Directory UMM :Data Elmu:jurnal:M:Multinational Financial Management:Vol11.Issue2.2001:
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by limiting their time horizons and the way in which variances are referenced, run the risk of confusing an initial response of the market to the issue of options which induce
For example, the first row shows the cross-section average return variation of size portfolios for stocks that have book-to-market value below the 10th percentile of the
This study uses a cointegration and variance decomposition analysis to examine the linkages among the stock markets of 12 Asia – Pacific countries, before and during the period of
We propose a graphical method to visualize possible time-varying correlations between stock market returns. The method can be useful for observing stable or emerging clusters of
The ordered mean difference OMD function is a running mean of the difference between returns on a given fund or security and a benchmark such as the market portfolio, ordered by
This result can be used by firms to determine the optimal coupon value, based on the profit margin, the market response of the deal-prone segment, and the number of loyal
Summary statistics for prices, model residuals and implied returns computed from simulations of an arti " cial stock market in which agents form expectations based upon
In accordance with studies for other markets, Swedish index returns exhibit high autocorrelation, (a) after days of above average performance of the stock market, (b) after low
