scroll to top
0

Mobile Menu

Header Layout

EBSCO Auth Banner

Let's find your institution. Click here.

Page title

Advanced Search Results For "finance"

81 - 90 of 25,669 results for
 "finance"
Results per page:

PRICING MULTI-ASSET AMERICAN OPTION WITH STOCHASTIC CORRELATION COEFFICIENT UNDER VARIANCE GAMMA ASSET PRICE DYNAMIC.

Publication Type:Academic Journal

Source(s):Annals of Financial Economics. Dec2020, Vol. 15 Issue 4, pN.PAG-N.PAG. 25p.

Abstract:This paper considers a class of Levy process namely the variance gamma (VG) process to offer a more realistic way to model the dynamics of the logarithm of stock prices. Then, we verify the uniqueness and existence of the solution to the stochastic dif...

View details

Industry equi-correlation: A powerful predictor of stock returns.

Publication Type:Academic Journal

Source(s):Journal of Empirical Finance. Dec2020, Vol. 59, p1-24. 24p.

Abstract:We show that the detrended equi-correlation of the returns of industry portfolios is a strong predictor of excess returns to the S&P 500 Index. Using a sample from 1927 to 2015, our monthly industry equi-correlation (IEC) index produces an out-of-sampl...

View details

Volatility and jump risk in option returns.

Publication Type:Academic Journal

Source(s):Journal of Futures Markets. Nov2020, Vol. 40 Issue 11, p1767-1792. 26p.

Abstract:We examine the importance of volatility and jump risk in the time‐series prediction of S&P 500 index option returns. The empirical analysis provides a different result between call and put option returns. Both volatility and jump risk are important pre...

View details

We Welcome a New Small-Cap Fund.

Publication Type:Periodical

Source(s):Kiplinger's Personal Finance. Jun2021, Vol. 75 Issue 6, p49-49. 1p. 1 Chart.

Abstract:Yields listed for bond funds are SEC yields, which are net of fees; stock fund yields are the yield for the past 12 months. THE KIPLINGER 25 UPDATE WHEN A KIPLINGER 25 FUND closes to new investors, we replace it because we believe the funds on our list...

View details

TREND #3: The Truth About 2021 U.S. Stock Valuations.

Publication Type:Periodical

Source(s):Trends Magazine. Apr2021, Vol. 19 Issue 4, p23-30. 8p.

Abstract:As free cash flow is the core determinant of true valuation, investors can safely assume that the typical S&P500 stock is undervalued! And, Third, a portfolio of carefully selected stocks which exploits the underlying techno-economic revolution highlig...

View details

Treasuries Extend Losses, Driving Yields to New Multi-Year Highs.

Publication Type:Periodical

Source(s):Bloomberg.com. 9/26/2022, pN.PAG-N.PAG. 1p.

Abstract:In a sign of further tightening financial conditions, the 10-year Treasury inflation protected yield rose nearly 22 basis points to 1.53% for the first time since April 2010. (Bloomberg) -- US Treasuries extended losses after poor demand for a two-year...

View details

Global Bonds Tumble as UK Tax Cuts Deliver Fresh Headwinds.

Publication Type:Periodical

Source(s):Bloomberg.com. 9/26/2022, pN.PAG-N.PAG. 1p.

Abstract:(Bloomberg) -- Treasuries sold off Monday to deepen the worst bond slide in decades, reflecting worry that global central banks will have to accelerate policy tightening after UK tax cuts fueled concern of government spending. US government debt slid a...

View details

Rampaging Stock Bears Slowed at Key S&P 500 Technical Level.

Publication Type:Periodical

Source(s):Bloomberg.com. 9/23/2022, pN.PAG-N.PAG. 1p.

Abstract:At the low in June, the S&P 500 was trading at 18 times earnings, a multiple that surpassed trough valuations seen in all previous 11 bear cycles, data compiled by Bloomberg show. (Bloomberg) -- The latest rout in US stocks took the S&P 500 below its J...

View details

Stock Drawdown Puts 2022 Lows at Striking Distance: Markets Wrap.

Publication Type:Periodical

Source(s):Bloomberg.com. 9/23/2022, pN.PAG-N.PAG. 1p.

Abstract:KKR & Co. sees potential trouble ahead, including a mild recession next year, with the Fed narrowly focused on driving up unemployment to tame inflation. (Bloomberg) -- A selloff in the riskier corners of the market deepened as the UK's plan to lift th...

View details

Stock Selloff Turns Ugly as UK Plan Rattles Globe: Markets Wrap.

Publication Type:Periodical

Source(s):Bloomberg.com. 9/23/2022, pN.PAG-N.PAG. 1p.

Abstract:(Bloomberg) -- A selloff in the riskier corners of the market deepened as the UK's plan to lift the economy fueled concerns about heightened inflation that could lead to tighter monetary policy, boosting the odds of a recession. It was a sea of red for...

View details

banner_970x250 (970x250)

sponsored