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  2. Days on market - Wikipedia

    en.wikipedia.org/wiki/Days_on_market

    Days on market (DOM, alternatively active days on market, market time, or time on market) is a measurement of the age of a real estate listing. The statistic is defined as the total number of days the listing is on the active market before either an offer is accepted or the agreement between real estate broker and seller ends.

  3. Home Listings: The Truth Behind 'Days on Market' - AOL

    www.aol.com/news/2011-05-13-home-listings-the...

    days on market The best answer is probably: "The economy." But the mindset lingers, and buyers are suspicious of homes that have been listed for a year or more.

  4. Abnormal return - Wikipedia

    en.wikipedia.org/wiki/Abnormal_return

    For example, if a stock increased by 5% because of some news that affected the stock price, but the average market only increased by 3% and the stock has a beta of 1, then the abnormal return was 2% (5% - 3% = 2%). If the market average performs better (after adjusting for beta) than the individual stock, then the abnormal return will be negative.

  5. Drawdown (economics) - Wikipedia

    en.wikipedia.org/wiki/Drawdown_(economics)

    The drawdown is the measure of the decline from a historical peak in some variable (typically the cumulative profit or total open equity of a financial trading strategy). [1]

  6. Event study - Wikipedia

    en.wikipedia.org/wiki/Event_study

    The most common model for normal returns is the 'market model' (MacKinlay 1997). Following this model, the analysis implies to use an estimation window (typically sized 120 days) prior to the event to derive the typical relationship between the firm's stock and a reference index through a regression analysis. Based on the regression ...

  7. Negative volume index - Wikipedia

    en.wikipedia.org/wiki/Negative_volume_index

    In other words, after prices have moved up on positive volume days, "if prices stay up when the volume subsides for a number of days, we can say that such a move is 'good'." If the market “holds its own on negative volume days after advancing on positive volume, the market is in a strong position.” He called PVI the “majority” curve.

  8. Post–earnings-announcement drift - Wikipedia

    en.wikipedia.org/wiki/Post–earnings...

    In financial economics and accounting research, post–earnings-announcement drift or PEAD (also named the SUE effect) is the tendency for a stock’s cumulative abnormal returns to drift in the direction of an earnings surprise for several weeks (even several months) following an earnings announcement.

  9. Day count convention - Wikipedia

    en.wikipedia.org/wiki/Day_count_convention

    This convention accounts for days in the period based on the portion in a leap year and the portion in a non-leap year. The days in the numerators are calculated on a Julian day difference basis. In this convention the first day of the period is included and the last day is excluded. The CouponFactor uses the same formula, replacing Date2 by Date3.