Keyword: investment

Found 1239 papers in total
Bond returns, discrete stochastic processes, and duration
Bond returns, discrete stochastic processes, and duration
1987,
A particular duration measure may correspond to many different stochastic processes...
More evidence on expected value-variance analysis versus direct utility maximization
More evidence on expected value-variance analysis versus direct utility maximization
1987,
The theoretical difficulties of the expected value‐variance (E‐V)...
Determinants of the ratings and yields on corporate bonds: tests of the contingent claims model
Determinants of the ratings and yields on corporate bonds: tests of the contingent claims model
1987,
A contingent claims model for corporate bonds is tested on newly issued bonds of firms...
The valuation of currency options for alternate stochastic processes
The valuation of currency options for alternate stochastic processes
1987,
This paper compares the ability of four valuation models – the Pure Diffusion...
Evidence of the effect on shareholder wealth of corporate spinoffs: the creation of royalty trusts
Evidence of the effect on shareholder wealth of corporate spinoffs: the creation of royalty trusts
1987,
Corporate spinoffs and divestitures cause positive revaluation of the firm by the...
Leveraged buyouts and shareholder returns
Leveraged buyouts and shareholder returns
1987,
This study examines the risk‐adjusted stock returns realized by shareholders of...
Intervalling effects in Hong Kong stocks
Intervalling effects in Hong Kong stocks
1987,
This paper investigates the intervalling‐thinness effect in the Hong Kong stock...
The choice among debt, equity, and convertible bonds
The choice among debt, equity, and convertible bonds
1988,
The hybrid nature of convertible bonds continues to interest corporate financial...
Valuation of the preferred stock sinking fund feature: a time-series approach
Valuation of the preferred stock sinking fund feature: a time-series approach
1988,
This study employs a time‐varying coefficient model to examine the relationship...
Investor evaluation of overfunded pension plan terminations
Investor evaluation of overfunded pension plan terminations
1988,
Hundreds of large firms have terminated overfunded pension plans and obtained...
Boundary condition tests of bid and ask prices of index call options
Boundary condition tests of bid and ask prices of index call options
1988,
Boundary conditions are established and tested for call options on the S&P 100...
Investor expectations of volatility increases around large stock splits as implied in call option premia
Investor expectations of volatility increases around large stock splits as implied in call option premia
1988,
Recent studies find abnormal common stock price behavior associated with...
The term premia relationship implicit in the term structure of treasury bills
The term premia relationship implicit in the term structure of treasury bills
1988,
This paper considers a single coefficient representation of the term premia...
A COMPREHENSIVE EXAMINATION OF VOLUME EFFECTS AND SEASONALITY IN DAILY SECURITY RETURNS
A COMPREHENSIVE EXAMINATION OF VOLUME EFFECTS AND SEASONALITY IN DAILY SECURITY RETURNS
1988,
In this study, an integrated model of return seasonality is developed and the...
An empirical analysis of insured portfolio strategies using listed options
An empirical analysis of insured portfolio strategies using listed options
1988,
Theoretical rationale for the purchase or sale of portfolio insurance has been...
The impact of targeted share repurchases on the wealth of non-participating shareholders
The impact of targeted share repurchases on the wealth of non-participating shareholders
1988,
This paper examines empirically whether management is acting in the best interests of...
Returns to Initial Shareholders in Savings Institution Conversions: Evidence and Regulatory Implications
Returns to Initial Shareholders in Savings Institution Conversions: Evidence and Regulatory Implications
1988,
In this paper, stock prices for savings institutions that have converted to the stock...
Common stock returns, expected inflation, and the rational expectations hypothesis
Common stock returns, expected inflation, and the rational expectations hypothesis
1988,
This paper provides empirical evidence that expected inflation has a...
Evidence of a relation between stock price reactions around cash dividend changes and yields
Evidence of a relation between stock price reactions around cash dividend changes and yields
1988,
Here, the relation between stock price reactions to announced dividend changes and the...
Optimal portfolios: Markowitz full covariance versus simple selection rules
Optimal portfolios: Markowitz full covariance versus simple selection rules
1988,
Two major problems faced by portfolio managers are estimating the risk and return...
Costly short sales and the correlation of returns with volume
Costly short sales and the correlation of returns with volume
1988,
Previous researchers have documented an empirical correlation between returns and...
An evaluation of the performance of portfolios selected from value line rank one stocks: 1976‐1982
An evaluation of the performance of portfolios selected from value line rank one stocks: 1976‐1982
1988,
In this study, the performance of portfolios selected from among Value Line rank one...
The value line stock rankings and the option model implied standard deviations
The value line stock rankings and the option model implied standard deviations
1988,
Here, the relationship between Value Line rankings and option implied standard...
Tests of the Black-Scholes and constant elasticity of variance currency call option valuation models
Tests of the Black-Scholes and constant elasticity of variance currency call option valuation models
1988,
An adaptation of the Cox‐Ross/Emanuel‐MacBeth call option valuation...
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