Keyword: investment

Found 1239 papers in total
Comparative efficiency of market indices: an empirical study
Comparative efficiency of market indices: an empirical study
1986,
This study ranks eight widely used market indices using two mean‐variance...
The relation between returns, ownership structure, and market value
The relation between returns, ownership structure, and market value
1986,
Numerous empirical studies have documented the small firm effect of higher...
Security price reactions around product recall announcements
Security price reactions around product recall announcements
1986,
This study presents an empirical, event‐time analysis of the financial impact...
Issuer sophistication and underpricing in the negotiated municipal bond market
Issuer sophistication and underpricing in the negotiated municipal bond market
1986,
Research on municipal bond offerings has established the determinants of effective...
Empirical analysis on the predictors of future spot rates
Empirical analysis on the predictors of future spot rates
1986,
This paper examines the issue of the prediction of future spot rates by applying the...
An empirical test of an ex-ante model of the determination of stock return volatility
An empirical test of an ex-ante model of the determination of stock return volatility
1986,
The assumption that changing expected cash flows and discount factors affect a...
Valuation of primary issue convertible bonds
Valuation of primary issue convertible bonds
1986,
Little empirical evidence is available on the nature of the trade‐offs between...
Portfolio choices, consumption, and prices in a market with durable assets
Portfolio choices, consumption, and prices in a market with durable assets
1986,
Recent research in investments has focused almost exclusively on financial assets such...
Announcement effects of withdrawn security offerings: evidence on the wealth redistribution hypothesis
Announcement effects of withdrawn security offerings: evidence on the wealth redistribution hypothesis
1986,
This paper employs the comparison period returns approach to examine issuance and...
Market reaction to NYSE listings: tests of the marketability gains hypothesis
Market reaction to NYSE listings: tests of the marketability gains hypothesis
1986,
This study examines the market reaction to listing on the New York Stock Exchange...
A COMPARISON OF INTERVENTION AND RESIDUAL ANALYSIS
A COMPARISON OF INTERVENTION AND RESIDUAL ANALYSIS
1986,
By comparing intervention and residual analysis abnormal return metrics, this study...
Regulatory environment and market response to public utility rate decisions
Regulatory environment and market response to public utility rate decisions
1986,
This paper examines the stock market's response to the public utility rate‐case...
Non-representative trading frequencies and the detection of abnormal performance
Non-representative trading frequencies and the detection of abnormal performance
1986,
Numerous studies employ betas computed with the ordinary least squares technique and...
The differential effects of sinking funds on bond risk premia
The differential effects of sinking funds on bond risk premia
1986,
This study analyzes the effect that two options created by the inclusion of a sinking...
Capital adequacy and the valuation of large commercial banking organizations
Capital adequacy and the valuation of large commercial banking organizations
1986,
Bankers argue that regulatory agencies require excessive capital adequacy. As a...
Determinants of the execution costs of common stock trades by individual investors
Determinants of the execution costs of common stock trades by individual investors
1986,
Data on a large sample of transactions in common stocks by individual investors over a...
Recent evidence on the accuracy and rationality of popular inflation forecasts
Recent evidence on the accuracy and rationality of popular inflation forecasts
1986,
This paper compares the accuracy and examines the rationality of inflation forecasts...
On preferred stock
On preferred stock
1986,
Preferred stock is issued by many corporations in spite of its apparent disadvantages....
Relative stock prices and the firm size effect
Relative stock prices and the firm size effect
1987,
A stock's relative price ratio, defined as the ratio of the current price to the...
Macro-economic factors and stock returns
Macro-economic factors and stock returns
1987,
This paper explores the economic nature of return factors by incorporating a...
Maturity and refunding effects on treasury-bond futures price variance
Maturity and refunding effects on treasury-bond futures price variance
1987,
Both Samuelson's maturity hypothesis and the Anderson‐Danthine state variable...
Allocating capital among a firm's divisions: hurdle rates vs. budgets
Allocating capital among a firm's divisions: hurdle rates vs. budgets
1987,
This paper examines the merits of alternative systems for allocating capital within a...
APT vs. CAPM estimates of the return-generating function parameters for regulated public utilities
APT vs. CAPM estimates of the return-generating function parameters for regulated public utilities
1987,
In public utility rate hearings, there are extensive arguments concerning the most...
Compound distribution models of stock returns: an empirical comparison
Compound distribution models of stock returns: an empirical comparison
1987,
The study provides empirical tests and comparison of mixed diffusion‐jump...
Papers per page: