Author: Joseph T. Mahoney
Publisher:
ISBN:
Category : Economics
Languages : en
Pages : 648
Book Description
An Empirical Study of the Corporate Choice Among Equity, Convertible Bonds and Straight Debt
Author: Joseph T. Mahoney
Publisher:
ISBN:
Category : Economics
Languages : en
Pages : 648
Book Description
Publisher:
ISBN:
Category : Economics
Languages : en
Pages : 648
Book Description
Stock Index Futures
Author: Charles M.S. Sutcliffe
Publisher: Routledge
ISBN: 1351148559
Category : Business & Economics
Languages : en
Pages : 534
Book Description
The global value of trading in index futures is about $20 trillion per year and rising and for many countries the value traded is similar to that traded on their stock markets. This book describes how index futures markets work and clearly summarises the substantial body of international empirical evidence relating to these markets. Using the concepts and tools of finance, the book also provides a comprehensive description of the economic forces that underlie trading in index futures. Stock Index Futures 3/e contains many teaching and learning aids including numerous examples, a glossary, essay questions, comprehensive references, and a detailed subject index. Written primarily for advanced undergraduate and postgraduate students, this text will also be useful to researchers and market participants who want to gain a better understanding of these markets.
Publisher: Routledge
ISBN: 1351148559
Category : Business & Economics
Languages : en
Pages : 534
Book Description
The global value of trading in index futures is about $20 trillion per year and rising and for many countries the value traded is similar to that traded on their stock markets. This book describes how index futures markets work and clearly summarises the substantial body of international empirical evidence relating to these markets. Using the concepts and tools of finance, the book also provides a comprehensive description of the economic forces that underlie trading in index futures. Stock Index Futures 3/e contains many teaching and learning aids including numerous examples, a glossary, essay questions, comprehensive references, and a detailed subject index. Written primarily for advanced undergraduate and postgraduate students, this text will also be useful to researchers and market participants who want to gain a better understanding of these markets.
Swing Pricing and Fragility in Open-end Mutual Funds
Author: Dunhong Jin
Publisher: International Monetary Fund
ISBN: 1513519492
Category : Business & Economics
Languages : en
Pages : 46
Book Description
How to prevent runs on open-end mutual funds? In recent years, markets have observed an innovation that changed the way open-end funds are priced. Alternative pricing rules (known as swing pricing) adjust funds’ net asset values to pass on funds’ trading costs to transacting shareholders. Using unique data on investor transactions in U.K. corporate bond funds, we show that swing pricing eliminates the first-mover advantage arising from the traditional pricing rule and significantly reduces redemptions during stress periods. The positive impact of alternative pricing rules on fund flows reverses in calm periods when costs associated with higher tracking error dominate the pricing effect.
Publisher: International Monetary Fund
ISBN: 1513519492
Category : Business & Economics
Languages : en
Pages : 46
Book Description
How to prevent runs on open-end mutual funds? In recent years, markets have observed an innovation that changed the way open-end funds are priced. Alternative pricing rules (known as swing pricing) adjust funds’ net asset values to pass on funds’ trading costs to transacting shareholders. Using unique data on investor transactions in U.K. corporate bond funds, we show that swing pricing eliminates the first-mover advantage arising from the traditional pricing rule and significantly reduces redemptions during stress periods. The positive impact of alternative pricing rules on fund flows reverses in calm periods when costs associated with higher tracking error dominate the pricing effect.
Handbook of Financial Engineering
Author: Constantin Zopounidis
Publisher: Springer Science & Business Media
ISBN: 0387766820
Category : Business & Economics
Languages : en
Pages : 494
Book Description
This comprehensive handbook discusses the most recent advances within the field of financial engineering, focusing not only on the description of the existing areas in financial engineering research, but also on the new methodologies that have been developed for modeling and addressing financial engineering problems. The book is intended for financial engineers, researchers, applied mathematicians, and graduate students interested in real-world applications to financial engineering.
Publisher: Springer Science & Business Media
ISBN: 0387766820
Category : Business & Economics
Languages : en
Pages : 494
Book Description
This comprehensive handbook discusses the most recent advances within the field of financial engineering, focusing not only on the description of the existing areas in financial engineering research, but also on the new methodologies that have been developed for modeling and addressing financial engineering problems. The book is intended for financial engineers, researchers, applied mathematicians, and graduate students interested in real-world applications to financial engineering.
