
that foreign stocks are not highly correlated with US stocks. As world economies become …

Investigating the behavior and characteristics of the Madrid stock exchange

M Ratner - Journal of Banking & Finance, 1996 - Elsevier
This study examines the efficiency and characteristics of the nine major indexes of the Madrid
Stock Exchange from 1941 through 1992. The findings do not support weak form efficiency …