Cross-sectional analysis and time-series analysis : in the context of past performance-based investment strategies /

The aim of this research methods case is to display not only the researcheŕs experiences and decision making in designing and conducting a research paper but also the decision making involved in selecting, designing, and conducting the cross-sectional and time-series analyses within past performance...

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Bibliographic Details
Main Author:	Benavides Rosales, Enrique F. (Author)
Format:	eBook
Language:	English
Published:	London : SAGE Publications Ltd, 2019.
Series:	SAGE Research Methods. Cases.
Subjects:	Commodity exchanges > Case studies. Research > Methodology > Case studies. Futures market > Case studies. Time-series analysis > Case studies. Bourses de marchandises > Études de cas. Recherche > Méthodologie > Études de cas. Marchés à terme > Études de cas. Série chronologique > Études de cas. Commodity exchanges. Futures market. Research > Methodology. Time-series analysis. Case studies.
Online Access:	Connect to the full text of this electronic book

Description
Summary:	The aim of this research methods case is to display not only the researcheŕs experiences and decision making in designing and conducting a research paper but also the decision making involved in selecting, designing, and conducting the cross-sectional and time-series analyses within past performance-based investment strategies. This case study is based on my dissertation research paper, which examined and analyzed the difference between momentum and contrarian (i.e., reversal) portfolios constructed under cross-sectional and time-series analyses, within the commodity futures markets. I decided to examine these topics primarily because there are few studies regarding momentum and contrarian strategies within the commodity futures markets and virtually no studies on the contrast between cross-sectional analysis and time-series analysis within the momentum and contrarian strategies on the commodity markets. Cross-sectional analysis focuses on the relative performance of assets over some prior period, whereas time-series analysis focuses on the absolute performance of the assets. From reading this case, readers are expected to learn when to apply the methodology of, as well as how to design, cross-sectional analysis and time-series analysis.
Physical Description:	1 online resource.
Bibliography:	Includes bibliographical references and index.
ISBN:	9781526478436 1526478439