Don't Sell Stocks on Monday
Author: Yale Hirsch
Publisher: Penguin Group USA
ISBN: 9780140103755
Category : Business & Economics
Languages : en
Pages : 232
Book Description
Describes the best hours, days, weeks, and months for trading in the stock market, and offers advice on developing an investment strategy
Publisher: Penguin Group USA
ISBN: 9780140103755
Category : Business & Economics
Languages : en
Pages : 232
Book Description
Describes the best hours, days, weeks, and months for trading in the stock market, and offers advice on developing an investment strategy
A Study On Volatility And Co-Movement Of Selected Sectoral Indices Of National Stock Exchange Of India
Author: Dr GangineniDhanaiah
Publisher: Archers & Elevators Publishing House
ISBN: 9386501899
Category : Antiques & Collectibles
Languages : en
Pages :
Book Description
Publisher: Archers & Elevators Publishing House
ISBN: 9386501899
Category : Antiques & Collectibles
Languages : en
Pages :
Book Description
Advances in Investment Analysis and Portfolio Management
Author: Cheng-Few Lee
Publisher: Elsevier
ISBN: 0080543979
Category : Social Science
Languages : en
Pages : 345
Book Description
This research annual publication intends to bring together investment analysis and portfolio theory and their implementation to portfolio management. It seeks theoretical and empirical research manuscripts with high quality in the area of investment and portfolio analysis. The contents will consist of original research on: The principles of portfolio management of equities and fixed-income securities. The evaluation of portfolios (or mutual funds) of common stocks, bonds, international assets, and options. The dynamic process of portfolio management. Strategies of international investments and portfolio management. The applications of useful and important analytical techniques such as mathematics, econometrics, statistics, and computers in the field of investment and portfolio management. Theoretical research related to options and futures. In addition, it also contains articles that present and examine new and important accounting, financial, and economic data for managing and evaluating portfolios of risky assets.
Publisher: Elsevier
ISBN: 0080543979
Category : Social Science
Languages : en
Pages : 345
Book Description
This research annual publication intends to bring together investment analysis and portfolio theory and their implementation to portfolio management. It seeks theoretical and empirical research manuscripts with high quality in the area of investment and portfolio analysis. The contents will consist of original research on: The principles of portfolio management of equities and fixed-income securities. The evaluation of portfolios (or mutual funds) of common stocks, bonds, international assets, and options. The dynamic process of portfolio management. Strategies of international investments and portfolio management. The applications of useful and important analytical techniques such as mathematics, econometrics, statistics, and computers in the field of investment and portfolio management. Theoretical research related to options and futures. In addition, it also contains articles that present and examine new and important accounting, financial, and economic data for managing and evaluating portfolios of risky assets.
Extracting Information from Trading Volume
Author: Dominique Yves Dupont
Publisher:
ISBN:
Category : Equilibrium (Economics)
Languages : en
Pages : 48
Book Description
Publisher:
ISBN:
Category : Equilibrium (Economics)
Languages : en
Pages : 48
Book Description
The Empirical Analysis of Liquidity
Author: Craig Holden
Publisher: Now Publishers
ISBN: 9781601988744
Category : Business & Economics
Languages : en
Pages : 90
Book Description
We provide a synthesis of the empirical evidence on market liquidity. The liquidity measurement literature has established standard measures of liquidity that apply to broad categories of market microstructure data. Specialized measures of liquidity have been developed to deal with data limitations in specific markets, to provide proxies from daily data, and to assess institutional trading programs. The general liquidity literature has established local cross-sectional patterns, global cross-sectional patterns, and time-series patterns.
Publisher: Now Publishers
ISBN: 9781601988744
Category : Business & Economics
Languages : en
Pages : 90
Book Description
We provide a synthesis of the empirical evidence on market liquidity. The liquidity measurement literature has established standard measures of liquidity that apply to broad categories of market microstructure data. Specialized measures of liquidity have been developed to deal with data limitations in specific markets, to provide proxies from daily data, and to assess institutional trading programs. The general liquidity literature has established local cross-sectional patterns, global cross-sectional patterns, and time-series patterns.
The C.F.A. Digest
Author: Institute of Chartered Financial Analysts
Publisher:
ISBN:
Category : Investments
Languages : en
Pages : 850
Book Description
Publisher:
ISBN:
Category : Investments
Languages : en
Pages : 850
Book Description