Keyword: investment

Found 1239 papers in total
International diversification of equities and fixed-income securities
International diversification of equities and fixed-income securities
1983,
Portfolio selection models have been applied principally to common stocks traded in...
Diversification, double leverage, and the cost of capital
Diversification, double leverage, and the cost of capital
1983,
Public utility regulators choose between ‘double leverage’ and...
Short term impact of option trading on underlying securities
Short term impact of option trading on underlying securities
1983,
This paper examines the short‐term impact of option listing before and after...
The market model as an appropriate description of the stochastic process generating security returns
The market model as an appropriate description of the stochastic process generating security returns
1983,
The objective of this research was to investigate whether the market model is an...
Evidence on the existence of common stock inflation hedges
Evidence on the existence of common stock inflation hedges
1983,
Previous researchers have been unable to identify (on an ex ante basis) inflation...
The effect of rate cases on public utility stock returns
The effect of rate cases on public utility stock returns
1984,
Public utility rate cases are economic events because they affect the intrinsic value...
A MODEL OF HETEROGENEOUS EXPECTATIONS AS A DETERMINANT OF SHORT SALES
A MODEL OF HETEROGENEOUS EXPECTATIONS AS A DETERMINANT OF SHORT SALES
1984,
This study examines the role of heterogeneous expectations as a determinant of short...
Multivariate analysis of corporate bond ratings and industry classifications
Multivariate analysis of corporate bond ratings and industry classifications
1984,
Previous statistical models designed to predict bond ratings use a variety of...
Financial structure and financial strategy
Financial structure and financial strategy
1984,
Even if the value of the firm is unaffected by its capital structure, managers may...
Portfolio performance in relation to quality, earnings, dividends, firm size, leverage, and return on equity
Portfolio performance in relation to quality, earnings, dividends, firm size, leverage, and return on equity
1984,
This paper examines the risk‐return performance of portfolios formed from...
Diversification in the real estate portfolio
Diversification in the real estate portfolio
1984,
This study investigates primarily the relationship between portfolio size and the...
Intraweek seasonality in the federal funds market
Intraweek seasonality in the federal funds market
1984,
This paper examines daily Federal funds interest rates for intraweek seasonality over...
Market timing and mutual fund portfolio composition
Market timing and mutual fund portfolio composition
1984,
This study uses a methodology that is independent of beta estimates to provide...
An examination of market reaction to substantial shifts in dividend policy
An examination of market reaction to substantial shifts in dividend policy
1984,
This study provides further empirical evidence on the informational content of...
Who holds alternative market-yield accounts?
Who holds alternative market-yield accounts?
1984,
This paper examines household liquid asset allocation for the period just prior to the...
An empirical test of the arbitrage pricing theory
An empirical test of the arbitrage pricing theory
1984,
This paper provides an ex‐post analysis of a multifactor...
Selective hedging of bank assets with treasury bill futures contracts
Selective hedging of bank assets with treasury bill futures contracts
1984,
The recent volatility of interest rates, the associated profit pressures imposed on...
The anomalous and asymmetric nature of equity returns: an empirical synthesis
The anomalous and asymmetric nature of equity returns: an empirical synthesis
1984,
On the basis of seemingly anomalous common stock returns, several authors have...
Price volatility of municipal discount bonds
Price volatility of municipal discount bonds
1985,
The price volatility of municipal bonds is a vital concern to bankers and regulators....
The agency cost rationale for refunding discounted bonds
The agency cost rationale for refunding discounted bonds
1985,
The purpose of this paper is to enhance the understanding of management's motivation...
The impact of creditwatch placement on equity returns and bond prices
The impact of creditwatch placement on equity returns and bond prices
1985,
This paper examines the equity returns and bond prices of firms around the dates of...
A NEW APPROACH TO CONTROLLING FOR THIN TRADING
A NEW APPROACH TO CONTROLLING FOR THIN TRADING
1985,
Recent research has shown that thin trading can seriously bias beta estimates. Present...
An arbitrage pricing approach to evaluating mutual fund performance
An arbitrage pricing approach to evaluating mutual fund performance
1985,
A test procedure, derived from arbitrage pricing theory, that permits the measurement...
Further evidence on the liquidity effects of stock splits and stock dividends
Further evidence on the liquidity effects of stock splits and stock dividends
1985,
Currently, there is a limited amount of empirical evidence suggesting that stock...
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